S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-1994
Day Change Summary
Previous Current
18-Nov-1994 21-Nov-1994 Change Change % Previous Week
Open 463.60 461.69 -1.91 -0.4% 464.80
High 463.84 463.41 -0.43 -0.1% 468.51
Low 460.25 457.59 -2.66 -0.6% 460.25
Close 461.47 458.29 -3.18 -0.7% 461.47
Range 3.59 5.82 2.23 62.1% 8.26
ATR 3.95 4.08 0.13 3.4% 0.00
Volume
Daily Pivots for day following 21-Nov-1994
Classic Woodie Camarilla DeMark
R4 477.22 473.58 461.49
R3 471.40 467.76 459.89
R2 465.58 465.58 459.36
R1 461.94 461.94 458.82 460.85
PP 459.76 459.76 459.76 459.22
S1 456.12 456.12 457.76 455.03
S2 453.94 453.94 457.22
S3 448.12 450.30 456.69
S4 442.30 444.48 455.09
Weekly Pivots for week ending 18-Nov-1994
Classic Woodie Camarilla DeMark
R4 488.19 483.09 466.01
R3 479.93 474.83 463.74
R2 471.67 471.67 462.98
R1 466.57 466.57 462.23 464.99
PP 463.41 463.41 463.41 462.62
S1 458.31 458.31 460.71 456.73
S2 455.15 455.15 459.96
S3 446.89 450.05 459.20
S4 438.63 441.79 456.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 468.51 457.59 10.92 2.4% 3.83 0.8% 6% False True
10 469.95 457.59 12.36 2.7% 3.86 0.8% 6% False True
20 474.70 457.59 17.11 3.7% 3.94 0.9% 4% False True
40 474.70 449.27 25.43 5.5% 3.99 0.9% 35% False False
60 477.59 449.27 28.32 6.2% 3.85 0.8% 32% False False
80 477.59 449.27 28.32 6.2% 3.64 0.8% 32% False False
100 477.59 443.58 34.01 7.4% 3.47 0.8% 43% False False
120 477.59 439.83 37.76 8.2% 3.55 0.8% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.86
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 488.15
2.618 478.65
1.618 472.83
1.000 469.23
0.618 467.01
HIGH 463.41
0.618 461.19
0.500 460.50
0.382 459.81
LOW 457.59
0.618 453.99
1.000 451.77
1.618 448.17
2.618 442.35
4.250 432.86
Fisher Pivots for day following 21-Nov-1994
Pivot 1 day 3 day
R1 460.50 461.71
PP 459.76 460.57
S1 459.03 459.43

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.