S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-1995
Day Change Summary
Previous Current
27-Nov-1995 28-Nov-1995 Change Change % Previous Week
Open 599.97 601.32 1.35 0.2% 600.07
High 603.35 603.68 0.33 0.1% 600.70
Low 599.97 599.03 -0.94 -0.2% 595.42
Close 601.32 603.68 2.36 0.4% 599.97
Range 3.38 4.65 1.27 37.6% 5.28
ATR 3.81 3.87 0.06 1.6% 0.00
Volume
Daily Pivots for day following 28-Nov-1995
Classic Woodie Camarilla DeMark
R4 616.08 614.53 606.24
R3 611.43 609.88 604.96
R2 606.78 606.78 604.53
R1 605.23 605.23 604.11 606.01
PP 602.13 602.13 602.13 602.52
S1 600.58 600.58 603.25 601.36
S2 597.48 597.48 602.83
S3 592.83 595.93 602.40
S4 588.18 591.28 601.12
Weekly Pivots for week ending 24-Nov-1995
Classic Woodie Camarilla DeMark
R4 614.54 612.53 602.87
R3 609.26 607.25 601.42
R2 603.98 603.98 600.94
R1 601.97 601.97 600.45 600.34
PP 598.70 598.70 598.70 597.88
S1 596.69 596.69 599.49 595.06
S2 593.42 593.42 599.00
S3 588.14 591.41 598.52
S4 582.86 586.13 597.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 603.68 595.42 8.26 1.4% 3.40 0.6% 100% True False
10 603.68 588.36 15.32 2.5% 3.69 0.6% 100% True False
20 603.68 581.04 22.64 3.8% 3.68 0.6% 100% True False
40 603.68 571.55 32.13 5.3% 4.19 0.7% 100% True False
60 603.68 563.84 39.84 6.6% 4.09 0.7% 100% True False
80 603.68 553.08 50.60 8.4% 3.95 0.7% 100% True False
100 603.68 542.51 61.17 10.1% 4.14 0.7% 100% True False
120 603.68 526.08 77.60 12.9% 4.17 0.7% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 623.44
2.618 615.85
1.618 611.20
1.000 608.33
0.618 606.55
HIGH 603.68
0.618 601.90
0.500 601.36
0.382 600.81
LOW 599.03
0.618 596.16
1.000 594.38
1.618 591.51
2.618 586.86
4.250 579.27
Fisher Pivots for day following 28-Nov-1995
Pivot 1 day 3 day
R1 602.91 602.80
PP 602.13 601.92
S1 601.36 601.04

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.