S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jun-2002
Day Change Summary
Previous Current
26-Jun-2002 27-Jun-2002 Change Change % Previous Week
Open 970.61 974.56 3.95 0.4% 1,009.28
High 977.43 990.67 13.24 1.4% 1,040.83
Low 952.92 963.74 10.82 1.1% 985.65
Close 973.53 990.64 17.11 1.8% 989.14
Range 24.51 26.93 2.42 9.9% 55.18
ATR 20.65 21.09 0.45 2.2% 0.00
Volume
Daily Pivots for day following 27-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,062.47 1,053.49 1,005.45
R3 1,035.54 1,026.56 998.05
R2 1,008.61 1,008.61 995.58
R1 999.63 999.63 993.11 1,004.12
PP 981.68 981.68 981.68 983.93
S1 972.70 972.70 988.17 977.19
S2 954.75 954.75 985.70
S3 927.82 945.77 983.23
S4 900.89 918.84 975.83
Weekly Pivots for week ending 21-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,170.75 1,135.12 1,019.49
R3 1,115.57 1,079.94 1,004.31
R2 1,060.39 1,060.39 999.26
R1 1,024.76 1,024.76 994.20 1,014.99
PP 1,005.21 1,005.21 1,005.21 1,000.32
S1 969.58 969.58 984.08 959.81
S2 950.03 950.03 979.02
S3 894.85 914.40 973.97
S4 839.67 859.22 958.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.89 952.92 52.97 5.3% 26.92 2.7% 71% False False
10 1,040.83 952.92 87.91 8.9% 23.74 2.4% 43% False False
20 1,079.93 952.92 127.01 12.8% 21.28 2.1% 30% False False
40 1,106.59 952.92 153.67 15.5% 18.63 1.9% 25% False False
60 1,133.31 952.92 180.39 18.2% 17.58 1.8% 21% False False
80 1,173.94 952.92 221.02 22.3% 16.57 1.7% 17% False False
100 1,173.94 952.92 221.02 22.3% 16.72 1.7% 17% False False
120 1,176.97 952.92 224.05 22.6% 16.56 1.7% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,105.12
2.618 1,061.17
1.618 1,034.24
1.000 1,017.60
0.618 1,007.31
HIGH 990.67
0.618 980.38
0.500 977.21
0.382 974.03
LOW 963.74
0.618 947.10
1.000 936.81
1.618 920.17
2.618 893.24
4.250 849.29
Fisher Pivots for day following 27-Jun-2002
Pivot 1 day 3 day
R1 986.16 986.89
PP 981.68 983.15
S1 977.21 979.40

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.