S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Aug-2002
Day Change Summary
Previous Current
16-Aug-2002 19-Aug-2002 Change Change % Previous Week
Open 928.64 928.71 0.07 0.0% 908.54
High 935.38 951.17 15.79 1.7% 935.38
Low 916.21 927.21 11.00 1.2% 876.20
Close 928.77 950.70 21.93 2.4% 928.77
Range 19.17 23.96 4.79 25.0% 59.18
ATR 28.22 27.92 -0.30 -1.1% 0.00
Volume
Daily Pivots for day following 19-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,014.91 1,006.76 963.88
R3 990.95 982.80 957.29
R2 966.99 966.99 955.09
R1 958.84 958.84 952.90 962.92
PP 943.03 943.03 943.03 945.06
S1 934.88 934.88 948.50 938.96
S2 919.07 919.07 946.31
S3 895.11 910.92 944.11
S4 871.15 886.96 937.52
Weekly Pivots for week ending 16-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,090.99 1,069.06 961.32
R3 1,031.81 1,009.88 945.04
R2 972.63 972.63 939.62
R1 950.70 950.70 934.19 961.67
PP 913.45 913.45 913.45 918.93
S1 891.52 891.52 923.35 902.49
S2 854.27 854.27 917.92
S3 795.09 832.34 912.50
S4 735.91 773.16 896.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.17 876.20 74.97 7.9% 26.07 2.7% 99% True False
10 951.17 837.09 114.08 12.0% 26.23 2.8% 100% True False
20 951.17 775.68 175.49 18.5% 29.87 3.1% 100% True False
40 1,005.88 775.68 230.20 24.2% 29.06 3.1% 76% False False
60 1,095.99 775.68 320.31 33.7% 25.43 2.7% 55% False False
80 1,106.59 775.68 330.91 34.8% 23.39 2.5% 53% False False
100 1,154.45 775.68 378.77 39.8% 21.54 2.3% 46% False False
120 1,173.94 775.68 398.26 41.9% 20.40 2.1% 44% 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 5.01
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,053.00
2.618 1,013.90
1.618 989.94
1.000 975.13
0.618 965.98
HIGH 951.17
0.618 942.02
0.500 939.19
0.382 936.36
LOW 927.21
0.618 912.40
1.000 903.25
1.618 888.44
2.618 864.48
4.250 825.38
Fisher Pivots for day following 19-Aug-2002
Pivot 1 day 3 day
R1 946.86 945.03
PP 943.03 939.36
S1 939.19 933.69

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.