S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Sep-2002
Day Change Summary
Previous Current
05-Sep-2002 06-Sep-2002 Change Change % Previous Week
Open 890.32 883.20 -7.12 -0.8% 914.18
High 890.32 899.07 8.75 1.0% 914.18
Low 870.50 883.20 12.70 1.5% 870.50
Close 879.15 893.92 14.77 1.7% 893.92
Range 19.82 15.87 -3.95 -19.9% 43.68
ATR 25.06 24.70 -0.37 -1.5% 0.00
Volume
Daily Pivots for day following 06-Sep-2002
Classic Woodie Camarilla DeMark
R4 939.67 932.67 902.65
R3 923.80 916.80 898.28
R2 907.93 907.93 896.83
R1 900.93 900.93 895.37 904.43
PP 892.06 892.06 892.06 893.82
S1 885.06 885.06 892.47 888.56
S2 876.19 876.19 891.01
S3 860.32 869.19 889.56
S4 844.45 853.32 885.19
Weekly Pivots for week ending 06-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,023.91 1,002.59 917.94
R3 980.23 958.91 905.93
R2 936.55 936.55 901.93
R1 915.23 915.23 897.92 904.05
PP 892.87 892.87 892.87 887.28
S1 871.55 871.55 889.92 860.37
S2 849.19 849.19 885.91
S3 805.51 827.87 881.91
S4 761.83 784.19 869.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.15 870.50 57.65 6.4% 22.14 2.5% 41% False False
10 960.59 870.50 90.09 10.1% 22.07 2.5% 26% False False
20 965.00 870.50 94.50 10.6% 22.32 2.5% 25% False False
40 965.00 775.68 189.32 21.2% 27.40 3.1% 62% False False
60 1,040.83 775.68 265.15 29.7% 26.29 2.9% 45% False False
80 1,106.59 775.68 330.91 37.0% 23.73 2.7% 36% False False
100 1,133.00 775.68 357.32 40.0% 22.40 2.5% 33% False False
120 1,173.94 775.68 398.26 44.6% 21.09 2.4% 30% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 3.61
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 966.52
2.618 940.62
1.618 924.75
1.000 914.94
0.618 908.88
HIGH 899.07
0.618 893.01
0.500 891.14
0.382 889.26
LOW 883.20
0.618 873.39
1.000 867.33
1.618 857.52
2.618 841.65
4.250 815.75
Fisher Pivots for day following 06-Sep-2002
Pivot 1 day 3 day
R1 892.99 890.88
PP 892.06 887.83
S1 891.14 884.79

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.