S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Sep-2002
Day Change Summary
Previous Current
17-Sep-2002 18-Sep-2002 Change Change % Previous Week
Open 893.12 870.71 -22.41 -2.5% 893.39
High 902.68 878.45 -24.23 -2.7% 924.02
Low 872.38 857.39 -14.99 -1.7% 877.05
Close 873.52 869.46 -4.06 -0.5% 889.81
Range 30.30 21.06 -9.24 -30.5% 46.97
ATR 22.50 22.40 -0.10 -0.5% 0.00
Volume
Daily Pivots for day following 18-Sep-2002
Classic Woodie Camarilla DeMark
R4 931.61 921.60 881.04
R3 910.55 900.54 875.25
R2 889.49 889.49 873.32
R1 879.48 879.48 871.39 873.96
PP 868.43 868.43 868.43 865.67
S1 858.42 858.42 867.53 852.90
S2 847.37 847.37 865.60
S3 826.31 837.36 863.67
S4 805.25 816.30 857.88
Weekly Pivots for week ending 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,037.87 1,010.81 915.64
R3 990.90 963.84 902.73
R2 943.93 943.93 898.42
R1 916.87 916.87 894.12 906.92
PP 896.96 896.96 896.96 891.98
S1 869.90 869.90 885.50 859.95
S2 849.99 849.99 881.20
S3 803.02 822.93 876.89
S4 756.05 775.96 863.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 908.36 857.39 50.97 5.9% 20.70 2.4% 24% False True
10 924.02 857.39 66.63 7.7% 18.86 2.2% 18% False True
20 965.00 857.39 107.61 12.4% 20.62 2.4% 11% False True
40 965.00 775.68 189.32 21.8% 24.89 2.9% 50% False False
60 1,005.88 775.68 230.20 26.5% 26.01 3.0% 41% False False
80 1,085.98 775.68 310.30 35.7% 24.27 2.8% 30% False False
100 1,106.59 775.68 330.91 38.1% 22.81 2.6% 28% False False
120 1,147.84 775.68 372.16 42.8% 21.45 2.5% 25% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 967.96
2.618 933.59
1.618 912.53
1.000 899.51
0.618 891.47
HIGH 878.45
0.618 870.41
0.500 867.92
0.382 865.43
LOW 857.39
0.618 844.37
1.000 836.33
1.618 823.31
2.618 802.25
4.250 767.89
Fisher Pivots for day following 18-Sep-2002
Pivot 1 day 3 day
R1 868.95 880.04
PP 868.43 876.51
S1 867.92 872.99

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.