S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-2002
Day Change Summary
Previous Current
06-Nov-2002 07-Nov-2002 Change Change % Previous Week
Open 916.51 923.19 6.68 0.7% 900.82
High 925.66 923.19 -2.47 -0.3% 907.44
Low 905.00 898.68 -6.32 -0.7% 867.91
Close 923.76 902.65 -21.11 -2.3% 900.96
Range 20.66 24.51 3.85 18.6% 39.53
ATR 22.56 22.74 0.18 0.8% 0.00
Volume
Daily Pivots for day following 07-Nov-2002
Classic Woodie Camarilla DeMark
R4 981.70 966.69 916.13
R3 957.19 942.18 909.39
R2 932.68 932.68 907.14
R1 917.67 917.67 904.90 912.92
PP 908.17 908.17 908.17 905.80
S1 893.16 893.16 900.40 888.41
S2 883.66 883.66 898.16
S3 859.15 868.65 895.91
S4 834.64 844.14 889.17
Weekly Pivots for week ending 01-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,010.69 995.36 922.70
R3 971.16 955.83 911.83
R2 931.63 931.63 908.21
R1 916.30 916.30 904.58 923.97
PP 892.10 892.10 892.10 895.94
S1 876.77 876.77 897.34 884.44
S2 852.57 852.57 893.71
S3 813.04 837.24 890.09
S4 773.51 797.71 879.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 925.66 877.71 47.95 5.3% 20.19 2.2% 52% False False
10 925.66 867.91 57.75 6.4% 20.08 2.2% 60% False False
20 925.66 806.05 119.61 13.3% 21.90 2.4% 81% False False
40 925.66 768.63 157.03 17.4% 22.74 2.5% 85% False False
60 965.00 768.63 196.37 21.8% 21.96 2.4% 68% False False
80 965.00 768.63 196.37 21.8% 24.50 2.7% 68% False False
100 1,037.61 768.63 268.98 29.8% 24.80 2.7% 50% False False
120 1,099.55 768.63 330.92 36.7% 23.60 2.6% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,027.36
2.618 987.36
1.618 962.85
1.000 947.70
0.618 938.34
HIGH 923.19
0.618 913.83
0.500 910.94
0.382 908.04
LOW 898.68
0.618 883.53
1.000 874.17
1.618 859.02
2.618 834.51
4.250 794.51
Fisher Pivots for day following 07-Nov-2002
Pivot 1 day 3 day
R1 910.94 912.17
PP 908.17 909.00
S1 905.41 905.82

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.