S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-2002
Day Change Summary
Previous Current
22-Nov-2002 25-Nov-2002 Change Change % Previous Week
Open 932.83 930.69 -2.14 -0.2% 909.84
High 937.28 937.15 -0.13 0.0% 937.28
Low 928.41 923.31 -5.10 -0.5% 893.09
Close 930.55 932.87 2.32 0.2% 930.55
Range 8.87 13.84 4.97 56.0% 44.19
ATR 19.58 19.17 -0.41 -2.1% 0.00
Volume
Daily Pivots for day following 25-Nov-2002
Classic Woodie Camarilla DeMark
R4 972.63 966.59 940.48
R3 958.79 952.75 936.68
R2 944.95 944.95 935.41
R1 938.91 938.91 934.14 941.93
PP 931.11 931.11 931.11 932.62
S1 925.07 925.07 931.60 928.09
S2 917.27 917.27 930.33
S3 903.43 911.23 929.06
S4 889.59 897.39 925.26
Weekly Pivots for week ending 22-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,052.88 1,035.90 954.85
R3 1,008.69 991.71 942.70
R2 964.50 964.50 938.65
R1 947.52 947.52 934.60 956.01
PP 920.31 920.31 920.31 924.55
S1 903.33 903.33 926.50 911.82
S2 876.12 876.12 922.45
S3 831.93 859.14 918.40
S4 787.74 814.95 906.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937.28 893.09 44.19 4.7% 15.18 1.6% 90% False False
10 937.28 872.05 65.23 7.0% 16.15 1.7% 93% False False
20 937.28 867.91 69.37 7.4% 17.92 1.9% 94% False False
40 937.28 768.63 168.65 18.1% 21.65 2.3% 97% False False
60 937.28 768.63 168.65 18.1% 21.24 2.3% 97% False False
80 965.00 768.63 196.37 21.1% 21.90 2.3% 84% False False
100 993.56 768.63 224.93 24.1% 23.91 2.6% 73% False False
120 1,040.83 768.63 272.20 29.2% 23.65 2.5% 60% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 995.97
2.618 973.38
1.618 959.54
1.000 950.99
0.618 945.70
HIGH 937.15
0.618 931.86
0.500 930.23
0.382 928.60
LOW 923.31
0.618 914.76
1.000 909.47
1.618 900.92
2.618 887.08
4.250 864.49
Fisher Pivots for day following 25-Nov-2002
Pivot 1 day 3 day
R1 931.99 930.53
PP 931.11 928.18
S1 930.23 925.84

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.