S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Feb-2003
Day Change Summary
Previous Current
24-Feb-2003 25-Feb-2003 Change Change % Previous Week
Open 847.29 830.54 -16.75 -2.0% 836.43
High 847.29 839.55 -7.74 -0.9% 852.87
Low 832.16 818.54 -13.62 -1.6% 831.48
Close 832.58 838.57 5.99 0.7% 848.17
Range 15.13 21.01 5.88 38.9% 21.39
ATR 16.35 16.68 0.33 2.0% 0.00
Volume
Daily Pivots for day following 25-Feb-2003
Classic Woodie Camarilla DeMark
R4 895.25 887.92 850.13
R3 874.24 866.91 844.35
R2 853.23 853.23 842.42
R1 845.90 845.90 840.50 849.57
PP 832.22 832.22 832.22 834.05
S1 824.89 824.89 836.64 828.56
S2 811.21 811.21 834.72
S3 790.20 803.88 832.79
S4 769.19 782.87 827.01
Weekly Pivots for week ending 21-Feb-2003
Classic Woodie Camarilla DeMark
R4 908.34 899.65 859.93
R3 886.95 878.26 854.05
R2 865.56 865.56 852.09
R1 856.87 856.87 850.13 861.22
PP 844.17 844.17 844.17 846.35
S1 835.48 835.48 846.21 839.83
S2 822.78 822.78 844.25
S3 801.39 814.09 842.29
S4 780.00 792.70 836.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.28 818.54 33.74 4.0% 16.32 1.9% 59% False True
10 852.87 806.29 46.58 5.6% 16.44 2.0% 69% False False
20 868.72 806.29 62.43 7.4% 16.44 2.0% 52% False False
40 935.05 806.29 128.76 15.4% 16.00 1.9% 25% False False
60 954.28 806.29 147.99 17.6% 15.56 1.9% 22% False False
80 954.28 806.29 147.99 17.6% 16.09 1.9% 22% False False
100 954.28 768.63 185.65 22.1% 17.83 2.1% 38% False False
120 954.28 768.63 185.65 22.1% 18.25 2.2% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.41
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 928.84
2.618 894.55
1.618 873.54
1.000 860.56
0.618 852.53
HIGH 839.55
0.618 831.52
0.500 829.05
0.382 826.57
LOW 818.54
0.618 805.56
1.000 797.53
1.618 784.55
2.618 763.54
4.250 729.25
Fisher Pivots for day following 25-Feb-2003
Pivot 1 day 3 day
R1 835.40 837.52
PP 832.22 836.46
S1 829.05 835.41

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.