S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-2003
Day Change Summary
Previous Current
19-Mar-2003 20-Mar-2003 Change Change % Previous Week
Open 865.85 872.80 6.95 0.8% 826.12
High 874.99 879.60 4.61 0.5% 841.39
Low 861.21 859.01 -2.20 -0.3% 788.90
Close 874.02 875.84 1.82 0.2% 833.27
Range 13.78 20.59 6.81 49.4% 52.49
ATR 16.89 17.16 0.26 1.6% 0.00
Volume
Daily Pivots for day following 20-Mar-2003
Classic Woodie Camarilla DeMark
R4 933.25 925.14 887.16
R3 912.66 904.55 881.50
R2 892.07 892.07 879.61
R1 883.96 883.96 877.73 888.02
PP 871.48 871.48 871.48 873.51
S1 863.37 863.37 873.95 867.43
S2 850.89 850.89 872.07
S3 830.30 842.78 870.18
S4 809.71 822.19 864.52
Weekly Pivots for week ending 14-Mar-2003
Classic Woodie Camarilla DeMark
R4 978.66 958.45 862.14
R3 926.17 905.96 847.70
R2 873.68 873.68 842.89
R1 853.47 853.47 838.08 863.58
PP 821.19 821.19 821.19 826.24
S1 800.98 800.98 828.46 811.09
S2 768.70 768.70 823.65
S3 716.21 748.49 818.84
S4 663.72 696.00 804.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 879.60 827.17 52.43 6.0% 18.54 2.1% 93% True False
10 879.60 788.90 90.70 10.4% 18.54 2.1% 96% True False
20 879.60 788.90 90.70 10.4% 16.68 1.9% 96% True False
40 890.25 788.90 101.35 11.6% 16.62 1.9% 86% False False
60 935.05 788.90 146.15 16.7% 15.79 1.8% 59% False False
80 954.28 788.90 165.38 18.9% 15.64 1.8% 53% False False
100 954.28 788.90 165.38 18.9% 16.29 1.9% 53% False False
120 954.28 768.63 185.65 21.2% 17.90 2.0% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 967.11
2.618 933.50
1.618 912.91
1.000 900.19
0.618 892.32
HIGH 879.60
0.618 871.73
0.500 869.31
0.382 866.88
LOW 859.01
0.618 846.29
1.000 838.42
1.618 825.70
2.618 805.11
4.250 771.50
Fisher Pivots for day following 20-Mar-2003
Pivot 1 day 3 day
R1 873.66 873.39
PP 871.48 870.93
S1 869.31 868.48

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.