S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Apr-2003
Day Change Summary
Previous Current
21-Apr-2003 22-Apr-2003 Change Change % Previous Week
Open 893.66 890.63 -3.03 -0.3% 868.51
High 898.01 911.74 13.73 1.5% 896.77
Low 888.17 886.70 -1.47 -0.2% 868.51
Close 892.01 911.37 19.36 2.2% 893.58
Range 9.84 25.04 15.20 154.5% 28.26
ATR 15.60 16.27 0.67 4.3% 0.00
Volume
Daily Pivots for day following 22-Apr-2003
Classic Woodie Camarilla DeMark
R4 978.39 969.92 925.14
R3 953.35 944.88 918.26
R2 928.31 928.31 915.96
R1 919.84 919.84 913.67 924.08
PP 903.27 903.27 903.27 905.39
S1 894.80 894.80 909.07 899.04
S2 878.23 878.23 906.78
S3 853.19 869.76 904.48
S4 828.15 844.72 897.60
Weekly Pivots for week ending 18-Apr-2003
Classic Woodie Camarilla DeMark
R4 971.07 960.58 909.12
R3 942.81 932.32 901.35
R2 914.55 914.55 898.76
R1 904.06 904.06 896.17 909.31
PP 886.29 886.29 886.29 888.91
S1 875.80 875.80 890.99 881.05
S2 858.03 858.03 888.40
S3 829.77 847.54 885.81
S4 801.51 819.28 878.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.74 877.93 33.81 3.7% 15.55 1.7% 99% True False
10 911.74 862.76 48.98 5.4% 15.10 1.7% 99% True False
20 911.74 843.68 68.06 7.5% 15.05 1.7% 99% True False
40 911.74 788.90 122.84 13.5% 16.27 1.8% 100% True False
60 911.74 788.90 122.84 13.5% 16.30 1.8% 100% True False
80 935.05 788.90 146.15 16.0% 16.08 1.8% 84% False False
100 954.28 788.90 165.38 18.1% 15.81 1.7% 74% False False
120 954.28 788.90 165.38 18.1% 16.16 1.8% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.81
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,018.16
2.618 977.29
1.618 952.25
1.000 936.78
0.618 927.21
HIGH 911.74
0.618 902.17
0.500 899.22
0.382 896.27
LOW 886.70
0.618 871.23
1.000 861.66
1.618 846.19
2.618 821.15
4.250 780.28
Fisher Pivots for day following 22-Apr-2003
Pivot 1 day 3 day
R1 907.32 906.07
PP 903.27 900.77
S1 899.22 895.47

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.