S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-May-2003
Day Change Summary
Previous Current
28-May-2003 29-May-2003 Change Change % Previous Week
Open 951.78 953.57 1.79 0.2% 942.46
High 959.39 962.08 2.69 0.3% 942.46
Low 950.12 946.23 -3.89 -0.4% 912.05
Close 953.22 949.64 -3.58 -0.4% 933.22
Range 9.27 15.85 6.58 71.0% 30.41
ATR 13.73 13.88 0.15 1.1% 0.00
Volume
Daily Pivots for day following 29-May-2003
Classic Woodie Camarilla DeMark
R4 1,000.20 990.77 958.36
R3 984.35 974.92 954.00
R2 968.50 968.50 952.55
R1 959.07 959.07 951.09 955.86
PP 952.65 952.65 952.65 951.05
S1 943.22 943.22 948.19 940.01
S2 936.80 936.80 946.73
S3 920.95 927.37 945.28
S4 905.10 911.52 940.92
Weekly Pivots for week ending 23-May-2003
Classic Woodie Camarilla DeMark
R4 1,020.47 1,007.26 949.95
R3 990.06 976.85 941.58
R2 959.65 959.65 938.80
R1 946.44 946.44 936.01 937.84
PP 929.24 929.24 929.24 924.95
S1 916.03 916.03 930.43 907.43
S2 898.83 898.83 927.64
S3 868.42 885.62 924.86
S4 838.01 855.21 916.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 962.08 922.54 39.54 4.2% 14.22 1.5% 69% True False
10 962.08 912.05 50.03 5.3% 13.50 1.4% 75% True False
20 962.08 902.83 59.25 6.2% 13.16 1.4% 79% True False
40 962.08 862.57 99.51 10.5% 13.90 1.5% 87% True False
60 962.08 788.90 173.18 18.2% 14.98 1.6% 93% True False
80 962.08 788.90 173.18 18.2% 15.18 1.6% 93% True False
100 962.08 788.90 173.18 18.2% 15.32 1.6% 93% True False
120 962.08 788.90 173.18 18.2% 15.14 1.6% 93% True 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 3.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,029.44
2.618 1,003.58
1.618 987.73
1.000 977.93
0.618 971.88
HIGH 962.08
0.618 956.03
0.500 954.16
0.382 952.28
LOW 946.23
0.618 936.43
1.000 930.38
1.618 920.58
2.618 904.73
4.250 878.87
Fisher Pivots for day following 29-May-2003
Pivot 1 day 3 day
R1 954.16 948.00
PP 952.65 946.35
S1 951.15 944.71

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.