S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 870.58 890.59 20.01 2.3% 887.20
High 891.12 910.32 19.20 2.2% 887.37
Low 870.58 889.67 19.09 2.2% 857.09
Close 890.64 903.25 12.61 1.4% 872.80
Range 20.54 20.65 0.11 0.5% 30.28
ATR 32.09 31.27 -0.82 -2.5% 0.00
Volume
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 963.03 953.79 914.61
R3 942.38 933.14 908.93
R2 921.73 921.73 907.04
R1 912.49 912.49 905.14 917.11
PP 901.08 901.08 901.08 903.39
S1 891.84 891.84 901.36 896.46
S2 880.43 880.43 899.46
S3 859.78 871.19 897.57
S4 839.13 850.54 891.89
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 963.26 948.31 889.45
R3 932.98 918.03 881.13
R2 902.70 902.70 878.35
R1 887.75 887.75 875.58 880.09
PP 872.42 872.42 872.42 868.59
S1 857.47 857.47 870.02 849.81
S2 842.14 842.14 867.25
S3 811.86 827.19 864.47
S4 781.58 796.91 856.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 910.32 857.07 53.25 5.9% 14.68 1.6% 87% True False
10 918.85 857.07 61.78 6.8% 20.30 2.2% 75% False False
20 918.85 818.41 100.44 11.1% 28.94 3.2% 84% False False
40 1,007.51 741.02 266.49 29.5% 38.35 4.2% 61% False False
60 1,072.91 741.02 331.89 36.7% 46.64 5.2% 49% False False
80 1,268.66 741.02 527.64 58.4% 46.90 5.2% 31% False False
100 1,313.15 741.02 572.13 63.3% 41.57 4.6% 28% False False
120 1,313.15 741.02 572.13 63.3% 38.40 4.3% 28% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 998.08
2.618 964.38
1.618 943.73
1.000 930.97
0.618 923.08
HIGH 910.32
0.618 902.43
0.500 900.00
0.382 897.56
LOW 889.67
0.618 876.91
1.000 869.02
1.618 856.26
2.618 835.61
4.250 801.91
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 902.17 896.73
PP 901.08 890.21
S1 900.00 883.70

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.