S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 814.53 835.13 20.60 2.5% 809.07
High 845.61 842.50 -3.11 -0.4% 845.61
Low 814.53 826.70 12.17 1.5% 779.81
Close 834.38 842.50 8.12 1.0% 842.50
Range 31.08 15.80 -15.28 -49.2% 65.80
ATR 28.33 27.44 -0.90 -3.2% 0.00
Volume
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 884.63 879.37 851.19
R3 868.83 863.57 846.85
R2 853.03 853.03 845.40
R1 847.77 847.77 843.95 850.40
PP 837.23 837.23 837.23 838.55
S1 831.97 831.97 841.05 834.60
S2 821.43 821.43 839.60
S3 805.63 816.17 838.16
S4 789.83 800.37 833.81
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,020.04 997.07 878.69
R3 954.24 931.27 860.60
R2 888.44 888.44 854.56
R1 865.47 865.47 848.53 876.96
PP 822.64 822.64 822.64 828.38
S1 799.67 799.67 836.47 811.16
S2 756.84 756.84 830.44
S3 691.04 733.87 824.41
S4 625.24 668.07 806.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.61 779.81 65.80 7.8% 25.21 3.0% 95% False False
10 845.61 772.31 73.30 8.7% 26.49 3.1% 96% False False
20 845.61 672.88 172.73 20.5% 26.51 3.1% 98% False False
40 875.01 666.79 208.22 24.7% 25.93 3.1% 84% False False
60 911.93 666.79 245.14 29.1% 26.16 3.1% 72% False False
80 943.85 666.79 277.06 32.9% 25.73 3.1% 63% False False
100 951.95 666.79 285.16 33.8% 30.32 3.6% 62% False False
120 1,044.31 666.79 377.52 44.8% 34.52 4.1% 47% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 909.65
2.618 883.86
1.618 868.06
1.000 858.30
0.618 852.26
HIGH 842.50
0.618 836.46
0.500 834.60
0.382 832.74
LOW 826.70
0.618 816.94
1.000 810.90
1.618 801.14
2.618 785.34
4.250 759.55
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 839.87 833.16
PP 837.23 823.81
S1 834.60 814.47

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.