S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 839.44 854.54 15.10 1.8% 839.75
High 852.93 870.35 17.42 2.0% 856.91
Low 835.58 847.04 11.46 1.4% 814.53
Close 852.06 865.30 13.24 1.6% 856.56
Range 17.35 23.31 5.96 34.4% 42.38
ATR 24.44 24.36 -0.08 -0.3% 0.00
Volume
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 930.83 921.37 878.12
R3 907.52 898.06 871.71
R2 884.21 884.21 869.57
R1 874.75 874.75 867.44 879.48
PP 860.90 860.90 860.90 863.26
S1 851.44 851.44 863.16 856.17
S2 837.59 837.59 861.03
S3 814.28 828.13 858.89
S4 790.97 804.82 852.48
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 969.81 955.56 879.87
R3 927.43 913.18 868.21
R2 885.05 885.05 864.33
R1 870.80 870.80 860.44 877.93
PP 842.67 842.67 842.67 846.23
S1 828.42 828.42 852.68 835.55
S2 800.29 800.29 848.79
S3 757.91 786.04 844.91
S4 715.53 743.66 833.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 870.35 829.29 41.06 4.7% 20.77 2.4% 88% True False
10 870.35 814.53 55.82 6.5% 19.23 2.2% 91% True False
20 870.35 766.20 104.15 12.0% 22.72 2.6% 95% True False
40 870.35 666.79 203.56 23.5% 24.90 2.9% 98% True False
60 877.86 666.79 211.07 24.4% 24.99 2.9% 94% False False
80 943.85 666.79 277.06 32.0% 24.44 2.8% 72% False False
100 943.85 666.79 277.06 32.0% 27.86 3.2% 72% False False
120 1,007.51 666.79 340.72 39.4% 31.10 3.6% 58% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 969.42
2.618 931.38
1.618 908.07
1.000 893.66
0.618 884.76
HIGH 870.35
0.618 861.45
0.500 858.70
0.382 855.94
LOW 847.04
0.618 832.63
1.000 823.73
1.618 809.32
2.618 786.01
4.250 747.97
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 863.10 861.19
PP 860.90 857.08
S1 858.70 852.97

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.