S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 938.12 940.35 2.23 0.2% 923.26
High 946.33 946.92 0.59 0.1% 951.69
Low 926.44 936.15 9.71 1.0% 923.26
Close 939.14 942.43 3.29 0.4% 940.09
Range 19.89 10.77 -9.12 -45.9% 28.43
ATR 20.09 19.43 -0.67 -3.3% 0.00
Volume
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 974.14 969.06 948.35
R3 963.37 958.29 945.39
R2 952.60 952.60 944.40
R1 947.52 947.52 943.42 950.06
PP 941.83 941.83 941.83 943.11
S1 936.75 936.75 941.44 939.29
S2 931.06 931.06 940.46
S3 920.29 925.98 939.47
S4 909.52 915.21 936.51
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,023.64 1,010.29 955.73
R3 995.21 981.86 947.91
R2 966.78 966.78 945.30
R1 953.43 953.43 942.70 960.11
PP 938.35 938.35 938.35 941.68
S1 925.00 925.00 937.48 931.68
S2 909.92 909.92 934.88
S3 881.49 896.57 932.27
S4 853.06 868.14 924.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.69 923.85 27.84 3.0% 16.01 1.7% 67% False False
10 951.69 887.60 64.09 6.8% 17.57 1.9% 86% False False
20 951.69 878.94 72.75 7.7% 18.68 2.0% 87% False False
40 951.69 826.83 124.86 13.2% 19.29 2.0% 93% False False
60 951.69 749.93 201.76 21.4% 20.93 2.2% 95% False False
80 951.69 666.79 284.90 30.2% 22.12 2.3% 97% False False
100 951.69 666.79 284.90 30.2% 23.21 2.5% 97% False False
120 951.69 666.79 284.90 30.2% 23.08 2.4% 97% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.87
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 992.69
2.618 975.12
1.618 964.35
1.000 957.69
0.618 953.58
HIGH 946.92
0.618 942.81
0.500 941.54
0.382 940.26
LOW 936.15
0.618 929.49
1.000 925.38
1.618 918.72
2.618 907.95
4.250 890.38
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 942.13 941.31
PP 941.83 940.19
S1 941.54 939.07

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.