S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 899.45 918.84 19.39 2.2% 918.13
High 921.42 922.00 0.58 0.1% 922.00
Low 896.27 913.03 16.76 1.9% 888.86
Close 920.26 918.90 -1.36 -0.1% 918.90
Range 25.15 8.97 -16.18 -64.3% 33.14
ATR 18.41 17.74 -0.67 -3.7% 0.00
Volume
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 944.89 940.86 923.83
R3 935.92 931.89 921.37
R2 926.95 926.95 920.54
R1 922.92 922.92 919.72 924.94
PP 917.98 917.98 917.98 918.98
S1 913.95 913.95 918.08 915.97
S2 909.01 909.01 917.26
S3 900.04 904.98 916.43
S4 891.07 896.01 913.97
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,009.34 997.26 937.13
R3 976.20 964.12 928.01
R2 943.06 943.06 924.98
R1 930.98 930.98 921.94 937.02
PP 909.92 909.92 909.92 912.94
S1 897.84 897.84 915.86 903.88
S2 876.78 876.78 912.82
S3 843.64 864.70 909.79
S4 810.50 831.56 900.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 922.00 888.86 33.14 3.6% 16.72 1.8% 91% True False
10 942.45 888.86 53.59 5.8% 16.27 1.8% 56% False False
20 956.23 888.86 67.37 7.3% 16.39 1.8% 45% False False
40 956.23 866.10 90.13 9.8% 17.98 2.0% 59% False False
60 956.23 814.53 141.70 15.4% 18.65 2.0% 74% False False
80 956.23 666.79 289.44 31.5% 20.81 2.3% 87% False False
100 956.23 666.79 289.44 31.5% 21.63 2.4% 87% False False
120 956.23 666.79 289.44 31.5% 22.36 2.4% 87% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.70
Narrowest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 960.12
2.618 945.48
1.618 936.51
1.000 930.97
0.618 927.54
HIGH 922.00
0.618 918.57
0.500 917.52
0.382 916.46
LOW 913.03
0.618 907.49
1.000 904.06
1.618 898.52
2.618 889.55
4.250 874.91
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 918.44 915.65
PP 917.98 912.39
S1 917.52 909.14

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.