S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 881.28 880.03 -1.25 -0.1% 894.27
High 887.86 883.57 -4.29 -0.5% 898.72
Low 878.45 872.81 -5.64 -0.6% 869.32
Close 882.68 879.13 -3.55 -0.4% 879.13
Range 9.41 10.76 1.35 14.3% 29.40
ATR 16.84 16.40 -0.43 -2.6% 0.00
Volume
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 910.78 905.72 885.05
R3 900.02 894.96 882.09
R2 889.26 889.26 881.10
R1 884.20 884.20 880.12 881.35
PP 878.50 878.50 878.50 877.08
S1 873.44 873.44 878.14 870.59
S2 867.74 867.74 877.16
S3 856.98 862.68 876.17
S4 846.22 851.92 873.21
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 970.59 954.26 895.30
R3 941.19 924.86 887.22
R2 911.79 911.79 884.52
R1 895.46 895.46 881.83 888.93
PP 882.39 882.39 882.39 879.12
S1 866.06 866.06 876.44 859.53
S2 852.99 852.99 873.74
S3 823.59 836.66 871.05
S4 794.19 807.26 862.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 898.72 869.32 29.40 3.3% 13.74 1.6% 33% False False
10 931.92 869.32 62.60 7.1% 14.25 1.6% 16% False False
20 946.30 869.32 76.98 8.8% 15.35 1.7% 13% False False
40 956.23 869.32 86.91 9.9% 16.95 1.9% 11% False False
60 956.23 826.83 129.40 14.7% 18.06 2.1% 40% False False
80 956.23 765.64 190.59 21.7% 19.40 2.2% 60% False False
100 956.23 666.79 289.44 32.9% 20.72 2.4% 73% False False
120 956.23 666.79 289.44 32.9% 21.71 2.5% 73% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 929.30
2.618 911.74
1.618 900.98
1.000 894.33
0.618 890.22
HIGH 883.57
0.618 879.46
0.500 878.19
0.382 876.92
LOW 872.81
0.618 866.16
1.000 862.05
1.618 855.40
2.618 844.64
4.250 827.08
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 878.82 878.95
PP 878.50 878.77
S1 878.19 878.59

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.