S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-2009
Day Change Summary
Previous Current
27-Jul-2009 28-Jul-2009 Change Change % Previous Week
Open 978.63 981.48 2.85 0.3% 942.07
High 982.49 982.35 -0.14 0.0% 979.79
Low 972.29 969.35 -2.94 -0.3% 940.99
Close 982.18 979.62 -2.56 -0.3% 979.26
Range 10.20 13.00 2.80 27.5% 38.80
ATR 15.83 15.63 -0.20 -1.3% 0.00
Volume
Daily Pivots for day following 28-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,016.11 1,010.86 986.77
R3 1,003.11 997.86 983.20
R2 990.11 990.11 982.00
R1 984.86 984.86 980.81 980.99
PP 977.11 977.11 977.11 975.17
S1 971.86 971.86 978.43 967.99
S2 964.11 964.11 977.24
S3 951.11 958.86 976.05
S4 938.11 945.86 972.47
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,083.08 1,069.97 1,000.60
R3 1,044.28 1,031.17 989.93
R2 1,005.48 1,005.48 986.37
R1 992.37 992.37 982.82 998.93
PP 966.68 966.68 966.68 969.96
S1 953.57 953.57 975.70 960.13
S2 927.88 927.88 972.15
S3 889.08 914.77 968.59
S4 850.28 875.97 957.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.49 947.75 34.74 3.5% 15.05 1.5% 92% False False
10 982.49 910.15 72.34 7.4% 14.68 1.5% 96% False False
20 982.49 869.32 113.17 11.6% 15.18 1.5% 97% False False
40 982.49 869.32 113.17 11.6% 15.47 1.6% 97% False False
60 982.49 869.32 113.17 11.6% 17.01 1.7% 97% False False
80 982.49 814.53 167.96 17.1% 17.54 1.8% 98% False False
100 982.49 666.79 315.70 32.2% 19.50 2.0% 99% False False
120 982.49 666.79 315.70 32.2% 20.46 2.1% 99% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,037.60
2.618 1,016.38
1.618 1,003.38
1.000 995.35
0.618 990.38
HIGH 982.35
0.618 977.38
0.500 975.85
0.382 974.32
LOW 969.35
0.618 961.32
1.000 956.35
1.618 948.32
2.618 935.32
4.250 914.10
Fisher Pivots for day following 28-Jul-2009
Pivot 1 day 3 day
R1 978.36 977.82
PP 977.11 976.02
S1 975.85 974.22

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.