S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jan-1991
Day Change Summary
Previous Current
10-Jan-1991 11-Jan-1991 Change Change % Previous Week
Open 311.51 314.53 3.02 1.0% 320.97
High 314.77 315.24 0.47 0.1% 320.97
Low 311.51 313.59 2.08 0.7% 310.93
Close 314.53 315.23 0.70 0.2% 315.23
Range 3.26 1.65 -1.61 -49.4% 10.04
ATR 3.92 3.76 -0.16 -4.1% 0.00
Volume
Daily Pivots for day following 11-Jan-1991
Classic Woodie Camarilla DeMark
R4 319.64 319.08 316.14
R3 317.99 317.43 315.68
R2 316.34 316.34 315.53
R1 315.78 315.78 315.38 316.06
PP 314.69 314.69 314.69 314.83
S1 314.13 314.13 315.08 314.41
S2 313.04 313.04 314.93
S3 311.39 312.48 314.78
S4 309.74 310.83 314.32
Weekly Pivots for week ending 11-Jan-1991
Classic Woodie Camarilla DeMark
R4 345.83 340.57 320.75
R3 335.79 330.53 317.99
R2 325.75 325.75 317.07
R1 320.49 320.49 316.15 318.10
PP 315.71 315.71 315.71 314.52
S1 310.45 310.45 314.31 308.06
S2 305.67 305.67 313.39
S3 295.63 300.41 312.47
S4 285.59 290.37 309.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 320.97 310.93 10.04 3.2% 4.68 1.5% 43% False False
10 330.75 310.93 19.82 6.3% 4.00 1.3% 22% False False
20 332.47 310.93 21.54 6.8% 3.39 1.1% 20% False False
40 333.98 310.93 23.05 7.3% 3.59 1.1% 19% False False
60 333.98 297.79 36.19 11.5% 3.98 1.3% 48% False False
80 333.98 294.51 39.47 12.5% 4.63 1.5% 52% False False
100 333.98 294.51 39.47 12.5% 4.79 1.5% 52% False False
120 357.52 294.51 63.01 20.0% 4.89 1.6% 33% 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 0.89
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 322.25
2.618 319.56
1.618 317.91
1.000 316.89
0.618 316.26
HIGH 315.24
0.618 314.61
0.500 314.42
0.382 314.22
LOW 313.59
0.618 312.57
1.000 311.94
1.618 310.92
2.618 309.27
4.250 306.58
Fisher Pivots for day following 11-Jan-1991
Pivot 1 day 3 day
R1 314.96 315.83
PP 314.69 315.63
S1 314.42 315.43

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.