S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-1991
Day Change Summary
Previous Current
19-Mar-1991 20-Mar-1991 Change Change % Previous Week
Open 372.11 366.59 -5.52 -1.5% 374.94
High 372.11 368.85 -3.26 -0.9% 378.28
Low 366.54 365.80 -0.74 -0.2% 369.55
Close 366.59 367.92 1.33 0.4% 373.59
Range 5.57 3.05 -2.52 -45.2% 8.73
ATR 4.83 4.70 -0.13 -2.6% 0.00
Volume
Daily Pivots for day following 20-Mar-1991
Classic Woodie Camarilla DeMark
R4 376.67 375.35 369.60
R3 373.62 372.30 368.76
R2 370.57 370.57 368.48
R1 369.25 369.25 368.20 369.91
PP 367.52 367.52 367.52 367.86
S1 366.20 366.20 367.64 366.86
S2 364.47 364.47 367.36
S3 361.42 363.15 367.08
S4 358.37 360.10 366.24
Weekly Pivots for week ending 15-Mar-1991
Classic Woodie Camarilla DeMark
R4 400.00 395.52 378.39
R3 391.27 386.79 375.99
R2 382.54 382.54 375.19
R1 378.06 378.06 374.39 375.94
PP 373.81 373.81 373.81 372.74
S1 369.33 369.33 372.79 367.21
S2 365.08 365.08 371.99
S3 356.35 360.60 371.19
S4 347.62 351.87 368.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 378.28 365.80 12.48 3.4% 4.83 1.3% 17% False True
10 378.69 365.80 12.89 3.5% 4.23 1.1% 16% False True
20 379.66 362.19 17.47 4.7% 4.70 1.3% 33% False False
40 379.66 327.93 51.73 14.1% 4.80 1.3% 77% False False
60 379.66 309.35 70.31 19.1% 4.58 1.2% 83% False False
80 379.66 309.35 70.31 19.1% 4.33 1.2% 83% False False
100 379.66 299.44 80.22 21.8% 4.34 1.2% 85% False False
120 379.66 294.51 85.15 23.1% 4.66 1.3% 86% 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 0.88
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 381.81
2.618 376.83
1.618 373.78
1.000 371.90
0.618 370.73
HIGH 368.85
0.618 367.68
0.500 367.33
0.382 366.97
LOW 365.80
0.618 363.92
1.000 362.75
1.618 360.87
2.618 357.82
4.250 352.84
Fisher Pivots for day following 20-Mar-1991
Pivot 1 day 3 day
R1 367.72 369.95
PP 367.52 369.27
S1 367.33 368.60

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.