S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1991
Day Change Summary
Previous Current
10-Jun-1991 11-Jun-1991 Change Change % Previous Week
Open 379.43 378.57 -0.86 -0.2% 389.81
High 379.75 381.63 1.88 0.5% 389.81
Low 377.95 378.57 0.62 0.2% 378.76
Close 378.57 381.05 2.48 0.7% 379.43
Range 1.80 3.06 1.26 70.0% 11.05
ATR 3.83 3.78 -0.06 -1.4% 0.00
Volume
Daily Pivots for day following 11-Jun-1991
Classic Woodie Camarilla DeMark
R4 389.60 388.38 382.73
R3 386.54 385.32 381.89
R2 383.48 383.48 381.61
R1 382.26 382.26 381.33 382.87
PP 380.42 380.42 380.42 380.72
S1 379.20 379.20 380.77 379.81
S2 377.36 377.36 380.49
S3 374.30 376.14 380.21
S4 371.24 373.08 379.37
Weekly Pivots for week ending 07-Jun-1991
Classic Woodie Camarilla DeMark
R4 415.82 408.67 385.51
R3 404.77 397.62 382.47
R2 393.72 393.72 381.46
R1 386.57 386.57 380.44 384.62
PP 382.67 382.67 382.67 381.69
S1 375.52 375.52 378.42 373.57
S2 371.62 371.62 377.40
S3 360.57 364.47 376.39
S4 349.52 353.42 373.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 388.23 377.95 10.28 2.7% 3.25 0.9% 30% False False
10 389.85 377.95 11.90 3.1% 3.48 0.9% 26% False False
20 389.85 365.83 24.02 6.3% 3.82 1.0% 63% False False
40 391.26 365.83 25.43 6.7% 4.04 1.1% 60% False False
60 391.26 365.58 25.68 6.7% 4.22 1.1% 60% False False
80 391.26 362.19 29.07 7.6% 4.34 1.1% 65% False False
100 391.26 327.08 64.18 16.8% 4.44 1.2% 84% False False
120 391.26 309.35 81.91 21.5% 4.35 1.1% 88% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 394.64
2.618 389.64
1.618 386.58
1.000 384.69
0.618 383.52
HIGH 381.63
0.618 380.46
0.500 380.10
0.382 379.74
LOW 378.57
0.618 376.68
1.000 375.51
1.618 373.62
2.618 370.56
4.250 365.57
Fisher Pivots for day following 11-Jun-1991
Pivot 1 day 3 day
R1 380.73 380.96
PP 380.42 380.88
S1 380.10 380.79

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.