S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-1991
Day Change Summary
Previous Current
19-Nov-1991 20-Nov-1991 Change Change % Previous Week
Open 385.24 379.42 -5.82 -1.5% 392.64
High 385.24 381.51 -3.73 -1.0% 398.22
Low 374.90 377.84 2.94 0.8% 382.62
Close 379.42 378.53 -0.89 -0.2% 382.62
Range 10.34 3.67 -6.67 -64.5% 15.60
ATR 4.67 4.60 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 20-Nov-1991
Classic Woodie Camarilla DeMark
R4 390.30 388.09 380.55
R3 386.63 384.42 379.54
R2 382.96 382.96 379.20
R1 380.75 380.75 378.87 380.02
PP 379.29 379.29 379.29 378.93
S1 377.08 377.08 378.19 376.35
S2 375.62 375.62 377.86
S3 371.95 373.41 377.52
S4 368.28 369.74 376.51
Weekly Pivots for week ending 15-Nov-1991
Classic Woodie Camarilla DeMark
R4 434.62 424.22 391.20
R3 419.02 408.62 386.91
R2 403.42 403.42 385.48
R1 393.02 393.02 384.05 390.42
PP 387.82 387.82 387.82 386.52
S1 377.42 377.42 381.19 374.82
S2 372.22 372.22 379.76
S3 356.62 361.82 378.33
S4 341.02 346.22 374.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 398.22 374.90 23.32 6.2% 7.32 1.9% 16% False False
10 398.22 374.90 23.32 6.2% 5.31 1.4% 16% False False
20 398.22 374.90 23.32 6.2% 4.50 1.2% 16% False False
40 398.22 374.90 23.32 6.2% 3.89 1.0% 16% False False
60 398.22 374.90 23.32 6.2% 3.61 1.0% 16% False False
80 398.22 374.09 24.13 6.4% 3.70 1.0% 18% False False
100 398.22 370.92 27.30 7.2% 3.64 1.0% 28% False False
120 398.22 367.98 30.24 8.0% 3.68 1.0% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 397.11
2.618 391.12
1.618 387.45
1.000 385.18
0.618 383.78
HIGH 381.51
0.618 380.11
0.500 379.68
0.382 379.24
LOW 377.84
0.618 375.57
1.000 374.17
1.618 371.90
2.618 368.23
4.250 362.24
Fisher Pivots for day following 20-Nov-1991
Pivot 1 day 3 day
R1 379.68 380.15
PP 379.29 379.61
S1 378.91 379.07

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.