S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-1991
Day Change Summary
Previous Current
26-Nov-1991 27-Nov-1991 Change Change % Previous Week
Open 375.34 377.96 2.62 0.7% 382.62
High 378.29 378.11 -0.18 0.0% 385.40
Low 371.63 375.98 4.35 1.2% 374.52
Close 377.96 376.55 -1.41 -0.4% 376.14
Range 6.66 2.13 -4.53 -68.0% 10.88
ATR 4.65 4.47 -0.18 -3.9% 0.00
Volume
Daily Pivots for day following 27-Nov-1991
Classic Woodie Camarilla DeMark
R4 383.27 382.04 377.72
R3 381.14 379.91 377.14
R2 379.01 379.01 376.94
R1 377.78 377.78 376.75 377.33
PP 376.88 376.88 376.88 376.66
S1 375.65 375.65 376.35 375.20
S2 374.75 374.75 376.16
S3 372.62 373.52 375.96
S4 370.49 371.39 375.38
Weekly Pivots for week ending 22-Nov-1991
Classic Woodie Camarilla DeMark
R4 411.33 404.61 382.12
R3 400.45 393.73 379.13
R2 389.57 389.57 378.13
R1 382.85 382.85 377.14 380.77
PP 378.69 378.69 378.69 377.65
S1 371.97 371.97 375.14 369.89
S2 367.81 367.81 374.15
S3 356.93 361.09 373.15
S4 346.05 350.21 370.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 381.12 371.63 9.49 2.5% 4.22 1.1% 52% False False
10 398.22 371.63 26.59 7.1% 5.77 1.5% 19% False False
20 398.22 371.63 26.59 7.1% 4.53 1.2% 19% False False
40 398.22 371.63 26.59 7.1% 4.03 1.1% 19% False False
60 398.22 371.63 26.59 7.1% 3.67 1.0% 19% False False
80 398.22 371.63 26.59 7.1% 3.77 1.0% 19% False False
100 398.22 371.63 26.59 7.1% 3.65 1.0% 19% False False
120 398.22 367.98 30.24 8.0% 3.73 1.0% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.03
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 387.16
2.618 383.69
1.618 381.56
1.000 380.24
0.618 379.43
HIGH 378.11
0.618 377.30
0.500 377.05
0.382 376.79
LOW 375.98
0.618 374.66
1.000 373.85
1.618 372.53
2.618 370.40
4.250 366.93
Fisher Pivots for day following 27-Nov-1991
Pivot 1 day 3 day
R1 377.05 376.02
PP 376.88 375.49
S1 376.72 374.96

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.