S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-1992
Day Change Summary
Previous Current
03-Jan-1992 06-Jan-1992 Change Change % Previous Week
Open 417.27 419.31 2.04 0.5% 406.46
High 419.79 419.44 -0.35 -0.1% 419.79
Low 416.16 416.92 0.76 0.2% 406.46
Close 419.34 417.96 -1.38 -0.3% 419.34
Range 3.63 2.52 -1.11 -30.6% 13.33
ATR 4.74 4.58 -0.16 -3.3% 0.00
Volume
Daily Pivots for day following 06-Jan-1992
Classic Woodie Camarilla DeMark
R4 425.67 424.33 419.35
R3 423.15 421.81 418.65
R2 420.63 420.63 418.42
R1 419.29 419.29 418.19 418.70
PP 418.11 418.11 418.11 417.81
S1 416.77 416.77 417.73 416.18
S2 415.59 415.59 417.50
S3 413.07 414.25 417.27
S4 410.55 411.73 416.57
Weekly Pivots for week ending 03-Jan-1992
Classic Woodie Camarilla DeMark
R4 455.19 450.59 426.67
R3 441.86 437.26 423.01
R2 428.53 428.53 421.78
R1 423.93 423.93 420.56 426.23
PP 415.20 415.20 415.20 416.35
S1 410.60 410.60 418.12 412.90
S2 401.87 401.87 416.90
S3 388.54 397.27 415.67
S4 375.21 383.94 412.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 419.79 406.46 13.33 3.2% 5.33 1.3% 86% False False
10 419.79 382.52 37.27 8.9% 5.54 1.3% 95% False False
20 419.79 374.78 45.01 10.8% 4.52 1.1% 96% False False
40 419.79 371.36 48.43 11.6% 4.63 1.1% 96% False False
60 419.79 371.36 48.43 11.6% 4.27 1.0% 96% False False
80 419.79 371.36 48.43 11.6% 3.96 0.9% 96% False False
100 419.79 371.36 48.43 11.6% 3.98 1.0% 96% False False
120 419.79 371.36 48.43 11.6% 3.82 0.9% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 430.15
2.618 426.04
1.618 423.52
1.000 421.96
0.618 421.00
HIGH 419.44
0.618 418.48
0.500 418.18
0.382 417.88
LOW 416.92
0.618 415.36
1.000 414.40
1.618 412.84
2.618 410.32
4.250 406.21
Fisher Pivots for day following 06-Jan-1992
Pivot 1 day 3 day
R1 418.18 417.11
PP 418.11 416.26
S1 418.03 415.42

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.