S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-1992
Day Change Summary
Previous Current
11-Nov-1992 12-Nov-1992 Change Change % Previous Week
Open 418.62 422.20 3.58 0.9% 418.66
High 422.33 423.10 0.77 0.2% 422.81
Low 418.40 421.70 3.30 0.8% 415.58
Close 422.20 422.87 0.67 0.2% 417.58
Range 3.93 1.40 -2.53 -64.4% 7.23
ATR 3.31 3.18 -0.14 -4.1% 0.00
Volume
Daily Pivots for day following 12-Nov-1992
Classic Woodie Camarilla DeMark
R4 426.76 426.21 423.64
R3 425.36 424.81 423.26
R2 423.96 423.96 423.13
R1 423.41 423.41 423.00 423.69
PP 422.56 422.56 422.56 422.69
S1 422.01 422.01 422.74 422.29
S2 421.16 421.16 422.61
S3 419.76 420.61 422.49
S4 418.36 419.21 422.10
Weekly Pivots for week ending 06-Nov-1992
Classic Woodie Camarilla DeMark
R4 440.35 436.19 421.56
R3 433.12 428.96 419.57
R2 425.89 425.89 418.91
R1 421.73 421.73 418.24 420.20
PP 418.66 418.66 418.66 417.89
S1 414.50 414.50 416.92 412.97
S2 411.43 411.43 416.25
S3 404.20 407.27 415.59
S4 396.97 400.04 413.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 423.10 416.79 6.31 1.5% 2.35 0.6% 96% True False
10 423.10 415.58 7.52 1.8% 3.05 0.7% 97% True False
20 423.10 407.43 15.67 3.7% 3.05 0.7% 99% True False
40 423.10 396.80 26.30 6.2% 3.58 0.8% 99% True False
60 425.27 396.80 28.47 6.7% 3.45 0.8% 92% False False
80 425.27 396.80 28.47 6.7% 3.32 0.8% 92% False False
100 425.27 396.80 28.47 6.7% 3.35 0.8% 92% False False
120 425.27 396.80 28.47 6.7% 3.34 0.8% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 429.05
2.618 426.77
1.618 425.37
1.000 424.50
0.618 423.97
HIGH 423.10
0.618 422.57
0.500 422.40
0.382 422.23
LOW 421.70
0.618 420.83
1.000 420.30
1.618 419.43
2.618 418.03
4.250 415.75
Fisher Pivots for day following 12-Nov-1992
Pivot 1 day 3 day
R1 422.71 422.09
PP 422.56 421.32
S1 422.40 420.54

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.