S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-1993
Day Change Summary
Previous Current
11-Aug-1993 12-Aug-1993 Change Change % Previous Week
Open 449.60 450.47 0.87 0.2% 448.13
High 451.00 451.63 0.63 0.1% 450.43
Low 449.60 447.53 -2.07 -0.5% 446.94
Close 450.46 448.96 -1.50 -0.3% 448.68
Range 1.40 4.10 2.70 192.9% 3.49
ATR 2.57 2.68 0.11 4.3% 0.00
Volume
Daily Pivots for day following 12-Aug-1993
Classic Woodie Camarilla DeMark
R4 461.67 459.42 451.22
R3 457.57 455.32 450.09
R2 453.47 453.47 449.71
R1 451.22 451.22 449.34 450.30
PP 449.37 449.37 449.37 448.91
S1 447.12 447.12 448.58 446.20
S2 445.27 445.27 448.21
S3 441.17 443.02 447.83
S4 437.07 438.92 446.71
Weekly Pivots for week ending 06-Aug-1993
Classic Woodie Camarilla DeMark
R4 459.15 457.41 450.60
R3 455.66 453.92 449.64
R2 452.17 452.17 449.32
R1 450.43 450.43 449.00 451.30
PP 448.68 448.68 448.68 449.12
S1 446.94 446.94 448.36 447.81
S2 445.19 445.19 448.04
S3 441.70 443.45 447.72
S4 438.21 439.96 446.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 451.63 447.53 4.10 0.9% 2.34 0.5% 35% True True
10 451.63 446.94 4.69 1.0% 2.44 0.5% 43% True False
20 451.63 443.71 7.92 1.8% 2.61 0.6% 66% True False
40 451.90 441.40 10.50 2.3% 2.81 0.6% 72% False False
60 455.63 436.86 18.77 4.2% 3.08 0.7% 64% False False
80 455.63 432.30 23.33 5.2% 3.14 0.7% 71% False False
100 455.63 432.30 23.33 5.2% 3.26 0.7% 71% False False
120 456.76 432.30 24.46 5.4% 3.36 0.7% 68% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 469.06
2.618 462.36
1.618 458.26
1.000 455.73
0.618 454.16
HIGH 451.63
0.618 450.06
0.500 449.58
0.382 449.10
LOW 447.53
0.618 445.00
1.000 443.43
1.618 440.90
2.618 436.80
4.250 430.11
Fisher Pivots for day following 12-Aug-1993
Pivot 1 day 3 day
R1 449.58 449.58
PP 449.37 449.37
S1 449.17 449.17

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.