S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-1995
Day Change Summary
Previous Current
20-Jun-1995 21-Jun-1995 Change Change % Previous Week
Open 545.22 544.98 -0.24 0.0% 527.94
High 545.44 545.93 0.49 0.1% 539.83
Low 543.46 543.90 0.44 0.1% 527.94
Close 544.98 543.98 -1.00 -0.2% 539.83
Range 1.98 2.03 0.05 2.5% 11.89
ATR 4.18 4.02 -0.15 -3.7% 0.00
Volume
Daily Pivots for day following 21-Jun-1995
Classic Woodie Camarilla DeMark
R4 550.69 549.37 545.10
R3 548.66 547.34 544.54
R2 546.63 546.63 544.35
R1 545.31 545.31 544.17 544.96
PP 544.60 544.60 544.60 544.43
S1 543.28 543.28 543.79 542.93
S2 542.57 542.57 543.61
S3 540.54 541.25 543.42
S4 538.51 539.22 542.86
Weekly Pivots for week ending 16-Jun-1995
Classic Woodie Camarilla DeMark
R4 571.54 567.57 546.37
R3 559.65 555.68 543.10
R2 547.76 547.76 542.01
R1 543.79 543.79 540.92 545.78
PP 535.87 535.87 535.87 536.86
S1 531.90 531.90 538.74 533.89
S2 523.98 523.98 537.65
S3 512.09 520.01 536.56
S4 500.20 508.12 533.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 545.93 535.56 10.37 1.9% 3.05 0.6% 81% True False
10 545.93 526.08 19.85 3.6% 3.60 0.7% 90% True False
20 545.93 521.38 24.55 4.5% 4.51 0.8% 92% True False
40 545.93 510.47 35.46 6.5% 4.15 0.8% 95% True False
60 545.93 495.70 50.23 9.2% 3.95 0.7% 96% True False
80 545.93 479.91 66.02 12.1% 3.76 0.7% 97% True False
100 545.93 467.49 78.44 14.4% 3.61 0.7% 98% True False
120 545.93 457.20 88.73 16.3% 3.50 0.6% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 554.56
2.618 551.24
1.618 549.21
1.000 547.96
0.618 547.18
HIGH 545.93
0.618 545.15
0.500 544.92
0.382 544.68
LOW 543.90
0.618 542.65
1.000 541.87
1.618 540.62
2.618 538.59
4.250 535.27
Fisher Pivots for day following 21-Jun-1995
Pivot 1 day 3 day
R1 544.92 543.61
PP 544.60 543.25
S1 544.29 542.88

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.