S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-2002
Day Change Summary
Previous Current
02-Jul-2002 03-Jul-2002 Change Change % Previous Week
Open 967.97 946.03 -21.94 -2.3% 988.82
High 968.59 954.30 -14.29 -1.5% 1,005.88
Low 945.54 934.87 -10.67 -1.1% 952.92
Close 948.09 953.99 5.90 0.6% 989.82
Range 23.05 19.43 -3.62 -15.7% 52.96
ATR 21.16 21.04 -0.12 -0.6% 0.00
Volume
Daily Pivots for day following 03-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,006.01 999.43 964.68
R3 986.58 980.00 959.33
R2 967.15 967.15 957.55
R1 960.57 960.57 955.77 963.86
PP 947.72 947.72 947.72 949.37
S1 941.14 941.14 952.21 944.43
S2 928.29 928.29 950.43
S3 908.86 921.71 948.65
S4 889.43 902.28 943.30
Weekly Pivots for week ending 28-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,141.75 1,118.75 1,018.95
R3 1,088.79 1,065.79 1,004.38
R2 1,035.83 1,035.83 999.53
R1 1,012.83 1,012.83 994.67 1,024.33
PP 982.87 982.87 982.87 988.63
S1 959.87 959.87 984.97 971.37
S2 929.91 929.91 980.11
S3 876.95 906.91 975.26
S4 823.99 853.95 960.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.79 934.87 66.92 7.0% 21.98 2.3% 29% False True
10 1,023.33 934.87 88.46 9.3% 23.63 2.5% 22% False True
20 1,049.33 934.87 114.46 12.0% 21.84 2.3% 17% False True
40 1,106.59 934.87 171.72 18.0% 19.20 2.0% 11% False True
60 1,133.00 934.87 198.13 20.8% 18.14 1.9% 10% False True
80 1,173.94 934.87 239.07 25.1% 16.81 1.8% 8% False True
100 1,173.94 934.87 239.07 25.1% 16.88 1.8% 8% False True
120 1,173.94 934.87 239.07 25.1% 16.80 1.8% 8% False True
Crabel Price Patterns
NR True
NR4 False
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 5.96
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,036.88
2.618 1,005.17
1.618 985.74
1.000 973.73
0.618 966.31
HIGH 954.30
0.618 946.88
0.500 944.59
0.382 942.29
LOW 934.87
0.618 922.86
1.000 915.44
1.618 903.43
2.618 884.00
4.250 852.29
Fisher Pivots for day following 03-Jul-2002
Pivot 1 day 3 day
R1 950.86 964.67
PP 947.72 961.11
S1 944.59 957.55

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.