S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Sep-2002
Day Change Summary
Previous Current
25-Sep-2002 26-Sep-2002 Change Change % Previous Week
Open 819.27 841.26 21.99 2.7% 889.08
High 844.22 856.60 12.38 1.5% 902.68
Low 818.46 841.26 22.80 2.8% 839.09
Close 839.66 854.95 15.29 1.8% 845.39
Range 25.76 15.34 -10.42 -40.5% 63.59
ATR 21.58 21.25 -0.33 -1.5% 0.00
Volume
Daily Pivots for day following 26-Sep-2002
Classic Woodie Camarilla DeMark
R4 896.96 891.29 863.39
R3 881.62 875.95 859.17
R2 866.28 866.28 857.76
R1 860.61 860.61 856.36 863.45
PP 850.94 850.94 850.94 852.35
S1 845.27 845.27 853.54 848.11
S2 835.60 835.60 852.14
S3 820.26 829.93 850.73
S4 804.92 814.59 846.51
Weekly Pivots for week ending 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,053.16 1,012.86 880.36
R3 989.57 949.27 862.88
R2 925.98 925.98 857.05
R1 885.68 885.68 851.22 874.04
PP 862.39 862.39 862.39 856.56
S1 822.09 822.09 839.56 810.45
S2 798.80 798.80 833.73
S3 735.21 758.50 827.90
S4 671.62 694.91 810.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 856.60 817.38 39.22 4.6% 17.04 2.0% 96% True False
10 902.68 817.38 85.30 10.0% 18.92 2.2% 44% False False
20 928.15 817.38 110.77 13.0% 19.70 2.3% 34% False False
40 965.00 817.38 147.62 17.3% 22.27 2.6% 25% False False
60 993.56 775.68 217.88 25.5% 25.39 3.0% 36% False False
80 1,050.11 775.68 274.43 32.1% 24.40 2.9% 29% False False
100 1,106.59 775.68 330.91 38.7% 22.82 2.7% 24% False False
120 1,133.00 775.68 357.32 41.8% 21.70 2.5% 22% 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 3.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 921.80
2.618 896.76
1.618 881.42
1.000 871.94
0.618 866.08
HIGH 856.60
0.618 850.74
0.500 848.93
0.382 847.12
LOW 841.26
0.618 831.78
1.000 825.92
1.618 816.44
2.618 801.10
4.250 776.07
Fisher Pivots for day following 26-Sep-2002
Pivot 1 day 3 day
R1 852.94 848.96
PP 850.94 842.98
S1 848.93 836.99

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.