S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Nov-2002
Day Change Summary
Previous Current
27-Nov-2002 29-Nov-2002 Change Change % Previous Week
Open 917.34 939.83 22.49 2.5% 930.69
High 940.41 941.82 1.41 0.1% 941.82
Low 917.34 935.58 18.24 2.0% 912.10
Close 938.87 936.31 -2.56 -0.3% 936.31
Range 23.07 6.24 -16.83 -73.0% 29.72
ATR 19.85 18.87 -0.97 -4.9% 0.00
Volume
Daily Pivots for day following 29-Nov-2002
Classic Woodie Camarilla DeMark
R4 956.62 952.71 939.74
R3 950.38 946.47 938.03
R2 944.14 944.14 937.45
R1 940.23 940.23 936.88 939.07
PP 937.90 937.90 937.90 937.32
S1 933.99 933.99 935.74 932.83
S2 931.66 931.66 935.17
S3 925.42 927.75 934.59
S4 919.18 921.51 932.88
Weekly Pivots for week ending 29-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,019.24 1,007.49 952.66
R3 989.52 977.77 944.48
R2 959.80 959.80 941.76
R1 948.05 948.05 939.03 953.93
PP 930.08 930.08 930.08 933.01
S1 918.33 918.33 933.59 924.21
S2 900.36 900.36 930.86
S3 870.64 888.61 928.14
S4 840.92 858.89 919.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 941.82 912.10 29.72 3.2% 13.97 1.5% 81% True False
10 941.82 893.09 48.73 5.2% 15.43 1.6% 89% True False
20 941.82 872.05 69.77 7.5% 17.38 1.9% 92% True False
40 941.82 768.63 173.19 18.5% 20.75 2.2% 97% True False
60 941.82 768.63 173.19 18.5% 20.75 2.2% 97% True False
80 965.00 768.63 196.37 21.0% 21.33 2.3% 85% False False
100 965.00 768.63 196.37 21.0% 23.53 2.5% 85% False False
120 1,040.83 768.63 272.20 29.1% 23.55 2.5% 62% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.37
Narrowest range in 156 trading days
Fibonacci Retracements and Extensions
4.250 968.34
2.618 958.16
1.618 951.92
1.000 948.06
0.618 945.68
HIGH 941.82
0.618 939.44
0.500 938.70
0.382 937.96
LOW 935.58
0.618 931.72
1.000 929.34
1.618 925.48
2.618 919.24
4.250 909.06
Fisher Pivots for day following 29-Nov-2002
Pivot 1 day 3 day
R1 938.70 933.19
PP 937.90 930.08
S1 937.11 926.96

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.