S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-2002
Day Change Summary
Previous Current
20-Dec-2002 23-Dec-2002 Change Change % Previous Week
Open 884.36 895.74 11.38 1.3% 890.31
High 897.79 902.43 4.64 0.5% 911.22
Low 884.36 892.26 7.90 0.9% 880.32
Close 895.76 897.38 1.62 0.2% 895.76
Range 13.43 10.17 -3.26 -24.3% 30.90
ATR 16.73 16.26 -0.47 -2.8% 0.00
Volume
Daily Pivots for day following 23-Dec-2002
Classic Woodie Camarilla DeMark
R4 927.87 922.79 902.97
R3 917.70 912.62 900.18
R2 907.53 907.53 899.24
R1 902.45 902.45 898.31 904.99
PP 897.36 897.36 897.36 898.63
S1 892.28 892.28 896.45 894.82
S2 887.19 887.19 895.52
S3 877.02 882.11 894.58
S4 866.85 871.94 891.79
Weekly Pivots for week ending 20-Dec-2002
Classic Woodie Camarilla DeMark
R4 988.47 973.01 912.76
R3 957.57 942.11 904.26
R2 926.67 926.67 901.43
R1 911.21 911.21 898.59 918.94
PP 895.77 895.77 895.77 899.63
S1 880.31 880.31 892.93 888.04
S2 864.87 864.87 890.10
S3 833.97 849.41 887.26
S4 803.07 818.51 878.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.22 880.32 30.90 3.4% 13.01 1.4% 55% False False
10 911.22 880.32 30.90 3.4% 13.31 1.5% 55% False False
20 954.28 880.32 73.96 8.2% 15.23 1.7% 23% False False
40 954.28 867.91 86.37 9.6% 16.76 1.9% 34% False False
60 954.28 768.63 185.65 20.7% 19.71 2.2% 69% False False
80 954.28 768.63 185.65 20.7% 19.79 2.2% 69% False False
100 965.00 768.63 196.37 21.9% 20.73 2.3% 66% False False
120 993.56 768.63 224.93 25.1% 22.62 2.5% 57% 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 2.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 945.65
2.618 929.06
1.618 918.89
1.000 912.60
0.618 908.72
HIGH 902.43
0.618 898.55
0.500 897.35
0.382 896.14
LOW 892.26
0.618 885.97
1.000 882.09
1.618 875.80
2.618 865.63
4.250 849.04
Fisher Pivots for day following 23-Dec-2002
Pivot 1 day 3 day
R1 897.37 895.38
PP 897.36 893.38
S1 897.35 891.38

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.