S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Feb-2003
Day Change Summary
Previous Current
21-Feb-2003 24-Feb-2003 Change Change % Previous Week
Open 837.81 847.29 9.48 1.1% 836.43
High 852.28 847.29 -4.99 -0.6% 852.87
Low 831.48 832.16 0.68 0.1% 831.48
Close 848.17 832.58 -15.59 -1.8% 848.17
Range 20.80 15.13 -5.67 -27.3% 21.39
ATR 16.38 16.35 -0.03 -0.2% 0.00
Volume
Daily Pivots for day following 24-Feb-2003
Classic Woodie Camarilla DeMark
R4 882.73 872.79 840.90
R3 867.60 857.66 836.74
R2 852.47 852.47 835.35
R1 842.53 842.53 833.97 839.94
PP 837.34 837.34 837.34 836.05
S1 827.40 827.40 831.19 824.81
S2 822.21 822.21 829.81
S3 807.08 812.27 828.42
S4 791.95 797.14 824.26
Weekly Pivots for week ending 21-Feb-2003
Classic Woodie Camarilla DeMark
R4 908.34 899.65 859.93
R3 886.95 878.26 854.05
R2 865.56 865.56 852.09
R1 856.87 856.87 850.13 861.22
PP 844.17 844.17 844.17 846.35
S1 835.48 835.48 846.21 839.83
S2 822.78 822.78 844.25
S3 801.39 814.09 842.29
S4 780.00 792.70 836.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.87 831.48 21.39 2.6% 15.40 1.9% 5% False False
10 852.87 806.29 46.58 5.6% 15.70 1.9% 56% False False
20 868.72 806.29 62.43 7.5% 16.37 2.0% 42% False False
40 935.05 806.29 128.76 15.5% 15.89 1.9% 20% False False
60 954.28 806.29 147.99 17.8% 15.51 1.9% 18% False False
80 954.28 806.29 147.99 17.8% 16.11 1.9% 18% False False
100 954.28 768.63 185.65 22.3% 17.97 2.2% 34% False False
120 954.28 768.63 185.65 22.3% 18.38 2.2% 34% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 911.59
2.618 886.90
1.618 871.77
1.000 862.42
0.618 856.64
HIGH 847.29
0.618 841.51
0.500 839.73
0.382 837.94
LOW 832.16
0.618 822.81
1.000 817.03
1.618 807.68
2.618 792.55
4.250 767.86
Fisher Pivots for day following 24-Feb-2003
Pivot 1 day 3 day
R1 839.73 841.88
PP 837.34 838.78
S1 834.96 835.68

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.