S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-2003
Day Change Summary
Previous Current
26-Feb-2003 27-Feb-2003 Change Change % Previous Week
Open 837.73 829.24 -8.49 -1.0% 836.43
High 840.10 842.19 2.09 0.2% 852.87
Low 826.68 827.71 1.03 0.1% 831.48
Close 827.55 837.28 9.73 1.2% 848.17
Range 13.42 14.48 1.06 7.9% 21.39
ATR 16.45 16.32 -0.13 -0.8% 0.00
Volume
Daily Pivots for day following 27-Feb-2003
Classic Woodie Camarilla DeMark
R4 879.17 872.70 845.24
R3 864.69 858.22 841.26
R2 850.21 850.21 839.93
R1 843.74 843.74 838.61 846.98
PP 835.73 835.73 835.73 837.34
S1 829.26 829.26 835.95 832.50
S2 821.25 821.25 834.63
S3 806.77 814.78 833.30
S4 792.29 800.30 829.32
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
5 852.28 818.54 33.74 4.0% 16.97 2.0% 56% False False
10 852.87 806.29 46.58 5.6% 16.08 1.9% 67% False False
20 865.48 806.29 59.19 7.1% 16.07 1.9% 52% False False
40 935.05 806.29 128.76 15.4% 15.98 1.9% 24% False False
60 954.28 806.29 147.99 17.7% 15.54 1.9% 21% False False
80 954.28 806.29 147.99 17.7% 16.00 1.9% 21% False False
100 954.28 768.63 185.65 22.2% 17.62 2.1% 37% False False
120 954.28 768.63 185.65 22.2% 18.15 2.2% 37% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 903.73
2.618 880.10
1.618 865.62
1.000 856.67
0.618 851.14
HIGH 842.19
0.618 836.66
0.500 834.95
0.382 833.24
LOW 827.71
0.618 818.76
1.000 813.23
1.618 804.28
2.618 789.80
4.250 766.17
Fisher Pivots for day following 27-Feb-2003
Pivot 1 day 3 day
R1 836.50 834.98
PP 835.73 832.67
S1 834.95 830.37

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.