S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Mar-2003
Day Change Summary
Previous Current
20-Mar-2003 21-Mar-2003 Change Change % Previous Week
Open 872.80 879.12 6.32 0.7% 832.09
High 879.60 895.90 16.30 1.9% 895.90
Low 859.01 877.65 18.64 2.2% 827.17
Close 875.84 895.90 20.06 2.3% 895.90
Range 20.59 18.25 -2.34 -11.4% 68.73
ATR 17.16 17.36 0.21 1.2% 0.00
Volume
Daily Pivots for day following 21-Mar-2003
Classic Woodie Camarilla DeMark
R4 944.57 938.48 905.94
R3 926.32 920.23 900.92
R2 908.07 908.07 899.25
R1 901.98 901.98 897.57 905.03
PP 889.82 889.82 889.82 891.34
S1 883.73 883.73 894.23 886.78
S2 871.57 871.57 892.55
S3 853.32 865.48 890.88
S4 835.07 847.23 885.86
Weekly Pivots for week ending 21-Mar-2003
Classic Woodie Camarilla DeMark
R4 1,079.18 1,056.27 933.70
R3 1,010.45 987.54 914.80
R2 941.72 941.72 908.50
R1 918.81 918.81 902.20 930.27
PP 872.99 872.99 872.99 878.72
S1 850.08 850.08 889.60 861.54
S2 804.26 804.26 883.30
S3 735.53 781.35 877.00
S4 666.80 712.62 858.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.90 827.17 68.73 7.7% 19.56 2.2% 100% True False
10 895.90 788.90 107.00 11.9% 18.53 2.1% 100% True False
20 895.90 788.90 107.00 11.9% 16.55 1.8% 100% True False
40 895.90 788.90 107.00 11.9% 16.75 1.9% 100% True False
60 935.05 788.90 146.15 16.3% 15.93 1.8% 73% False False
80 954.28 788.90 165.38 18.5% 15.76 1.8% 65% False False
100 954.28 788.90 165.38 18.5% 16.26 1.8% 65% False False
120 954.28 768.63 185.65 20.7% 17.82 2.0% 69% False False
Crabel Price Patterns
NR True
NR4 False
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 3.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.46
2.618 943.68
1.618 925.43
1.000 914.15
0.618 907.18
HIGH 895.90
0.618 888.93
0.500 886.78
0.382 884.62
LOW 877.65
0.618 866.37
1.000 859.40
1.618 848.12
2.618 829.87
4.250 800.09
Fisher Pivots for day following 21-Mar-2003
Pivot 1 day 3 day
R1 892.86 889.75
PP 889.82 883.60
S1 886.78 877.46

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.