S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-2003
Day Change Summary
Previous Current
18-Jul-2003 21-Jul-2003 Change Change % Previous Week
Open 984.26 992.91 8.65 0.9% 1,001.08
High 994.25 992.91 -1.34 -0.1% 1,015.41
Low 981.70 975.63 -6.07 -0.6% 978.60
Close 993.32 978.80 -14.52 -1.5% 993.32
Range 12.55 17.28 4.73 37.7% 36.81
ATR 14.17 14.42 0.25 1.8% 0.00
Volume
Daily Pivots for day following 21-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,034.29 1,023.82 988.30
R3 1,017.01 1,006.54 983.55
R2 999.73 999.73 981.97
R1 989.26 989.26 980.38 985.86
PP 982.45 982.45 982.45 980.74
S1 971.98 971.98 977.22 968.58
S2 965.17 965.17 975.63
S3 947.89 954.70 974.05
S4 930.61 937.42 969.30
Weekly Pivots for week ending 18-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,106.21 1,086.57 1,013.57
R3 1,069.40 1,049.76 1,003.44
R2 1,032.59 1,032.59 1,000.07
R1 1,012.95 1,012.95 996.69 1,004.37
PP 995.78 995.78 995.78 991.48
S1 976.14 976.14 989.95 967.56
S2 958.97 958.97 986.57
S3 922.16 939.33 983.20
S4 885.35 902.52 973.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,009.61 975.63 33.98 3.5% 14.47 1.5% 9% False True
10 1,015.41 975.63 39.78 4.1% 13.71 1.4% 8% False True
20 1,015.41 962.10 53.31 5.4% 13.84 1.4% 31% False False
40 1,015.41 927.33 88.08 9.0% 13.90 1.4% 58% False False
60 1,015.41 897.52 117.89 12.0% 13.62 1.4% 69% False False
80 1,015.41 843.68 171.73 17.5% 13.90 1.4% 79% False False
100 1,015.41 788.90 226.51 23.1% 14.54 1.5% 84% False False
120 1,015.41 788.90 226.51 23.1% 14.86 1.5% 84% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,066.35
2.618 1,038.15
1.618 1,020.87
1.000 1,010.19
0.618 1,003.59
HIGH 992.91
0.618 986.31
0.500 984.27
0.382 982.23
LOW 975.63
0.618 964.95
1.000 958.35
1.618 947.67
2.618 930.39
4.250 902.19
Fisher Pivots for day following 21-Jul-2003
Pivot 1 day 3 day
R1 984.27 984.94
PP 982.45 982.89
S1 980.62 980.85

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.