S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 869.51 872.37 2.86 0.3% 887.20
High 873.74 873.70 -0.04 0.0% 887.37
Low 866.52 857.07 -9.45 -1.1% 857.09
Close 872.80 869.42 -3.38 -0.4% 872.80
Range 7.22 16.63 9.41 130.3% 30.28
ATR 34.14 32.89 -1.25 -3.7% 0.00
Volume
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 916.62 909.65 878.57
R3 899.99 893.02 873.99
R2 883.36 883.36 872.47
R1 876.39 876.39 870.94 871.56
PP 866.73 866.73 866.73 864.32
S1 859.76 859.76 867.90 854.93
S2 850.10 850.10 866.37
S3 833.47 843.13 864.85
S4 816.84 826.50 860.27
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 963.26 948.31 889.45
R3 932.98 918.03 881.13
R2 902.70 902.70 878.35
R1 887.75 887.75 875.58 880.09
PP 872.42 872.42 872.42 868.59
S1 857.47 857.47 870.02 849.81
S2 842.14 842.14 867.25
S3 811.86 827.19 864.47
S4 781.58 796.91 856.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 887.37 857.07 30.30 3.5% 16.56 1.9% 41% False True
10 918.85 857.07 61.78 7.1% 23.18 2.7% 20% False True
20 918.85 815.69 103.16 11.9% 32.16 3.7% 52% False False
40 1,007.51 741.02 266.49 30.7% 38.74 4.5% 48% False False
60 1,153.82 741.02 412.80 47.5% 48.37 5.6% 31% False False
80 1,274.42 741.02 533.40 61.4% 47.07 5.4% 24% False False
100 1,313.15 741.02 572.13 65.8% 41.74 4.8% 22% False False
120 1,313.15 741.02 572.13 65.8% 38.49 4.4% 22% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.63
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 944.38
2.618 917.24
1.618 900.61
1.000 890.33
0.618 883.98
HIGH 873.70
0.618 867.35
0.500 865.39
0.382 863.42
LOW 857.07
0.618 846.79
1.000 840.44
1.618 830.16
2.618 813.53
4.250 786.39
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 868.08 868.08
PP 866.73 866.74
S1 865.39 865.41

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.