S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 793.59 814.53 20.94 2.6% 772.31
High 813.62 845.61 31.99 3.9% 832.98
Low 783.32 814.53 31.21 4.0% 772.31
Close 811.08 834.38 23.30 2.9% 815.94
Range 30.30 31.08 0.78 2.6% 60.67
ATR 27.86 28.33 0.48 1.7% 0.00
Volume
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 924.75 910.64 851.47
R3 893.67 879.56 842.93
R2 862.59 862.59 840.08
R1 848.48 848.48 837.23 855.54
PP 831.51 831.51 831.51 835.03
S1 817.40 817.40 831.53 824.46
S2 800.43 800.43 828.68
S3 769.35 786.32 825.83
S4 738.27 755.24 817.29
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 989.09 963.18 849.31
R3 928.42 902.51 832.62
R2 867.75 867.75 827.06
R1 841.84 841.84 821.50 854.80
PP 807.08 807.08 807.08 813.55
S1 781.17 781.17 810.38 794.13
S2 746.41 746.41 804.82
S3 685.74 720.50 799.26
S4 625.07 659.83 782.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.61 779.81 65.80 7.9% 25.10 3.0% 83% True False
10 845.61 766.20 79.41 9.5% 27.18 3.3% 86% True False
20 845.61 666.79 178.82 21.4% 27.34 3.3% 94% True False
40 875.01 666.79 208.22 25.0% 26.30 3.2% 80% False False
60 927.45 666.79 260.66 31.2% 26.31 3.2% 64% False False
80 943.85 666.79 277.06 33.2% 25.98 3.1% 60% False False
100 951.95 666.79 285.16 34.2% 30.41 3.6% 59% False False
120 1,044.31 666.79 377.52 45.2% 35.19 4.2% 44% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 977.70
2.618 926.98
1.618 895.90
1.000 876.69
0.618 864.82
HIGH 845.61
0.618 833.74
0.500 830.07
0.382 826.40
LOW 814.53
0.618 795.32
1.000 783.45
1.618 764.24
2.618 733.16
4.250 682.44
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 832.94 827.74
PP 831.51 821.10
S1 830.07 814.47

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.