S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 910.52 905.40 -5.12 -0.6% 879.21
High 915.57 905.40 -10.17 -1.1% 930.17
Low 896.46 882.80 -13.66 -1.5% 879.21
Close 908.35 883.92 -24.43 -2.7% 929.23
Range 19.11 22.60 3.49 18.3% 50.96
ATR 21.62 21.90 0.28 1.3% 0.00
Volume
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 958.51 943.81 896.35
R3 935.91 921.21 890.14
R2 913.31 913.31 888.06
R1 898.61 898.61 885.99 894.66
PP 890.71 890.71 890.71 888.73
S1 876.01 876.01 881.85 872.06
S2 868.11 868.11 879.78
S3 845.51 853.41 877.71
S4 822.91 830.81 871.49
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,065.75 1,048.45 957.26
R3 1,014.79 997.49 943.24
R2 963.83 963.83 938.57
R1 946.53 946.53 933.90 955.18
PP 912.87 912.87 912.87 917.20
S1 895.57 895.57 924.56 904.22
S2 861.91 861.91 919.89
S3 810.95 844.61 915.22
S4 759.99 793.65 901.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.17 882.80 47.37 5.4% 21.08 2.4% 2% False True
10 930.17 866.10 64.07 7.2% 19.53 2.2% 28% False False
20 930.17 826.83 103.34 11.7% 20.29 2.3% 55% False False
40 930.17 765.64 164.53 18.6% 21.86 2.5% 72% False False
60 930.17 666.79 263.38 29.8% 23.24 2.6% 82% False False
80 930.17 666.79 263.38 29.8% 24.09 2.7% 82% False False
100 943.85 666.79 277.06 31.3% 23.72 2.7% 78% False False
120 943.85 666.79 277.06 31.3% 26.89 3.0% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,001.45
2.618 964.57
1.618 941.97
1.000 928.00
0.618 919.37
HIGH 905.40
0.618 896.77
0.500 894.10
0.382 891.43
LOW 882.80
0.618 868.83
1.000 860.20
1.618 846.23
2.618 823.63
4.250 786.75
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 894.10 902.90
PP 890.71 896.57
S1 887.31 890.25

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.