S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-2009
Day Change Summary
Previous Current
03-Jun-2009 04-Jun-2009 Change Change % Previous Week
Open 942.51 932.49 -10.02 -1.1% 887.00
High 942.51 942.47 -0.04 0.0% 920.02
Low 923.85 929.32 5.47 0.6% 881.46
Close 931.76 942.46 10.70 1.1% 919.14
Range 18.66 13.15 -5.51 -29.5% 38.56
ATR 20.85 20.30 -0.55 -2.6% 0.00
Volume
Daily Pivots for day following 04-Jun-2009
Classic Woodie Camarilla DeMark
R4 977.53 973.15 949.69
R3 964.38 960.00 946.08
R2 951.23 951.23 944.87
R1 946.85 946.85 943.67 949.04
PP 938.08 938.08 938.08 939.18
S1 933.70 933.70 941.25 935.89
S2 924.93 924.93 940.05
S3 911.78 920.55 938.84
S4 898.63 907.40 935.23
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,022.55 1,009.41 940.35
R3 983.99 970.85 929.74
R2 945.43 945.43 926.21
R1 932.29 932.29 922.67 938.86
PP 906.87 906.87 906.87 910.16
S1 893.73 893.73 915.61 900.30
S2 868.31 868.31 912.07
S3 829.75 855.17 908.54
S4 791.19 816.61 897.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.38 903.56 45.82 4.9% 16.74 1.8% 85% False False
10 949.38 879.61 69.77 7.4% 19.15 2.0% 90% False False
20 949.38 878.94 70.44 7.5% 19.46 2.1% 90% False False
40 949.38 814.84 134.54 14.3% 19.59 2.1% 95% False False
60 949.38 713.85 235.53 25.0% 21.32 2.3% 97% False False
80 949.38 666.79 282.59 30.0% 22.62 2.4% 98% False False
100 949.38 666.79 282.59 30.0% 23.44 2.5% 98% False False
120 949.38 666.79 282.59 30.0% 23.47 2.5% 98% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998.36
2.618 976.90
1.618 963.75
1.000 955.62
0.618 950.60
HIGH 942.47
0.618 937.45
0.500 935.90
0.382 934.34
LOW 929.32
0.618 921.19
1.000 916.17
1.618 908.04
2.618 894.89
4.250 873.43
Fisher Pivots for day following 04-Jun-2009
Pivot 1 day 3 day
R1 940.27 940.51
PP 938.08 938.56
S1 935.90 936.62

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.