S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 942.07 951.97 9.90 1.1% 879.57
High 951.62 956.53 4.91 0.5% 943.96
Low 940.99 943.22 2.23 0.2% 875.32
Close 951.13 954.58 3.45 0.4% 940.38
Range 10.63 13.31 2.68 25.2% 68.64
ATR 16.19 15.98 -0.21 -1.3% 0.00
Volume
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 991.37 986.29 961.90
R3 978.06 972.98 958.24
R2 964.75 964.75 957.02
R1 959.67 959.67 955.80 962.21
PP 951.44 951.44 951.44 952.72
S1 946.36 946.36 953.36 948.90
S2 938.13 938.13 952.14
S3 924.82 933.05 950.92
S4 911.51 919.74 947.26
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,125.81 1,101.73 978.13
R3 1,057.17 1,033.09 959.26
R2 988.53 988.53 952.96
R1 964.45 964.45 946.67 976.49
PP 919.89 919.89 919.89 925.91
S1 895.81 895.81 934.09 907.85
S2 851.25 851.25 927.80
S3 782.61 827.17 921.50
S4 713.97 758.53 902.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.53 910.15 46.38 4.9% 14.30 1.5% 96% True False
10 956.53 869.32 87.21 9.1% 14.42 1.5% 98% True False
20 956.53 869.32 87.21 9.1% 14.93 1.6% 98% True False
40 956.53 869.32 87.21 9.1% 16.46 1.7% 98% True False
60 956.53 847.12 109.41 11.5% 17.27 1.8% 98% True False
80 956.53 779.81 176.72 18.5% 18.17 1.9% 99% True False
100 956.53 666.79 289.74 30.4% 19.97 2.1% 99% True False
120 956.53 666.79 289.74 30.4% 20.80 2.2% 99% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,013.10
2.618 991.38
1.618 978.07
1.000 969.84
0.618 964.76
HIGH 956.53
0.618 951.45
0.500 949.88
0.382 948.30
LOW 943.22
0.618 934.99
1.000 929.91
1.618 921.68
2.618 908.37
4.250 886.65
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 953.01 951.58
PP 951.44 948.59
S1 949.88 945.59

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.