S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 954.07 972.16 18.09 1.9% 942.07
High 979.42 979.79 0.37 0.0% 979.79
Low 953.27 965.95 12.68 1.3% 940.99
Close 976.29 979.26 2.97 0.3% 979.26
Range 26.15 13.84 -12.31 -47.1% 38.80
ATR 16.45 16.26 -0.19 -1.1% 0.00
Volume
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,016.52 1,011.73 986.87
R3 1,002.68 997.89 983.07
R2 988.84 988.84 981.80
R1 984.05 984.05 980.53 986.45
PP 975.00 975.00 975.00 976.20
S1 970.21 970.21 977.99 972.61
S2 961.16 961.16 976.72
S3 947.32 956.37 975.45
S4 933.48 942.53 971.65
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,083.08 1,069.97 1,000.60
R3 1,044.28 1,031.17 989.93
R2 1,005.48 1,005.48 986.37
R1 992.37 992.37 982.82 998.93
PP 966.68 966.68 966.68 969.96
S1 953.57 953.57 975.70 960.13
S2 927.88 927.88 972.15
S3 889.08 914.77 968.59
S4 850.28 875.97 957.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979.79 940.99 38.80 4.0% 15.20 1.6% 99% True False
10 979.79 875.32 104.47 10.7% 15.86 1.6% 99% True False
20 979.79 869.32 110.47 11.3% 15.06 1.5% 100% True False
40 979.79 869.32 110.47 11.3% 15.91 1.6% 100% True False
60 979.79 866.10 113.69 11.6% 17.20 1.8% 100% True False
80 979.79 783.32 196.47 20.1% 18.02 1.8% 100% True False
100 979.79 666.79 313.00 32.0% 19.83 2.0% 100% True False
120 979.79 666.79 313.00 32.0% 20.63 2.1% 100% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,038.61
2.618 1,016.02
1.618 1,002.18
1.000 993.63
0.618 988.34
HIGH 979.79
0.618 974.50
0.500 972.87
0.382 971.24
LOW 965.95
0.618 957.40
1.000 952.11
1.618 943.56
2.618 929.72
4.250 907.13
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 977.13 974.10
PP 975.00 968.93
S1 972.87 963.77

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.