S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-1987
Day Change Summary
Previous Current
31-Dec-1986 02-Jan-1987 Change Change % Previous Week
Open 243.37 242.17 -1.20 -0.5% 246.92
High 244.03 246.45 2.42 1.0% 246.92
Low 241.28 242.17 0.89 0.4% 241.28
Close 242.17 246.45 4.28 1.8% 246.45
Range 2.75 4.28 1.53 55.6% 5.64
ATR 2.41 2.55 0.13 5.5% 0.00
Volume
Daily Pivots for day following 02-Jan-1987
Classic Woodie Camarilla DeMark
R4 257.86 256.44 248.80
R3 253.58 252.16 247.63
R2 249.30 249.30 247.23
R1 247.88 247.88 246.84 248.59
PP 245.02 245.02 245.02 245.38
S1 243.60 243.60 246.06 244.31
S2 240.74 240.74 245.67
S3 236.46 239.32 245.27
S4 232.18 235.04 244.10
Weekly Pivots for week ending 02-Jan-1987
Classic Woodie Camarilla DeMark
R4 261.80 259.77 249.55
R3 256.16 254.13 248.00
R2 250.52 250.52 247.48
R1 248.49 248.49 246.97 246.69
PP 244.88 244.88 244.88 243.98
S1 242.85 242.85 245.93 241.05
S2 239.24 239.24 245.42
S3 233.60 237.21 244.90
S4 227.96 231.57 243.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 247.09 241.28 5.81 2.4% 2.33 0.9% 89% False False
10 249.96 241.28 8.68 3.5% 2.36 1.0% 60% False False
20 254.42 241.28 13.14 5.3% 2.52 1.0% 39% False False
40 254.87 235.51 19.36 7.9% 2.61 1.1% 57% False False
60 254.87 233.68 21.19 8.6% 2.44 1.0% 60% False False
80 254.87 228.08 26.79 10.9% 2.68 1.1% 69% False False
100 254.87 228.08 26.79 10.9% 2.72 1.1% 69% False False
120 254.87 228.08 26.79 10.9% 2.70 1.1% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 264.64
2.618 257.66
1.618 253.38
1.000 250.73
0.618 249.10
HIGH 246.45
0.618 244.82
0.500 244.31
0.382 243.80
LOW 242.17
0.618 239.52
1.000 237.89
1.618 235.24
2.618 230.96
4.250 223.98
Fisher Pivots for day following 02-Jan-1987
Pivot 1 day 3 day
R1 245.74 245.59
PP 245.02 244.73
S1 244.31 243.87

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.