S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-1987
Day Change Summary
Previous Current
28-Jan-1987 29-Jan-1987 Change Change % Previous Week
Open 273.75 275.40 1.65 0.6% 266.28
High 275.71 276.85 1.14 0.4% 280.96
Low 273.03 272.54 -0.49 -0.2% 264.00
Close 275.40 274.24 -1.16 -0.4% 270.10
Range 2.68 4.31 1.63 60.8% 16.96
ATR 3.86 3.89 0.03 0.8% 0.00
Volume
Daily Pivots for day following 29-Jan-1987
Classic Woodie Camarilla DeMark
R4 287.47 285.17 276.61
R3 283.16 280.86 275.43
R2 278.85 278.85 275.03
R1 276.55 276.55 274.64 275.55
PP 274.54 274.54 274.54 274.04
S1 272.24 272.24 273.84 271.24
S2 270.23 270.23 273.45
S3 265.92 267.93 273.05
S4 261.61 263.62 271.87
Weekly Pivots for week ending 23-Jan-1987
Classic Woodie Camarilla DeMark
R4 322.57 313.29 279.43
R3 305.61 296.33 274.76
R2 288.65 288.65 273.21
R1 279.37 279.37 271.65 284.01
PP 271.69 271.69 271.69 274.01
S1 262.41 262.41 268.55 267.05
S2 254.73 254.73 266.99
S3 237.77 245.45 265.44
S4 220.81 228.49 260.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 280.96 267.73 13.23 4.8% 5.38 2.0% 49% False False
10 280.96 264.00 16.96 6.2% 4.88 1.8% 60% False False
20 280.96 242.17 38.79 14.1% 4.07 1.5% 83% False False
40 280.96 241.28 39.68 14.5% 3.23 1.2% 83% False False
60 280.96 235.51 45.45 16.6% 3.05 1.1% 85% False False
80 280.96 233.46 47.50 17.3% 2.82 1.0% 86% False False
100 280.96 228.08 52.88 19.3% 2.95 1.1% 87% False False
120 280.96 228.08 52.88 19.3% 2.94 1.1% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 295.17
2.618 288.13
1.618 283.82
1.000 281.16
0.618 279.51
HIGH 276.85
0.618 275.20
0.500 274.70
0.382 274.19
LOW 272.54
0.618 269.88
1.000 268.23
1.618 265.57
2.618 261.26
4.250 254.22
Fisher Pivots for day following 29-Jan-1987
Pivot 1 day 3 day
R1 274.70 273.90
PP 274.54 273.57
S1 274.39 273.23

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.