S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-1987
Day Change Summary
Previous Current
24-Mar-1987 25-Mar-1987 Change Change % Previous Week
Open 301.16 301.64 0.48 0.2% 289.89
High 301.92 301.85 -0.07 0.0% 298.17
Low 300.14 299.36 -0.78 -0.3% 286.64
Close 301.64 300.38 -1.26 -0.4% 298.17
Range 1.78 2.49 0.71 39.9% 11.53
ATR 3.18 3.13 -0.05 -1.5% 0.00
Volume
Daily Pivots for day following 25-Mar-1987
Classic Woodie Camarilla DeMark
R4 308.00 306.68 301.75
R3 305.51 304.19 301.06
R2 303.02 303.02 300.84
R1 301.70 301.70 300.61 301.12
PP 300.53 300.53 300.53 300.24
S1 299.21 299.21 300.15 298.63
S2 298.04 298.04 299.92
S3 295.55 296.72 299.70
S4 293.06 294.23 299.01
Weekly Pivots for week ending 20-Mar-1987
Classic Woodie Camarilla DeMark
R4 328.92 325.07 304.51
R3 317.39 313.54 301.34
R2 305.86 305.86 300.28
R1 302.01 302.01 299.23 303.94
PP 294.33 294.33 294.33 295.29
S1 290.48 290.48 297.11 292.41
S2 282.80 282.80 296.06
S3 271.27 278.95 295.00
S4 259.74 267.42 291.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 301.92 292.26 9.66 3.2% 2.85 0.9% 84% False False
10 301.92 286.64 15.28 5.1% 2.99 1.0% 90% False False
20 301.92 280.73 21.19 7.1% 2.89 1.0% 93% False False
40 301.92 271.38 30.54 10.2% 3.33 1.1% 95% False False
60 301.92 241.28 60.64 20.2% 3.53 1.2% 97% False False
80 301.92 241.28 60.64 20.2% 3.30 1.1% 97% False False
100 301.92 235.51 66.41 22.1% 3.13 1.0% 98% False False
120 301.92 232.79 69.13 23.0% 2.97 1.0% 98% False 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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 312.43
2.618 308.37
1.618 305.88
1.000 304.34
0.618 303.39
HIGH 301.85
0.618 300.90
0.500 300.61
0.382 300.31
LOW 299.36
0.618 297.82
1.000 296.87
1.618 295.33
2.618 292.84
4.250 288.78
Fisher Pivots for day following 25-Mar-1987
Pivot 1 day 3 day
R1 300.61 300.16
PP 300.53 299.93
S1 300.46 299.71

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.