S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-1987
Day Change Summary
Previous Current
01-Apr-1987 02-Apr-1987 Change Change % Previous Week
Open 291.70 292.39 0.69 0.2% 298.17
High 292.39 294.47 2.08 0.7% 302.72
Low 288.34 292.02 3.68 1.3% 296.06
Close 292.39 293.63 1.24 0.4% 296.13
Range 4.05 2.45 -1.60 -39.5% 6.66
ATR 3.65 3.56 -0.09 -2.3% 0.00
Volume
Daily Pivots for day following 02-Apr-1987
Classic Woodie Camarilla DeMark
R4 300.72 299.63 294.98
R3 298.27 297.18 294.30
R2 295.82 295.82 294.08
R1 294.73 294.73 293.85 295.28
PP 293.37 293.37 293.37 293.65
S1 292.28 292.28 293.41 292.83
S2 290.92 290.92 293.18
S3 288.47 289.83 292.96
S4 286.02 287.38 292.28
Weekly Pivots for week ending 27-Mar-1987
Classic Woodie Camarilla DeMark
R4 318.28 313.87 299.79
R3 311.62 307.21 297.96
R2 304.96 304.96 297.35
R1 300.55 300.55 296.74 299.43
PP 298.30 298.30 298.30 297.74
S1 293.89 293.89 295.52 292.77
S2 291.64 291.64 294.91
S3 284.98 287.23 294.30
S4 278.32 280.57 292.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 301.41 286.69 14.72 5.0% 4.82 1.6% 47% False False
10 302.72 286.69 16.03 5.5% 3.85 1.3% 43% False False
20 302.72 286.64 16.08 5.5% 3.40 1.2% 43% False False
40 302.72 273.49 29.23 10.0% 3.48 1.2% 69% False False
60 302.72 254.97 47.75 16.3% 3.64 1.2% 81% False False
80 302.72 241.28 61.44 20.9% 3.40 1.2% 85% False False
100 302.72 235.51 67.21 22.9% 3.28 1.1% 86% False False
120 302.72 234.37 68.35 23.3% 3.08 1.0% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 304.88
2.618 300.88
1.618 298.43
1.000 296.92
0.618 295.98
HIGH 294.47
0.618 293.53
0.500 293.25
0.382 292.96
LOW 292.02
0.618 290.51
1.000 289.57
1.618 288.06
2.618 285.61
4.250 281.61
Fisher Pivots for day following 02-Apr-1987
Pivot 1 day 3 day
R1 293.50 292.89
PP 293.37 292.15
S1 293.25 291.41

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.