S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-1987
Day Change Summary
Previous Current
02-Apr-1987 03-Apr-1987 Change Change % Previous Week
Open 292.39 293.63 1.24 0.4% 296.13
High 294.47 301.30 6.83 2.3% 301.30
Low 292.02 292.30 0.28 0.1% 286.69
Close 293.63 300.41 6.78 2.3% 300.41
Range 2.45 9.00 6.55 267.3% 14.61
ATR 3.56 3.95 0.39 10.9% 0.00
Volume
Daily Pivots for day following 03-Apr-1987
Classic Woodie Camarilla DeMark
R4 325.00 321.71 305.36
R3 316.00 312.71 302.89
R2 307.00 307.00 302.06
R1 303.71 303.71 301.24 305.36
PP 298.00 298.00 298.00 298.83
S1 294.71 294.71 299.59 296.36
S2 289.00 289.00 298.76
S3 280.00 285.71 297.94
S4 271.00 276.71 295.46
Weekly Pivots for week ending 03-Apr-1987
Classic Woodie Camarilla DeMark
R4 339.96 334.80 308.45
R3 325.35 320.19 304.43
R2 310.74 310.74 303.09
R1 305.58 305.58 301.75 308.16
PP 296.13 296.13 296.13 297.43
S1 290.97 290.97 299.07 293.55
S2 281.52 281.52 297.73
S3 266.91 276.36 296.39
S4 252.30 261.75 292.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 301.30 286.69 14.61 4.9% 5.55 1.8% 94% True False
10 302.72 286.69 16.03 5.3% 4.34 1.4% 86% False False
20 302.72 286.64 16.08 5.4% 3.75 1.2% 86% False False
40 302.72 273.49 29.23 9.7% 3.62 1.2% 92% False False
60 302.72 256.11 46.61 15.5% 3.76 1.2% 95% False False
80 302.72 241.28 61.44 20.5% 3.48 1.2% 96% False False
100 302.72 235.51 67.21 22.4% 3.36 1.1% 97% False False
120 302.72 234.37 68.35 22.8% 3.15 1.0% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 339.55
2.618 324.86
1.618 315.86
1.000 310.30
0.618 306.86
HIGH 301.30
0.618 297.86
0.500 296.80
0.382 295.74
LOW 292.30
0.618 286.74
1.000 283.30
1.618 277.74
2.618 268.74
4.250 254.05
Fisher Pivots for day following 03-Apr-1987
Pivot 1 day 3 day
R1 299.21 298.55
PP 298.00 296.68
S1 296.80 294.82

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.