S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-1987
Day Change Summary
Previous Current
23-Apr-1987 24-Apr-1987 Change Change % Previous Week
Open 287.19 286.82 -0.37 -0.1% 286.91
High 289.12 286.82 -2.30 -0.8% 293.46
Low 284.28 281.18 -3.10 -1.1% 281.18
Close 286.82 281.52 -5.30 -1.8% 281.52
Range 4.84 5.64 0.80 16.5% 12.28
ATR 5.23 5.26 0.03 0.6% 0.00
Volume
Daily Pivots for day following 24-Apr-1987
Classic Woodie Camarilla DeMark
R4 300.09 296.45 284.62
R3 294.45 290.81 283.07
R2 288.81 288.81 282.55
R1 285.17 285.17 282.04 284.17
PP 283.17 283.17 283.17 282.68
S1 279.53 279.53 281.00 278.53
S2 277.53 277.53 280.49
S3 271.89 273.89 279.97
S4 266.25 268.25 278.42
Weekly Pivots for week ending 24-Apr-1987
Classic Woodie Camarilla DeMark
R4 322.23 314.15 288.27
R3 309.95 301.87 284.90
R2 297.67 297.67 283.77
R1 289.59 289.59 282.65 287.49
PP 285.39 285.39 285.39 284.34
S1 277.31 277.31 280.39 275.21
S2 273.11 273.11 279.27
S3 260.83 265.03 278.14
S4 248.55 252.75 274.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 293.46 281.18 12.28 4.4% 6.19 2.2% 3% False True
10 293.74 275.67 18.07 6.4% 6.26 2.2% 32% False False
20 303.65 275.67 27.98 9.9% 5.73 2.0% 21% False False
40 303.65 275.67 27.98 9.9% 4.28 1.5% 21% False False
60 303.65 271.38 32.27 11.5% 4.12 1.5% 31% False False
80 303.65 241.28 62.37 22.2% 4.09 1.5% 65% False False
100 303.65 241.28 62.37 22.2% 3.77 1.3% 65% False False
120 303.65 235.51 68.14 24.2% 3.57 1.3% 68% 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 0.87
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 310.79
2.618 301.59
1.618 295.95
1.000 292.46
0.618 290.31
HIGH 286.82
0.618 284.67
0.500 284.00
0.382 283.33
LOW 281.18
0.618 277.69
1.000 275.54
1.618 272.05
2.618 266.41
4.250 257.21
Fisher Pivots for day following 24-Apr-1987
Pivot 1 day 3 day
R1 284.00 287.32
PP 283.17 285.39
S1 282.35 283.45

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.