S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-1987
Day Change Summary
Previous Current
05-May-1987 06-May-1987 Change Change % Previous Week
Open 289.36 295.34 5.98 2.1% 281.52
High 295.40 296.19 0.79 0.3% 290.08
Low 289.34 293.60 4.26 1.5% 276.22
Close 295.34 295.47 0.13 0.0% 288.03
Range 6.06 2.59 -3.47 -57.3% 13.86
ATR 5.10 4.92 -0.18 -3.5% 0.00
Volume
Daily Pivots for day following 06-May-1987
Classic Woodie Camarilla DeMark
R4 302.86 301.75 296.89
R3 300.27 299.16 296.18
R2 297.68 297.68 295.94
R1 296.57 296.57 295.71 297.13
PP 295.09 295.09 295.09 295.36
S1 293.98 293.98 295.23 294.54
S2 292.50 292.50 295.00
S3 289.91 291.39 294.76
S4 287.32 288.80 294.05
Weekly Pivots for week ending 01-May-1987
Classic Woodie Camarilla DeMark
R4 326.36 321.05 295.65
R3 312.50 307.19 291.84
R2 298.64 298.64 290.57
R1 293.33 293.33 289.30 295.99
PP 284.78 284.78 284.78 286.10
S1 279.47 279.47 286.76 282.13
S2 270.92 270.92 285.49
S3 257.06 265.61 284.22
S4 243.20 251.75 280.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 296.19 284.57 11.62 3.9% 4.19 1.4% 94% True False
10 296.19 276.22 19.97 6.8% 4.77 1.6% 96% True False
20 299.20 275.67 23.53 8.0% 5.50 1.9% 84% False False
40 303.65 275.67 27.98 9.5% 4.68 1.6% 71% False False
60 303.65 273.49 30.16 10.2% 4.26 1.4% 73% False False
80 303.65 259.21 44.44 15.0% 4.22 1.4% 82% False False
100 303.65 241.28 62.37 21.1% 3.91 1.3% 87% False False
120 303.65 235.51 68.14 23.1% 3.76 1.3% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.87
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 307.20
2.618 302.97
1.618 300.38
1.000 298.78
0.618 297.79
HIGH 296.19
0.618 295.20
0.500 294.90
0.382 294.59
LOW 293.60
0.618 292.00
1.000 291.01
1.618 289.41
2.618 286.82
4.250 282.59
Fisher Pivots for day following 06-May-1987
Pivot 1 day 3 day
R1 295.28 294.08
PP 295.09 292.68
S1 294.90 291.29

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.