S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-1987
Day Change Summary
Previous Current
22-May-1987 26-May-1987 Change Change % Previous Week
Open 280.17 282.16 1.99 0.7% 287.43
High 283.33 289.11 5.78 2.0% 287.43
Low 280.17 282.16 1.99 0.7% 277.01
Close 282.16 289.11 6.95 2.5% 282.16
Range 3.16 6.95 3.79 119.9% 10.42
ATR 4.74 4.90 0.16 3.3% 0.00
Volume
Daily Pivots for day following 26-May-1987
Classic Woodie Camarilla DeMark
R4 307.64 305.33 292.93
R3 300.69 298.38 291.02
R2 293.74 293.74 290.38
R1 291.43 291.43 289.75 292.59
PP 286.79 286.79 286.79 287.37
S1 284.48 284.48 288.47 285.64
S2 279.84 279.84 287.84
S3 272.89 277.53 287.20
S4 265.94 270.58 285.29
Weekly Pivots for week ending 22-May-1987
Classic Woodie Camarilla DeMark
R4 313.46 308.23 287.89
R3 303.04 297.81 285.03
R2 292.62 292.62 284.07
R1 287.39 287.39 283.12 284.80
PP 282.20 282.20 282.20 280.90
S1 276.97 276.97 281.20 274.38
S2 271.78 271.78 280.25
S3 261.36 266.55 279.29
S4 250.94 256.13 276.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 289.11 277.01 12.10 4.2% 5.33 1.8% 100% True False
10 295.10 277.01 18.09 6.3% 4.77 1.7% 67% False False
20 298.69 277.01 21.68 7.5% 4.55 1.6% 56% False False
40 303.65 275.67 27.98 9.7% 5.21 1.8% 48% False False
60 303.65 275.67 27.98 9.7% 4.48 1.5% 48% False False
80 303.65 271.38 32.27 11.2% 4.28 1.5% 55% False False
100 303.65 242.17 61.48 21.3% 4.24 1.5% 76% False False
120 303.65 241.28 62.37 21.6% 3.93 1.4% 77% 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 0.57
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 318.65
2.618 307.31
1.618 300.36
1.000 296.06
0.618 293.41
HIGH 289.11
0.618 286.46
0.500 285.64
0.382 284.81
LOW 282.16
0.618 277.86
1.000 275.21
1.618 270.91
2.618 263.96
4.250 252.62
Fisher Pivots for day following 26-May-1987
Pivot 1 day 3 day
R1 287.95 287.29
PP 286.79 285.48
S1 285.64 283.66

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.