S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-1987
Day Change Summary
Previous Current
26-May-1987 27-May-1987 Change Change % Previous Week
Open 282.16 289.11 6.95 2.5% 287.43
High 289.11 290.78 1.67 0.6% 287.43
Low 282.16 288.19 6.03 2.1% 277.01
Close 289.11 288.73 -0.38 -0.1% 282.16
Range 6.95 2.59 -4.36 -62.7% 10.42
ATR 4.90 4.73 -0.16 -3.4% 0.00
Volume
Daily Pivots for day following 27-May-1987
Classic Woodie Camarilla DeMark
R4 297.00 295.46 290.15
R3 294.41 292.87 289.44
R2 291.82 291.82 289.20
R1 290.28 290.28 288.97 289.76
PP 289.23 289.23 289.23 288.97
S1 287.69 287.69 288.49 287.17
S2 286.64 286.64 288.26
S3 284.05 285.10 288.02
S4 281.46 282.51 287.31
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
5 290.78 277.01 13.77 4.8% 4.14 1.4% 85% True False
10 295.10 277.01 18.09 6.3% 4.72 1.6% 65% False False
20 298.69 277.01 21.68 7.5% 4.47 1.5% 54% False False
40 303.65 275.67 27.98 9.7% 5.04 1.7% 47% False False
60 303.65 275.67 27.98 9.7% 4.48 1.6% 47% False False
80 303.65 273.16 30.49 10.6% 4.28 1.5% 51% False False
100 303.65 246.45 57.20 19.8% 4.22 1.5% 74% False False
120 303.65 241.28 62.37 21.6% 3.94 1.4% 76% 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 0.52
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 301.79
2.618 297.56
1.618 294.97
1.000 293.37
0.618 292.38
HIGH 290.78
0.618 289.79
0.500 289.49
0.382 289.18
LOW 288.19
0.618 286.59
1.000 285.60
1.618 284.00
2.618 281.41
4.250 277.18
Fisher Pivots for day following 27-May-1987
Pivot 1 day 3 day
R1 289.49 287.65
PP 289.23 286.56
S1 288.98 285.48

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.