S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-1987
Day Change Summary
Previous Current
10-Jun-1987 11-Jun-1987 Change Change % Previous Week
Open 297.28 297.47 0.19 0.1% 290.10
High 300.81 298.94 -1.87 -0.6% 295.11
Low 295.66 297.47 1.81 0.6% 286.93
Close 297.47 298.73 1.26 0.4% 293.45
Range 5.15 1.47 -3.68 -71.5% 8.18
ATR 4.19 4.00 -0.19 -4.6% 0.00
Volume
Daily Pivots for day following 11-Jun-1987
Classic Woodie Camarilla DeMark
R4 302.79 302.23 299.54
R3 301.32 300.76 299.13
R2 299.85 299.85 299.00
R1 299.29 299.29 298.86 299.57
PP 298.38 298.38 298.38 298.52
S1 297.82 297.82 298.60 298.10
S2 296.91 296.91 298.46
S3 295.44 296.35 298.33
S4 293.97 294.88 297.92
Weekly Pivots for week ending 05-Jun-1987
Classic Woodie Camarilla DeMark
R4 316.37 313.09 297.95
R3 308.19 304.91 295.70
R2 300.01 300.01 294.95
R1 296.73 296.73 294.20 298.37
PP 291.83 291.83 291.83 292.65
S1 288.55 288.55 292.70 290.19
S2 283.65 283.65 291.95
S3 275.47 280.37 291.20
S4 267.29 272.19 288.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 300.81 291.55 9.26 3.1% 3.22 1.1% 78% False False
10 300.81 286.93 13.88 4.6% 3.34 1.1% 85% False False
20 300.81 277.01 23.80 8.0% 4.10 1.4% 91% False False
40 300.81 276.22 24.59 8.2% 4.56 1.5% 92% False False
60 303.65 275.67 27.98 9.4% 4.59 1.5% 82% False False
80 303.65 275.67 27.98 9.4% 4.19 1.4% 82% False False
100 303.65 267.32 36.33 12.2% 4.24 1.4% 86% False False
120 303.65 241.28 62.37 20.9% 4.02 1.3% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 305.19
2.618 302.79
1.618 301.32
1.000 300.41
0.618 299.85
HIGH 298.94
0.618 298.38
0.500 298.21
0.382 298.03
LOW 297.47
0.618 296.56
1.000 296.00
1.618 295.09
2.618 293.62
4.250 291.22
Fisher Pivots for day following 11-Jun-1987
Pivot 1 day 3 day
R1 298.56 298.57
PP 298.38 298.40
S1 298.21 298.24

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.