S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Sep-1987
Day Change Summary
Previous Current
18-Sep-1987 21-Sep-1987 Change Change % Previous Week
Open 314.93 314.86 -0.07 0.0% 321.98
High 316.99 317.66 0.67 0.2% 323.81
Low 314.86 310.12 -4.74 -1.5% 313.45
Close 314.86 310.54 -4.32 -1.4% 314.86
Range 2.13 7.54 5.41 254.0% 10.36
ATR 4.30 4.53 0.23 5.4% 0.00
Volume
Daily Pivots for day following 21-Sep-1987
Classic Woodie Camarilla DeMark
R4 335.39 330.51 314.69
R3 327.85 322.97 312.61
R2 320.31 320.31 311.92
R1 315.43 315.43 311.23 314.10
PP 312.77 312.77 312.77 312.11
S1 307.89 307.89 309.85 306.56
S2 305.23 305.23 309.16
S3 297.69 300.35 308.47
S4 290.15 292.81 306.39
Weekly Pivots for week ending 18-Sep-1987
Classic Woodie Camarilla DeMark
R4 348.45 342.02 320.56
R3 338.09 331.66 317.71
R2 327.73 327.73 316.76
R1 321.30 321.30 315.81 319.34
PP 317.37 317.37 317.37 316.39
S1 310.94 310.94 313.91 308.98
S2 307.01 307.01 312.96
S3 296.65 300.58 312.01
S4 286.29 290.22 309.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 323.08 310.12 12.96 4.2% 4.53 1.5% 3% False True
10 323.81 308.56 15.25 4.9% 4.63 1.5% 13% False False
20 337.89 308.56 29.33 9.4% 4.81 1.5% 7% False False
40 337.89 308.56 29.33 9.4% 4.22 1.4% 7% False False
60 337.89 302.53 35.36 11.4% 3.74 1.2% 23% False False
80 337.89 286.93 50.96 16.4% 3.70 1.2% 46% False False
100 337.89 277.01 60.88 19.6% 3.87 1.2% 55% False False
120 337.89 275.67 62.22 20.0% 4.17 1.3% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.87
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 349.71
2.618 337.40
1.618 329.86
1.000 325.20
0.618 322.32
HIGH 317.66
0.618 314.78
0.500 313.89
0.382 313.00
LOW 310.12
0.618 305.46
1.000 302.58
1.618 297.92
2.618 290.38
4.250 278.08
Fisher Pivots for day following 21-Sep-1987
Pivot 1 day 3 day
R1 313.89 313.89
PP 312.77 312.77
S1 311.66 311.66

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.