S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Oct-1987
Day Change Summary
Previous Current
05-Oct-1987 06-Oct-1987 Change Change % Previous Week
Open 328.07 328.08 0.01 0.0% 320.16
High 328.57 328.08 -0.49 -0.1% 328.94
Low 326.09 319.17 -6.92 -2.1% 320.16
Close 328.08 319.22 -8.86 -2.7% 328.07
Range 2.48 8.91 6.43 259.3% 8.78
ATR 4.13 4.47 0.34 8.3% 0.00
Volume
Daily Pivots for day following 06-Oct-1987
Classic Woodie Camarilla DeMark
R4 348.89 342.96 324.12
R3 339.98 334.05 321.67
R2 331.07 331.07 320.85
R1 325.14 325.14 320.04 323.65
PP 322.16 322.16 322.16 321.41
S1 316.23 316.23 318.40 314.74
S2 313.25 313.25 317.59
S3 304.34 307.32 316.77
S4 295.43 298.41 314.32
Weekly Pivots for week ending 02-Oct-1987
Classic Woodie Camarilla DeMark
R4 352.06 348.85 332.90
R3 343.28 340.07 330.48
R2 334.50 334.50 329.68
R1 331.29 331.29 328.87 332.90
PP 325.72 325.72 325.72 326.53
S1 322.51 322.51 327.27 324.12
S2 316.94 316.94 326.46
S3 308.16 313.73 325.66
S4 299.38 304.95 323.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 328.94 319.17 9.77 3.1% 4.20 1.3% 1% False True
10 328.94 318.10 10.84 3.4% 3.82 1.2% 10% False False
20 328.94 308.69 20.25 6.3% 4.36 1.4% 52% False False
40 337.89 308.56 29.33 9.2% 4.54 1.4% 36% False False
60 337.89 306.10 31.79 10.0% 4.07 1.3% 41% False False
80 337.89 296.04 41.85 13.1% 3.85 1.2% 55% False False
100 337.89 277.01 60.88 19.1% 3.92 1.2% 69% False False
120 337.89 276.22 61.67 19.3% 4.07 1.3% 70% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 365.95
2.618 351.41
1.618 342.50
1.000 336.99
0.618 333.59
HIGH 328.08
0.618 324.68
0.500 323.63
0.382 322.57
LOW 319.17
0.618 313.66
1.000 310.26
1.618 304.75
2.618 295.84
4.250 281.30
Fisher Pivots for day following 06-Oct-1987
Pivot 1 day 3 day
R1 323.63 324.06
PP 322.16 322.44
S1 320.69 320.83

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.