S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Nov-1987
Day Change Summary
Previous Current
30-Oct-1987 02-Nov-1987 Change Change % Previous Week
Open 244.77 251.79 7.02 2.9% 248.22
High 254.04 255.75 1.71 0.7% 254.04
Low 244.77 249.15 4.38 1.8% 226.29
Close 251.79 255.75 3.96 1.6% 251.79
Range 9.27 6.60 -2.67 -28.8% 27.75
ATR 12.18 11.79 -0.40 -3.3% 0.00
Volume
Daily Pivots for day following 02-Nov-1987
Classic Woodie Camarilla DeMark
R4 273.35 271.15 259.38
R3 266.75 264.55 257.57
R2 260.15 260.15 256.96
R1 257.95 257.95 256.36 259.05
PP 253.55 253.55 253.55 254.10
S1 251.35 251.35 255.15 252.45
S2 246.95 246.95 254.54
S3 240.35 244.75 253.94
S4 233.75 238.15 252.12
Weekly Pivots for week ending 30-Oct-1987
Classic Woodie Camarilla DeMark
R4 327.29 317.29 267.05
R3 299.54 289.54 259.42
R2 271.79 271.79 256.88
R1 261.79 261.79 254.33 266.79
PP 244.04 244.04 244.04 246.54
S1 234.04 234.04 249.25 239.04
S2 216.29 216.29 246.70
S3 188.54 206.29 244.16
S4 160.79 178.54 236.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 255.75 226.29 29.46 11.5% 10.34 4.0% 100% True False
10 259.26 216.46 42.80 16.7% 14.76 5.8% 92% False False
20 328.08 216.46 111.62 43.6% 13.66 5.3% 35% False False
40 328.94 216.46 112.48 44.0% 8.99 3.5% 35% False False
60 337.89 216.46 121.43 47.5% 7.53 2.9% 32% False False
80 337.89 216.46 121.43 47.5% 6.39 2.5% 32% False False
100 337.89 216.46 121.43 47.5% 5.76 2.3% 32% False False
120 337.89 216.46 121.43 47.5% 5.48 2.1% 32% 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 1.89
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 283.80
2.618 273.03
1.618 266.43
1.000 262.35
0.618 259.83
HIGH 255.75
0.618 253.23
0.500 252.45
0.382 251.67
LOW 249.15
0.618 245.07
1.000 242.55
1.618 238.47
2.618 231.87
4.250 221.10
Fisher Pivots for day following 02-Nov-1987
Pivot 1 day 3 day
R1 254.65 252.01
PP 253.55 248.26
S1 252.45 244.52

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.