S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-1987
Day Change Summary
Previous Current
15-Dec-1987 16-Dec-1987 Change Change % Previous Week
Open 242.19 242.81 0.62 0.3% 223.92
High 245.59 248.11 2.52 1.0% 240.09
Low 241.31 242.80 1.49 0.6% 223.92
Close 242.81 248.08 5.27 2.2% 235.32
Range 4.28 5.31 1.03 24.1% 16.17
ATR 6.29 6.22 -0.07 -1.1% 0.00
Volume
Daily Pivots for day following 16-Dec-1987
Classic Woodie Camarilla DeMark
R4 262.26 260.48 251.00
R3 256.95 255.17 249.54
R2 251.64 251.64 249.05
R1 249.86 249.86 248.57 250.75
PP 246.33 246.33 246.33 246.78
S1 244.55 244.55 247.59 245.44
S2 241.02 241.02 247.11
S3 235.71 239.24 246.62
S4 230.40 233.93 245.16
Weekly Pivots for week ending 11-Dec-1987
Classic Woodie Camarilla DeMark
R4 281.62 274.64 244.21
R3 265.45 258.47 239.77
R2 249.28 249.28 238.28
R1 242.30 242.30 236.80 245.79
PP 233.11 233.11 233.11 234.86
S1 226.13 226.13 233.84 229.62
S2 216.94 216.94 232.36
S3 200.77 209.96 230.87
S4 184.60 193.79 226.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 248.11 233.35 14.76 5.9% 5.13 2.1% 100% True False
10 248.11 221.24 26.87 10.8% 5.62 2.3% 100% True False
20 248.11 221.24 26.87 10.8% 5.47 2.2% 100% True False
40 259.26 221.24 38.02 15.3% 7.53 3.0% 71% False False
60 328.94 216.46 112.48 45.3% 8.09 3.3% 28% False False
80 337.89 216.46 121.43 48.9% 7.36 3.0% 26% False False
100 337.89 216.46 121.43 48.9% 6.63 2.7% 26% False False
120 337.89 216.46 121.43 48.9% 5.98 2.4% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 270.68
2.618 262.01
1.618 256.70
1.000 253.42
0.618 251.39
HIGH 248.11
0.618 246.08
0.500 245.46
0.382 244.83
LOW 242.80
0.618 239.52
1.000 237.49
1.618 234.21
2.618 228.90
4.250 220.23
Fisher Pivots for day following 16-Dec-1987
Pivot 1 day 3 day
R1 247.21 245.91
PP 246.33 243.74
S1 245.46 241.58

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.