S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Dec-1987
Day Change Summary
Previous Current
28-Dec-1987 29-Dec-1987 Change Change % Previous Week
Open 252.02 245.57 -6.45 -2.6% 249.16
High 252.02 245.88 -6.14 -2.4% 253.35
Low 244.19 244.28 0.09 0.0% 247.01
Close 245.57 244.59 -0.98 -0.4% 252.02
Range 7.83 1.60 -6.23 -79.6% 6.34
ATR 5.41 5.14 -0.27 -5.0% 0.00
Volume
Daily Pivots for day following 29-Dec-1987
Classic Woodie Camarilla DeMark
R4 249.72 248.75 245.47
R3 248.12 247.15 245.03
R2 246.52 246.52 244.88
R1 245.55 245.55 244.74 245.24
PP 244.92 244.92 244.92 244.76
S1 243.95 243.95 244.44 243.64
S2 243.32 243.32 244.30
S3 241.72 242.35 244.15
S4 240.12 240.75 243.71
Weekly Pivots for week ending 25-Dec-1987
Classic Woodie Camarilla DeMark
R4 269.81 267.26 255.51
R3 263.47 260.92 253.76
R2 257.13 257.13 253.18
R1 254.58 254.58 252.60 255.86
PP 250.79 250.79 250.79 251.43
S1 248.24 248.24 251.44 249.52
S2 244.45 244.45 250.86
S3 238.11 241.90 250.28
S4 231.77 235.56 248.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.35 244.19 9.16 3.7% 3.45 1.4% 4% False False
10 253.35 241.31 12.04 4.9% 4.07 1.7% 27% False False
20 253.35 221.24 32.11 13.1% 4.77 1.9% 73% False False
40 257.21 221.24 35.97 14.7% 5.52 2.3% 65% False False
60 328.57 216.46 112.11 45.8% 8.16 3.3% 25% False False
80 328.94 216.46 112.48 46.0% 7.24 3.0% 25% False False
100 337.89 216.46 121.43 49.6% 6.68 2.7% 23% False False
120 337.89 216.46 121.43 49.6% 6.06 2.5% 23% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 252.68
2.618 250.07
1.618 248.47
1.000 247.48
0.618 246.87
HIGH 245.88
0.618 245.27
0.500 245.08
0.382 244.89
LOW 244.28
0.618 243.29
1.000 242.68
1.618 241.69
2.618 240.09
4.250 237.48
Fisher Pivots for day following 29-Dec-1987
Pivot 1 day 3 day
R1 245.08 248.68
PP 244.92 247.31
S1 244.75 245.95

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.