S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-1987
Day Change Summary
Previous Current
06-Jan-1987 07-Jan-1987 Change Change % Previous Week
Open 252.19 252.78 0.59 0.2% 246.92
High 253.99 255.72 1.73 0.7% 246.92
Low 252.14 252.65 0.51 0.2% 241.28
Close 252.78 255.33 2.55 1.0% 246.45
Range 1.85 3.07 1.22 65.9% 5.64
ATR 2.73 2.76 0.02 0.9% 0.00
Volume
Daily Pivots for day following 07-Jan-1987
Classic Woodie Camarilla DeMark
R4 263.78 262.62 257.02
R3 260.71 259.55 256.17
R2 257.64 257.64 255.89
R1 256.48 256.48 255.61 257.06
PP 254.57 254.57 254.57 254.86
S1 253.41 253.41 255.05 253.99
S2 251.50 251.50 254.77
S3 248.43 250.34 254.49
S4 245.36 247.27 253.64
Weekly Pivots for week ending 02-Jan-1987
Classic Woodie Camarilla DeMark
R4 261.80 259.77 249.55
R3 256.16 254.13 248.00
R2 250.52 250.52 247.48
R1 248.49 248.49 246.97 246.69
PP 244.88 244.88 244.88 243.98
S1 242.85 242.85 245.93 241.05
S2 239.24 239.24 245.42
S3 233.60 237.21 244.90
S4 227.96 231.57 243.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 255.72 241.28 14.44 5.7% 3.61 1.4% 97% True False
10 255.72 241.28 14.44 5.7% 2.70 1.1% 97% True False
20 255.72 241.28 14.44 5.7% 2.66 1.0% 97% True False
40 255.72 235.51 20.21 7.9% 2.74 1.1% 98% True False
60 255.72 234.37 21.35 8.4% 2.51 1.0% 98% True False
80 255.72 228.08 27.64 10.8% 2.56 1.0% 99% True False
100 255.72 228.08 27.64 10.8% 2.75 1.1% 99% True False
120 255.72 228.08 27.64 10.8% 2.72 1.1% 99% True 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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 268.77
2.618 263.76
1.618 260.69
1.000 258.79
0.618 257.62
HIGH 255.72
0.618 254.55
0.500 254.19
0.382 253.82
LOW 252.65
0.618 250.75
1.000 249.58
1.618 247.68
2.618 244.61
4.250 239.60
Fisher Pivots for day following 07-Jan-1987
Pivot 1 day 3 day
R1 254.95 253.92
PP 254.57 252.50
S1 254.19 251.09

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.