S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-1987
Day Change Summary
Previous Current
25-Mar-1987 26-Mar-1987 Change Change % Previous Week
Open 301.64 300.38 -1.26 -0.4% 289.89
High 301.85 302.72 0.87 0.3% 298.17
Low 299.36 300.38 1.02 0.3% 286.64
Close 300.38 300.93 0.55 0.2% 298.17
Range 2.49 2.34 -0.15 -6.0% 11.53
ATR 3.13 3.07 -0.06 -1.8% 0.00
Volume
Daily Pivots for day following 26-Mar-1987
Classic Woodie Camarilla DeMark
R4 308.36 306.99 302.22
R3 306.02 304.65 301.57
R2 303.68 303.68 301.36
R1 302.31 302.31 301.14 303.00
PP 301.34 301.34 301.34 301.69
S1 299.97 299.97 300.72 300.66
S2 299.00 299.00 300.50
S3 296.66 297.63 300.29
S4 294.32 295.29 299.64
Weekly Pivots for week ending 20-Mar-1987
Classic Woodie Camarilla DeMark
R4 328.92 325.07 304.51
R3 317.39 313.54 301.34
R2 305.86 305.86 300.28
R1 302.01 302.01 299.23 303.94
PP 294.33 294.33 294.33 295.29
S1 290.48 290.48 297.11 292.41
S2 282.80 282.80 296.06
S3 271.27 278.95 295.00
S4 259.74 267.42 291.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 302.72 294.08 8.64 2.9% 2.87 1.0% 79% True False
10 302.72 286.64 16.08 5.3% 3.00 1.0% 89% True False
20 302.72 282.30 20.42 6.8% 2.83 0.9% 91% True False
40 302.72 271.38 31.34 10.4% 3.32 1.1% 94% True False
60 302.72 241.28 61.44 20.4% 3.54 1.2% 97% True False
80 302.72 241.28 61.44 20.4% 3.28 1.1% 97% True False
100 302.72 235.51 67.21 22.3% 3.14 1.0% 97% True False
120 302.72 233.17 69.55 23.1% 2.97 1.0% 97% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 312.67
2.618 308.85
1.618 306.51
1.000 305.06
0.618 304.17
HIGH 302.72
0.618 301.83
0.500 301.55
0.382 301.27
LOW 300.38
0.618 298.93
1.000 298.04
1.618 296.59
2.618 294.25
4.250 290.44
Fisher Pivots for day following 26-Mar-1987
Pivot 1 day 3 day
R1 301.55 301.04
PP 301.34 301.00
S1 301.14 300.97

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.