S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Apr-1987
Day Change Summary
Previous Current
06-Apr-1987 07-Apr-1987 Change Change % Previous Week
Open 300.41 301.95 1.54 0.5% 296.13
High 302.21 303.65 1.44 0.5% 301.30
Low 300.41 296.67 -3.74 -1.2% 286.69
Close 301.95 296.69 -5.26 -1.7% 300.41
Range 1.80 6.98 5.18 287.8% 14.61
ATR 3.80 4.02 0.23 6.0% 0.00
Volume
Daily Pivots for day following 07-Apr-1987
Classic Woodie Camarilla DeMark
R4 319.94 315.30 300.53
R3 312.96 308.32 298.61
R2 305.98 305.98 297.97
R1 301.34 301.34 297.33 300.17
PP 299.00 299.00 299.00 298.42
S1 294.36 294.36 296.05 293.19
S2 292.02 292.02 295.41
S3 285.04 287.38 294.77
S4 278.06 280.40 292.85
Weekly Pivots for week ending 03-Apr-1987
Classic Woodie Camarilla DeMark
R4 339.96 334.80 308.45
R3 325.35 320.19 304.43
R2 310.74 310.74 303.09
R1 305.58 305.58 301.75 308.16
PP 296.13 296.13 296.13 297.43
S1 290.97 290.97 299.07 293.55
S2 281.52 281.52 297.73
S3 266.91 276.36 296.39
S4 252.30 261.75 292.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 303.65 288.34 15.31 5.2% 4.86 1.6% 55% True False
10 303.65 286.69 16.96 5.7% 4.67 1.6% 59% True False
20 303.65 286.64 17.01 5.7% 3.86 1.3% 59% True False
40 303.65 273.49 30.16 10.2% 3.64 1.2% 77% True False
60 303.65 259.21 44.44 15.0% 3.79 1.3% 84% True False
80 303.65 241.28 62.37 21.0% 3.51 1.2% 89% True False
100 303.65 235.51 68.14 23.0% 3.41 1.2% 90% True False
120 303.65 234.78 68.87 23.2% 3.17 1.1% 90% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 333.32
2.618 321.92
1.618 314.94
1.000 310.63
0.618 307.96
HIGH 303.65
0.618 300.98
0.500 300.16
0.382 299.34
LOW 296.67
0.618 292.36
1.000 289.69
1.618 285.38
2.618 278.40
4.250 267.01
Fisher Pivots for day following 07-Apr-1987
Pivot 1 day 3 day
R1 300.16 297.98
PP 299.00 297.55
S1 297.85 297.12

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.