S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-1987
Day Change Summary
Previous Current
01-Jun-1987 02-Jun-1987 Change Change % Previous Week
Open 290.10 289.83 -0.27 -0.1% 282.16
High 291.96 290.94 -1.02 -0.3% 292.87
Low 289.23 286.93 -2.30 -0.8% 282.16
Close 289.83 288.46 -1.37 -0.5% 290.10
Range 2.73 4.01 1.28 46.9% 10.71
ATR 4.51 4.48 -0.04 -0.8% 0.00
Volume
Daily Pivots for day following 02-Jun-1987
Classic Woodie Camarilla DeMark
R4 300.81 298.64 290.67
R3 296.80 294.63 289.56
R2 292.79 292.79 289.20
R1 290.62 290.62 288.83 289.70
PP 288.78 288.78 288.78 288.32
S1 286.61 286.61 288.09 285.69
S2 284.77 284.77 287.72
S3 280.76 282.60 287.36
S4 276.75 278.59 286.25
Weekly Pivots for week ending 29-May-1987
Classic Woodie Camarilla DeMark
R4 320.51 316.01 295.99
R3 309.80 305.30 293.05
R2 299.09 299.09 292.06
R1 294.59 294.59 291.08 296.84
PP 288.38 288.38 288.38 289.50
S1 283.88 283.88 289.12 286.13
S2 277.67 277.67 288.14
S3 266.96 273.17 287.15
S4 256.25 262.46 284.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 292.87 286.33 6.54 2.3% 3.53 1.2% 33% False False
10 292.87 277.01 15.86 5.5% 4.43 1.5% 72% False False
20 298.69 277.01 21.68 7.5% 4.42 1.5% 53% False False
40 303.65 275.67 27.98 9.7% 4.96 1.7% 46% False False
60 303.65 275.67 27.98 9.7% 4.56 1.6% 46% False False
80 303.65 273.49 30.16 10.5% 4.29 1.5% 50% False False
100 303.65 256.11 47.54 16.5% 4.24 1.5% 68% False False
120 303.65 241.28 62.37 21.6% 3.98 1.4% 76% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.84
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 307.98
2.618 301.44
1.618 297.43
1.000 294.95
0.618 293.42
HIGH 290.94
0.618 289.41
0.500 288.94
0.382 288.46
LOW 286.93
0.618 284.45
1.000 282.92
1.618 280.44
2.618 276.43
4.250 269.89
Fisher Pivots for day following 02-Jun-1987
Pivot 1 day 3 day
R1 288.94 289.90
PP 288.78 289.42
S1 288.62 288.94

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.