S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jun-1987
Day Change Summary
Previous Current
18-Jun-1987 19-Jun-1987 Change Change % Previous Week
Open 304.81 298.35 -6.46 -2.1% 301.62
High 304.81 306.97 2.16 0.7% 306.97
Low 296.04 298.35 2.31 0.8% 296.04
Close 298.35 306.97 8.62 2.9% 306.97
Range 8.77 8.62 -0.15 -1.7% 10.93
ATR 3.97 4.30 0.33 8.4% 0.00
Volume
Daily Pivots for day following 19-Jun-1987
Classic Woodie Camarilla DeMark
R4 329.96 327.08 311.71
R3 321.34 318.46 309.34
R2 312.72 312.72 308.55
R1 309.84 309.84 307.76 311.28
PP 304.10 304.10 304.10 304.82
S1 301.22 301.22 306.18 302.66
S2 295.48 295.48 305.39
S3 286.86 292.60 304.60
S4 278.24 283.98 302.23
Weekly Pivots for week ending 19-Jun-1987
Classic Woodie Camarilla DeMark
R4 336.12 332.47 312.98
R3 325.19 321.54 309.98
R2 314.26 314.26 308.97
R1 310.61 310.61 307.97 312.44
PP 303.33 303.33 303.33 304.24
S1 299.68 299.68 305.97 301.51
S2 292.40 292.40 304.97
S3 281.47 288.75 303.96
S4 270.54 277.82 300.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 306.97 296.04 10.93 3.6% 4.77 1.6% 100% True False
10 306.97 291.55 15.42 5.0% 4.12 1.3% 100% True False
20 306.97 280.17 26.80 8.7% 3.93 1.3% 100% True False
40 306.97 276.22 30.75 10.0% 4.33 1.4% 100% True False
60 306.97 275.67 31.30 10.2% 4.75 1.5% 100% True False
80 306.97 275.67 31.30 10.2% 4.28 1.4% 100% True False
100 306.97 271.38 35.59 11.6% 4.18 1.4% 100% True False
120 306.97 241.28 65.69 21.4% 4.14 1.3% 100% 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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 343.61
2.618 329.54
1.618 320.92
1.000 315.59
0.618 312.30
HIGH 306.97
0.618 303.68
0.500 302.66
0.382 301.64
LOW 298.35
0.618 293.02
1.000 289.73
1.618 284.40
2.618 275.78
4.250 261.72
Fisher Pivots for day following 19-Jun-1987
Pivot 1 day 3 day
R1 305.53 305.15
PP 304.10 303.33
S1 302.66 301.51

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.