S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Aug-1987
Day Change Summary
Previous Current
12-Aug-1987 13-Aug-1987 Change Change % Previous Week
Open 333.33 332.39 -0.94 -0.3% 318.66
High 334.57 335.52 0.95 0.3% 324.15
Low 331.06 332.38 1.32 0.4% 314.51
Close 332.39 334.65 2.26 0.7% 323.00
Range 3.51 3.14 -0.37 -10.5% 9.64
ATR 3.43 3.41 -0.02 -0.6% 0.00
Volume
Daily Pivots for day following 13-Aug-1987
Classic Woodie Camarilla DeMark
R4 343.60 342.27 336.38
R3 340.46 339.13 335.51
R2 337.32 337.32 335.23
R1 335.99 335.99 334.94 336.66
PP 334.18 334.18 334.18 334.52
S1 332.85 332.85 334.36 333.52
S2 331.04 331.04 334.07
S3 327.90 329.71 333.79
S4 324.76 326.57 332.92
Weekly Pivots for week ending 07-Aug-1987
Classic Woodie Camarilla DeMark
R4 349.47 345.88 328.30
R3 339.83 336.24 325.65
R2 330.19 330.19 324.77
R1 326.60 326.60 323.88 328.40
PP 320.55 320.55 320.55 321.45
S1 316.96 316.96 322.12 318.76
S2 310.91 310.91 321.23
S3 301.27 307.32 320.35
S4 291.63 297.68 317.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 335.52 321.82 13.70 4.1% 4.05 1.2% 94% True False
10 335.52 314.51 21.01 6.3% 3.71 1.1% 96% True False
20 335.52 306.10 29.42 8.8% 3.29 1.0% 97% True False
40 335.52 296.04 39.48 11.8% 3.31 1.0% 98% True False
60 335.52 277.01 58.51 17.5% 3.36 1.0% 99% True False
80 335.52 276.22 59.30 17.7% 3.74 1.1% 99% True False
100 335.52 275.67 59.85 17.9% 4.04 1.2% 99% True False
120 335.52 275.67 59.85 17.9% 3.85 1.2% 99% True False
Crabel Price Patterns
NR True
NR4 True
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 0.61
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 348.87
2.618 343.74
1.618 340.60
1.000 338.66
0.618 337.46
HIGH 335.52
0.618 334.32
0.500 333.95
0.382 333.58
LOW 332.38
0.618 330.44
1.000 329.24
1.618 327.30
2.618 324.16
4.250 319.04
Fisher Pivots for day following 13-Aug-1987
Pivot 1 day 3 day
R1 334.42 333.69
PP 334.18 332.72
S1 333.95 331.76

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.