S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Nov-1987
Day Change Summary
Previous Current
06-Nov-1987 09-Nov-1987 Change Change % Previous Week
Open 254.48 250.41 -4.07 -1.6% 251.79
High 257.21 250.41 -6.80 -2.6% 257.21
Low 249.68 243.01 -6.67 -2.7% 242.78
Close 250.41 243.17 -7.24 -2.9% 250.41
Range 7.53 7.40 -0.13 -1.7% 14.43
ATR 10.88 10.64 -0.25 -2.3% 0.00
Volume
Daily Pivots for day following 09-Nov-1987
Classic Woodie Camarilla DeMark
R4 267.73 262.85 247.24
R3 260.33 255.45 245.21
R2 252.93 252.93 244.53
R1 248.05 248.05 243.85 246.79
PP 245.53 245.53 245.53 244.90
S1 240.65 240.65 242.49 239.39
S2 238.13 238.13 241.81
S3 230.73 233.25 241.14
S4 223.33 225.85 239.10
Weekly Pivots for week ending 06-Nov-1987
Classic Woodie Camarilla DeMark
R4 293.42 286.35 258.35
R3 278.99 271.92 254.38
R2 264.56 264.56 253.06
R1 257.49 257.49 251.73 253.81
PP 250.13 250.13 250.13 248.30
S1 243.06 243.06 249.09 239.38
S2 235.70 235.70 247.76
S3 221.27 228.63 246.44
S4 206.84 214.20 242.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 257.21 242.78 14.43 5.9% 8.19 3.4% 3% False False
10 257.21 226.29 30.92 12.7% 9.26 3.8% 55% False False
20 314.53 216.46 98.07 40.3% 14.29 5.9% 27% False False
40 328.94 216.46 112.48 46.3% 9.42 3.9% 24% False False
60 337.89 216.46 121.43 49.9% 7.86 3.2% 22% False False
80 337.89 216.46 121.43 49.9% 6.73 2.8% 22% False False
100 337.89 216.46 121.43 49.9% 5.98 2.5% 22% False False
120 337.89 216.46 121.43 49.9% 5.60 2.3% 22% False 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 1.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 281.86
2.618 269.78
1.618 262.38
1.000 257.81
0.618 254.98
HIGH 250.41
0.618 247.58
0.500 246.71
0.382 245.84
LOW 243.01
0.618 238.44
1.000 235.61
1.618 231.04
2.618 223.64
4.250 211.56
Fisher Pivots for day following 09-Nov-1987
Pivot 1 day 3 day
R1 246.71 250.11
PP 245.53 247.80
S1 244.35 245.48

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.