S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-1987
Day Change Summary
Previous Current
12-Nov-1987 13-Nov-1987 Change Change % Previous Week
Open 241.90 248.52 6.62 2.7% 250.41
High 249.90 249.42 -0.48 -0.2% 250.41
Low 241.90 245.64 3.74 1.5% 237.64
Close 248.52 245.64 -2.88 -1.2% 245.64
Range 8.00 3.78 -4.22 -52.8% 12.77
ATR 9.75 9.32 -0.43 -4.4% 0.00
Volume
Daily Pivots for day following 13-Nov-1987
Classic Woodie Camarilla DeMark
R4 258.24 255.72 247.72
R3 254.46 251.94 246.68
R2 250.68 250.68 246.33
R1 248.16 248.16 245.99 247.53
PP 246.90 246.90 246.90 246.59
S1 244.38 244.38 245.29 243.75
S2 243.12 243.12 244.95
S3 239.34 240.60 244.60
S4 235.56 236.82 243.56
Weekly Pivots for week ending 13-Nov-1987
Classic Woodie Camarilla DeMark
R4 282.87 277.03 252.66
R3 270.10 264.26 249.15
R2 257.33 257.33 247.98
R1 251.49 251.49 246.81 248.03
PP 244.56 244.56 244.56 242.83
S1 238.72 238.72 244.47 235.26
S2 231.79 231.79 243.30
S3 219.02 225.95 242.13
S4 206.25 213.18 238.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 250.41 237.64 12.77 5.2% 5.91 2.4% 63% False False
10 257.21 237.64 19.57 8.0% 6.97 2.8% 41% False False
20 282.70 216.46 66.24 27.0% 13.43 5.5% 44% False False
40 328.94 216.46 112.48 45.8% 9.60 3.9% 26% False False
60 337.89 216.46 121.43 49.4% 7.91 3.2% 24% False False
80 337.89 216.46 121.43 49.4% 6.83 2.8% 24% False False
100 337.89 216.46 121.43 49.4% 6.03 2.5% 24% False False
120 337.89 216.46 121.43 49.4% 5.65 2.3% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.77
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 265.49
2.618 259.32
1.618 255.54
1.000 253.20
0.618 251.76
HIGH 249.42
0.618 247.98
0.500 247.53
0.382 247.08
LOW 245.64
0.618 243.30
1.000 241.86
1.618 239.52
2.618 235.74
4.250 229.58
Fisher Pivots for day following 13-Nov-1987
Pivot 1 day 3 day
R1 247.53 245.24
PP 246.90 244.85
S1 246.27 244.45

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.