S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Dec-1987
Day Change Summary
Previous Current
07-Dec-1987 08-Dec-1987 Change Change % Previous Week
Open 223.92 228.76 4.84 2.2% 240.34
High 228.77 234.92 6.15 2.7% 240.34
Low 223.92 228.69 4.77 2.1% 221.24
Close 228.76 234.91 6.15 2.7% 223.92
Range 4.85 6.23 1.38 28.5% 19.10
ATR 6.79 6.75 -0.04 -0.6% 0.00
Volume
Daily Pivots for day following 08-Dec-1987
Classic Woodie Camarilla DeMark
R4 251.53 249.45 238.34
R3 245.30 243.22 236.62
R2 239.07 239.07 236.05
R1 236.99 236.99 235.48 238.03
PP 232.84 232.84 232.84 233.36
S1 230.76 230.76 234.34 231.80
S2 226.61 226.61 233.77
S3 220.38 224.53 233.20
S4 214.15 218.30 231.48
Weekly Pivots for week ending 04-Dec-1987
Classic Woodie Camarilla DeMark
R4 285.80 273.96 234.43
R3 266.70 254.86 229.17
R2 247.60 247.60 227.42
R1 235.76 235.76 225.67 232.13
PP 228.50 228.50 228.50 226.69
S1 216.66 216.66 222.17 213.03
S2 209.40 209.40 220.42
S3 190.30 197.56 218.67
S4 171.20 178.46 213.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 234.92 221.24 13.68 5.8% 5.73 2.4% 100% True False
10 247.90 221.24 26.66 11.3% 5.81 2.5% 51% False False
20 249.90 221.24 28.66 12.2% 5.51 2.3% 48% False False
40 314.53 216.46 98.07 41.7% 9.90 4.2% 19% False False
60 328.94 216.46 112.48 47.9% 8.11 3.5% 16% False False
80 337.89 216.46 121.43 51.7% 7.27 3.1% 15% False False
100 337.89 216.46 121.43 51.7% 6.48 2.8% 15% False False
120 337.89 216.46 121.43 51.7% 5.90 2.5% 15% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 261.40
2.618 251.23
1.618 245.00
1.000 241.15
0.618 238.77
HIGH 234.92
0.618 232.54
0.500 231.81
0.382 231.07
LOW 228.69
0.618 224.84
1.000 222.46
1.618 218.61
2.618 212.38
4.250 202.21
Fisher Pivots for day following 08-Dec-1987
Pivot 1 day 3 day
R1 233.88 232.63
PP 232.84 230.36
S1 231.81 228.08

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.