S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-1987
Day Change Summary
Previous Current
23-Dec-1987 24-Dec-1987 Change Change % Previous Week
Open 249.95 253.16 3.21 1.3% 235.32
High 253.35 253.16 -0.19 -0.1% 249.18
Low 249.95 251.68 1.73 0.7% 235.04
Close 253.16 252.02 -1.14 -0.5% 249.16
Range 3.40 1.48 -1.92 -56.5% 14.14
ATR 5.51 5.22 -0.29 -5.2% 0.00
Volume
Daily Pivots for day following 24-Dec-1987
Classic Woodie Camarilla DeMark
R4 256.73 255.85 252.83
R3 255.25 254.37 252.43
R2 253.77 253.77 252.29
R1 252.89 252.89 252.16 252.59
PP 252.29 252.29 252.29 252.14
S1 251.41 251.41 251.88 251.11
S2 250.81 250.81 251.75
S3 249.33 249.93 251.61
S4 247.85 248.45 251.21
Weekly Pivots for week ending 18-Dec-1987
Classic Woodie Camarilla DeMark
R4 286.88 282.16 256.94
R3 272.74 268.02 253.05
R2 258.60 258.60 251.75
R1 253.88 253.88 250.46 256.24
PP 244.46 244.46 244.46 245.64
S1 239.74 239.74 247.86 242.10
S2 230.32 230.32 246.57
S3 216.18 225.60 245.27
S4 202.04 211.46 241.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 253.35 242.98 10.37 4.1% 3.20 1.3% 87% False False
10 253.35 233.35 20.00 7.9% 4.07 1.6% 93% False False
20 253.35 221.24 32.11 12.7% 5.21 2.1% 96% False False
40 257.21 221.24 35.97 14.3% 5.85 2.3% 86% False False
60 328.94 216.46 112.48 44.6% 8.12 3.2% 32% False False
80 328.94 216.46 112.48 44.6% 7.28 2.9% 32% False False
100 337.89 216.46 121.43 48.2% 6.67 2.6% 29% False False
120 337.89 216.46 121.43 48.2% 6.02 2.4% 29% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 259.45
2.618 257.03
1.618 255.55
1.000 254.64
0.618 254.07
HIGH 253.16
0.618 252.59
0.500 252.42
0.382 252.25
LOW 251.68
0.618 250.77
1.000 250.20
1.618 249.29
2.618 247.81
4.250 245.39
Fisher Pivots for day following 24-Dec-1987
Pivot 1 day 3 day
R1 252.42 251.41
PP 252.29 250.79
S1 252.15 250.18

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.