S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-2003
Day Change Summary
Previous Current
07-Aug-2003 08-Aug-2003 Change Change % Previous Week
Open 966.93 975.25 8.32 0.9% 979.92
High 974.89 980.57 5.68 0.6% 985.75
Low 963.82 973.83 10.01 1.0% 960.84
Close 974.12 977.59 3.47 0.4% 977.59
Range 11.07 6.74 -4.33 -39.1% 24.91
ATR 14.24 13.70 -0.54 -3.8% 0.00
Volume
Daily Pivots for day following 08-Aug-2003
Classic Woodie Camarilla DeMark
R4 997.55 994.31 981.30
R3 990.81 987.57 979.44
R2 984.07 984.07 978.83
R1 980.83 980.83 978.21 982.45
PP 977.33 977.33 977.33 978.14
S1 974.09 974.09 976.97 975.71
S2 970.59 970.59 976.35
S3 963.85 967.35 975.74
S4 957.11 960.61 973.88
Weekly Pivots for week ending 08-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,049.46 1,038.43 991.29
R3 1,024.55 1,013.52 984.44
R2 999.64 999.64 982.16
R1 988.61 988.61 979.87 981.67
PP 974.73 974.73 974.73 971.26
S1 963.70 963.70 975.31 956.76
S2 949.82 949.82 973.02
S3 924.91 938.79 970.74
S4 900.00 913.88 963.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.75 960.84 24.91 2.5% 13.86 1.4% 67% False False
10 1,004.59 960.84 43.75 4.5% 12.43 1.3% 38% False False
20 1,015.41 960.84 54.57 5.6% 13.72 1.4% 31% False False
40 1,015.41 960.84 54.57 5.6% 13.70 1.4% 31% False False
60 1,015.41 912.05 103.36 10.6% 13.68 1.4% 63% False False
80 1,015.41 877.93 137.48 14.1% 13.67 1.4% 72% False False
100 1,015.41 843.68 171.73 17.6% 14.13 1.4% 78% False False
120 1,015.41 788.90 226.51 23.2% 14.47 1.5% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.17
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,009.22
2.618 998.22
1.618 991.48
1.000 987.31
0.618 984.74
HIGH 980.57
0.618 978.00
0.500 977.20
0.382 976.40
LOW 973.83
0.618 969.66
1.000 967.09
1.618 962.92
2.618 956.18
4.250 945.19
Fisher Pivots for day following 08-Aug-2003
Pivot 1 day 3 day
R1 977.46 975.30
PP 977.33 973.00
S1 977.20 970.71

These figures are updated between 7pm and 10pm EST after a trading day.

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