S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-2003
Day Change Summary
Previous Current
03-Jan-2003 06-Jan-2003 Change Change % Previous Week
Open 908.49 909.04 0.55 0.1% 875.44
High 911.25 931.77 20.52 2.3% 911.25
Low 903.07 909.04 5.97 0.7% 869.45
Close 908.59 929.01 20.42 2.2% 908.59
Range 8.18 22.73 14.55 177.9% 41.80
ATR 15.59 16.13 0.54 3.5% 0.00
Volume
Daily Pivots for day following 06-Jan-2003
Classic Woodie Camarilla DeMark
R4 991.46 982.97 941.51
R3 968.73 960.24 935.26
R2 946.00 946.00 933.18
R1 937.51 937.51 931.09 941.76
PP 923.27 923.27 923.27 925.40
S1 914.78 914.78 926.93 919.03
S2 900.54 900.54 924.84
S3 877.81 892.05 922.76
S4 855.08 869.32 916.51
Weekly Pivots for week ending 03-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,021.83 1,007.01 931.58
R3 980.03 965.21 920.09
R2 938.23 938.23 916.25
R1 923.41 923.41 912.42 930.82
PP 896.43 896.43 896.43 900.14
S1 881.61 881.61 904.76 889.02
S2 854.63 854.63 900.93
S3 812.83 839.81 897.10
S4 771.03 798.01 885.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931.77 869.45 62.32 6.7% 16.57 1.8% 96% True False
10 931.77 869.45 62.32 6.7% 14.40 1.6% 96% True False
20 931.77 869.45 62.32 6.7% 14.60 1.6% 96% True False
40 954.28 869.45 84.83 9.1% 15.88 1.7% 70% False False
60 954.28 768.63 185.65 20.0% 18.11 1.9% 86% False False
80 954.28 768.63 185.65 20.0% 19.30 2.1% 86% False False
100 965.00 768.63 196.37 21.1% 19.72 2.1% 82% False False
120 965.00 768.63 196.37 21.1% 21.69 2.3% 82% 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 2.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,028.37
2.618 991.28
1.618 968.55
1.000 954.50
0.618 945.82
HIGH 931.77
0.618 923.09
0.500 920.41
0.382 917.72
LOW 909.04
0.618 894.99
1.000 886.31
1.618 872.26
2.618 849.53
4.250 812.44
Fisher Pivots for day following 06-Jan-2003
Pivot 1 day 3 day
R1 926.14 921.54
PP 923.27 914.07
S1 920.41 906.61

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

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