S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-2003
Day Change Summary
Previous Current
06-Jan-2003 07-Jan-2003 Change Change % Previous Week
Open 909.04 929.57 20.53 2.3% 875.44
High 931.77 930.81 -0.96 -0.1% 911.25
Low 909.04 919.93 10.89 1.2% 869.45
Close 929.01 922.93 -6.08 -0.7% 908.59
Range 22.73 10.88 -11.85 -52.1% 41.80
ATR 16.13 15.75 -0.37 -2.3% 0.00
Volume
Daily Pivots for day following 07-Jan-2003
Classic Woodie Camarilla DeMark
R4 957.20 950.94 928.91
R3 946.32 940.06 925.92
R2 935.44 935.44 924.92
R1 929.18 929.18 923.93 926.87
PP 924.56 924.56 924.56 923.40
S1 918.30 918.30 921.93 915.99
S2 913.68 913.68 920.94
S3 902.80 907.42 919.94
S4 891.92 896.54 916.95
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 6.8% 16.37 1.8% 86% False False
10 931.77 869.45 62.32 6.8% 14.15 1.5% 86% False False
20 931.77 869.45 62.32 6.8% 14.17 1.5% 86% False False
40 954.28 869.45 84.83 9.2% 15.54 1.7% 63% False False
60 954.28 806.05 148.23 16.1% 17.66 1.9% 79% False False
80 954.28 768.63 185.65 20.1% 19.14 2.1% 83% False False
100 965.00 768.63 196.37 21.3% 19.39 2.1% 79% False False
120 965.00 768.63 196.37 21.3% 21.52 2.3% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 977.05
2.618 959.29
1.618 948.41
1.000 941.69
0.618 937.53
HIGH 930.81
0.618 926.65
0.500 925.37
0.382 924.09
LOW 919.93
0.618 913.21
1.000 909.05
1.618 902.33
2.618 891.45
4.250 873.69
Fisher Pivots for day following 07-Jan-2003
Pivot 1 day 3 day
R1 925.37 921.09
PP 924.56 919.26
S1 923.74 917.42

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

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