S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-2003
Day Change Summary
Previous Current
07-Jan-2003 08-Jan-2003 Change Change % Previous Week
Open 929.57 921.69 -7.88 -0.8% 875.44
High 930.81 921.69 -9.12 -1.0% 911.25
Low 919.93 908.32 -11.61 -1.3% 869.45
Close 922.93 909.93 -13.00 -1.4% 908.59
Range 10.88 13.37 2.49 22.9% 41.80
ATR 15.75 15.67 -0.08 -0.5% 0.00
Volume
Daily Pivots for day following 08-Jan-2003
Classic Woodie Camarilla DeMark
R4 953.42 945.05 917.28
R3 940.05 931.68 913.61
R2 926.68 926.68 912.38
R1 918.31 918.31 911.16 915.81
PP 913.31 913.31 913.31 912.07
S1 904.94 904.94 908.70 902.44
S2 899.94 899.94 907.48
S3 886.57 891.57 906.25
S4 873.20 878.20 902.58
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
5 931.77 881.44 50.33 5.5% 16.55 1.8% 57% False False
10 931.77 869.45 62.32 6.8% 14.47 1.6% 65% False False
20 931.77 869.45 62.32 6.8% 13.89 1.5% 65% False False
40 954.28 869.45 84.83 9.3% 15.41 1.7% 48% False False
60 954.28 828.37 125.91 13.8% 17.26 1.9% 65% False False
80 954.28 768.63 185.65 20.4% 19.11 2.1% 76% False False
100 965.00 768.63 196.37 21.6% 19.37 2.1% 72% False False
120 965.00 768.63 196.37 21.6% 21.40 2.4% 72% 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 1.96
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 978.51
2.618 956.69
1.618 943.32
1.000 935.06
0.618 929.95
HIGH 921.69
0.618 916.58
0.500 915.01
0.382 913.43
LOW 908.32
0.618 900.06
1.000 894.95
1.618 886.69
2.618 873.32
4.250 851.50
Fisher Pivots for day following 08-Jan-2003
Pivot 1 day 3 day
R1 915.01 920.05
PP 913.31 916.67
S1 911.62 913.30

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

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