S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jan-2003
Day Change Summary
Previous Current
09-Jan-2003 10-Jan-2003 Change Change % Previous Week
Open 911.09 927.58 16.49 1.8% 909.04
High 928.31 932.89 4.58 0.5% 932.89
Low 911.09 917.66 6.57 0.7% 908.32
Close 927.57 927.57 0.00 0.0% 927.57
Range 17.22 15.23 -1.99 -11.6% 24.57
ATR 15.87 15.82 -0.05 -0.3% 0.00
Volume
Daily Pivots for day following 10-Jan-2003
Classic Woodie Camarilla DeMark
R4 971.73 964.88 935.95
R3 956.50 949.65 931.76
R2 941.27 941.27 930.36
R1 934.42 934.42 928.97 930.23
PP 926.04 926.04 926.04 923.95
S1 919.19 919.19 926.17 915.00
S2 910.81 910.81 924.78
S3 895.58 903.96 923.38
S4 880.35 888.73 919.19
Weekly Pivots for week ending 10-Jan-2003
Classic Woodie Camarilla DeMark
R4 996.64 986.67 941.08
R3 972.07 962.10 934.33
R2 947.50 947.50 932.07
R1 937.53 937.53 929.82 942.52
PP 922.93 922.93 922.93 925.42
S1 912.96 912.96 925.32 917.95
S2 898.36 898.36 923.07
S3 873.79 888.39 920.81
S4 849.22 863.82 914.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.89 908.32 24.57 2.6% 15.89 1.7% 78% True False
10 932.89 869.45 63.44 6.8% 15.64 1.7% 92% True False
20 932.89 869.45 63.44 6.8% 14.23 1.5% 92% True False
40 954.28 869.45 84.83 9.1% 15.31 1.7% 69% False False
60 954.28 856.28 98.00 10.6% 16.97 1.8% 73% False False
80 954.28 768.63 185.65 20.0% 18.98 2.0% 86% False False
100 965.00 768.63 196.37 21.2% 19.27 2.1% 81% False False
120 965.00 768.63 196.37 21.2% 21.03 2.3% 81% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 1.91
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 997.62
2.618 972.76
1.618 957.53
1.000 948.12
0.618 942.30
HIGH 932.89
0.618 927.07
0.500 925.28
0.382 923.48
LOW 917.66
0.618 908.25
1.000 902.43
1.618 893.02
2.618 877.79
4.250 852.93
Fisher Pivots for day following 10-Jan-2003
Pivot 1 day 3 day
R1 926.81 925.25
PP 926.04 922.93
S1 925.28 920.61

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

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