S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jan-2003
Day Change Summary
Previous Current
14-Jan-2003 15-Jan-2003 Change Change % Previous Week
Open 926.15 932.17 6.02 0.7% 909.04
High 931.66 932.59 0.93 0.1% 932.89
Low 921.72 916.70 -5.02 -0.5% 908.32
Close 931.66 918.22 -13.44 -1.4% 927.57
Range 9.94 15.89 5.95 59.9% 24.57
ATR 15.21 15.26 0.05 0.3% 0.00
Volume
Daily Pivots for day following 15-Jan-2003
Classic Woodie Camarilla DeMark
R4 970.17 960.09 926.96
R3 954.28 944.20 922.59
R2 938.39 938.39 921.13
R1 928.31 928.31 919.68 925.41
PP 922.50 922.50 922.50 921.05
S1 912.42 912.42 916.76 909.52
S2 906.61 906.61 915.31
S3 890.72 896.53 913.85
S4 874.83 880.64 909.48
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
5 935.05 911.09 23.96 2.6% 14.26 1.6% 30% False False
10 935.05 881.44 53.61 5.8% 15.40 1.7% 69% False False
20 935.05 869.45 65.60 7.1% 14.05 1.5% 74% False False
40 954.28 869.45 84.83 9.2% 14.98 1.6% 57% False False
60 954.28 867.91 86.37 9.4% 16.58 1.8% 58% False False
80 954.28 768.63 185.65 20.2% 18.77 2.0% 81% False False
100 960.59 768.63 191.96 20.9% 19.09 2.1% 78% False False
120 965.00 768.63 196.37 21.4% 20.21 2.2% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.99
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,000.12
2.618 974.19
1.618 958.30
1.000 948.48
0.618 942.41
HIGH 932.59
0.618 926.52
0.500 924.65
0.382 922.77
LOW 916.70
0.618 906.88
1.000 900.81
1.618 890.99
2.618 875.10
4.250 849.17
Fisher Pivots for day following 15-Jan-2003
Pivot 1 day 3 day
R1 924.65 925.88
PP 922.50 923.32
S1 920.36 920.77

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

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