S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-2003
Day Change Summary
Previous Current
21-Jan-2003 22-Jan-2003 Change Change % Previous Week
Open 901.79 887.60 -14.19 -1.6% 929.29
High 906.00 889.74 -16.26 -1.8% 935.05
Low 887.62 877.64 -9.98 -1.1% 899.02
Close 887.62 878.36 -9.26 -1.0% 901.78
Range 18.38 12.10 -6.28 -34.2% 36.03
ATR 15.43 15.19 -0.24 -1.5% 0.00
Volume
Daily Pivots for day following 22-Jan-2003
Classic Woodie Camarilla DeMark
R4 918.21 910.39 885.02
R3 906.11 898.29 881.69
R2 894.01 894.01 880.58
R1 886.19 886.19 879.47 884.05
PP 881.91 881.91 881.91 880.85
S1 874.09 874.09 877.25 871.95
S2 869.81 869.81 876.14
S3 857.71 861.99 875.03
S4 845.61 849.89 871.71
Weekly Pivots for week ending 17-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,020.04 996.94 921.60
R3 984.01 960.91 911.69
R2 947.98 947.98 908.39
R1 924.88 924.88 905.08 918.42
PP 911.95 911.95 911.95 908.72
S1 888.85 888.85 898.48 882.39
S2 875.92 875.92 895.17
S3 839.89 852.82 891.87
S4 803.86 816.79 881.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.59 877.64 54.95 6.3% 14.49 1.6% 1% False True
10 935.05 877.64 57.41 6.5% 14.12 1.6% 1% False True
20 935.05 869.45 65.60 7.5% 14.13 1.6% 14% False False
40 954.28 869.45 84.83 9.7% 14.65 1.7% 11% False False
60 954.28 867.91 86.37 9.8% 16.06 1.8% 12% False False
80 954.28 768.63 185.65 21.1% 18.54 2.1% 59% False False
100 954.28 768.63 185.65 21.1% 18.77 2.1% 59% False False
120 965.00 768.63 196.37 22.4% 19.78 2.3% 56% 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 2.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 941.17
2.618 921.42
1.618 909.32
1.000 901.84
0.618 897.22
HIGH 889.74
0.618 885.12
0.500 883.69
0.382 882.26
LOW 877.64
0.618 870.16
1.000 865.54
1.618 858.06
2.618 845.96
4.250 826.22
Fisher Pivots for day following 22-Jan-2003
Pivot 1 day 3 day
R1 883.69 894.35
PP 881.91 889.02
S1 880.14 883.69

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

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