S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-2003
Day Change Summary
Previous Current
24-Jan-2003 27-Jan-2003 Change Change % Previous Week
Open 886.28 859.81 -26.47 -3.0% 901.79
High 886.28 863.95 -22.33 -2.5% 906.00
Low 859.71 844.25 -15.46 -1.8% 859.71
Close 861.40 847.48 -13.92 -1.6% 861.40
Range 26.57 19.70 -6.87 -25.9% 46.29
ATR 15.96 16.23 0.27 1.7% 0.00
Volume
Daily Pivots for day following 27-Jan-2003
Classic Woodie Camarilla DeMark
R4 910.99 898.94 858.32
R3 891.29 879.24 852.90
R2 871.59 871.59 851.09
R1 859.54 859.54 849.29 855.72
PP 851.89 851.89 851.89 849.98
S1 839.84 839.84 845.67 836.02
S2 832.19 832.19 843.87
S3 812.49 820.14 842.06
S4 792.79 800.44 836.65
Weekly Pivots for week ending 24-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,014.57 984.28 886.86
R3 968.28 937.99 874.13
R2 921.99 921.99 869.89
R1 891.70 891.70 865.64 883.70
PP 875.70 875.70 875.70 871.71
S1 845.41 845.41 857.16 837.41
S2 829.41 829.41 852.91
S3 783.12 799.12 848.67
S4 736.83 752.83 835.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 906.00 844.25 61.75 7.3% 18.02 2.1% 5% False True
10 935.05 844.25 90.80 10.7% 15.50 1.8% 4% False True
20 935.05 844.25 90.80 10.7% 15.57 1.8% 4% False True
40 954.28 844.25 110.03 13.0% 15.13 1.8% 3% False True
60 954.28 844.25 110.03 13.0% 15.98 1.9% 3% False True
80 954.28 768.63 185.65 21.9% 18.18 2.1% 42% False False
100 954.28 768.63 185.65 21.9% 18.61 2.2% 42% False False
120 965.00 768.63 196.37 23.2% 19.53 2.3% 40% 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 3.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.68
2.618 915.52
1.618 895.82
1.000 883.65
0.618 876.12
HIGH 863.95
0.618 856.42
0.500 854.10
0.382 851.78
LOW 844.25
0.618 832.08
1.000 824.55
1.618 812.38
2.618 792.68
4.250 760.53
Fisher Pivots for day following 27-Jan-2003
Pivot 1 day 3 day
R1 854.10 867.25
PP 851.89 860.66
S1 849.69 854.07

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

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