S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Apr-2003
Day Change Summary
Previous Current
01-Apr-2003 02-Apr-2003 Change Change % Previous Week
Open 849.05 862.57 13.52 1.6% 895.79
High 861.28 884.57 23.29 2.7% 895.79
Low 847.85 862.57 14.72 1.7% 858.09
Close 858.48 880.90 22.42 2.6% 863.50
Range 13.43 22.00 8.57 63.8% 37.70
ATR 16.98 17.64 0.65 3.8% 0.00
Volume
Daily Pivots for day following 02-Apr-2003
Classic Woodie Camarilla DeMark
R4 942.01 933.46 893.00
R3 920.01 911.46 886.95
R2 898.01 898.01 884.93
R1 889.46 889.46 882.92 893.74
PP 876.01 876.01 876.01 878.15
S1 867.46 867.46 878.88 871.74
S2 854.01 854.01 876.87
S3 832.01 845.46 874.85
S4 810.01 823.46 868.80
Weekly Pivots for week ending 28-Mar-2003
Classic Woodie Camarilla DeMark
R4 985.56 962.23 884.24
R3 947.86 924.53 873.87
R2 910.16 910.16 870.41
R1 886.83 886.83 866.96 879.65
PP 872.46 872.46 872.46 868.87
S1 849.13 849.13 860.04 841.95
S2 834.76 834.76 856.59
S3 797.06 811.43 853.13
S4 759.36 773.73 842.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 884.57 843.68 40.89 4.6% 16.01 1.8% 91% True False
10 895.90 843.68 52.22 5.9% 17.93 2.0% 71% False False
20 895.90 788.90 107.00 12.1% 17.69 2.0% 86% False False
40 895.90 788.90 107.00 12.1% 16.57 1.9% 86% False False
60 935.05 788.90 146.15 16.6% 16.26 1.8% 63% False False
80 935.05 788.90 146.15 16.6% 15.85 1.8% 63% False False
100 954.28 788.90 165.38 18.8% 16.11 1.8% 56% False False
120 954.28 768.63 185.65 21.1% 17.19 2.0% 60% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 978.07
2.618 942.17
1.618 920.17
1.000 906.57
0.618 898.17
HIGH 884.57
0.618 876.17
0.500 873.57
0.382 870.97
LOW 862.57
0.618 848.97
1.000 840.57
1.618 826.97
2.618 804.97
4.250 769.07
Fisher Pivots for day following 02-Apr-2003
Pivot 1 day 3 day
R1 878.46 875.31
PP 876.01 869.72
S1 873.57 864.13

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

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