S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Apr-2003
Day Change Summary
Previous Current
02-Apr-2003 03-Apr-2003 Change Change % Previous Week
Open 862.57 882.07 19.50 2.3% 895.79
High 884.57 885.89 1.32 0.1% 895.79
Low 862.57 876.12 13.55 1.6% 858.09
Close 880.90 876.45 -4.45 -0.5% 863.50
Range 22.00 9.77 -12.23 -55.6% 37.70
ATR 17.64 17.07 -0.56 -3.2% 0.00
Volume
Daily Pivots for day following 03-Apr-2003
Classic Woodie Camarilla DeMark
R4 908.80 902.39 881.82
R3 899.03 892.62 879.14
R2 889.26 889.26 878.24
R1 882.85 882.85 877.35 881.17
PP 879.49 879.49 879.49 878.65
S1 873.08 873.08 875.55 871.40
S2 869.72 869.72 874.66
S3 859.95 863.31 873.76
S4 850.18 853.54 871.08
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
5 885.89 843.68 42.21 4.8% 14.75 1.7% 78% True False
10 895.90 843.68 52.22 6.0% 16.84 1.9% 63% False False
20 895.90 788.90 107.00 12.2% 17.69 2.0% 82% False False
40 895.90 788.90 107.00 12.2% 16.33 1.9% 82% False False
60 935.05 788.90 146.15 16.7% 16.24 1.9% 60% False False
80 935.05 788.90 146.15 16.7% 15.73 1.8% 60% False False
100 954.28 788.90 165.38 18.9% 15.96 1.8% 53% False False
120 954.28 788.90 165.38 18.9% 16.95 1.9% 53% False False
Crabel Price Patterns
NR True
NR4 True
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 1.88
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 927.41
2.618 911.47
1.618 901.70
1.000 895.66
0.618 891.93
HIGH 885.89
0.618 882.16
0.500 881.01
0.382 879.85
LOW 876.12
0.618 870.08
1.000 866.35
1.618 860.31
2.618 850.54
4.250 834.60
Fisher Pivots for day following 03-Apr-2003
Pivot 1 day 3 day
R1 881.01 873.26
PP 879.49 870.06
S1 877.97 866.87

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

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