S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Apr-2003
Day Change Summary
Previous Current
03-Apr-2003 04-Apr-2003 Change Change % Previous Week
Open 882.07 877.06 -5.01 -0.6% 863.18
High 885.89 882.73 -3.16 -0.4% 885.89
Low 876.12 874.23 -1.89 -0.2% 843.68
Close 876.45 878.85 2.40 0.3% 878.85
Range 9.77 8.50 -1.27 -13.0% 42.21
ATR 17.07 16.46 -0.61 -3.6% 0.00
Volume
Daily Pivots for day following 04-Apr-2003
Classic Woodie Camarilla DeMark
R4 904.10 899.98 883.53
R3 895.60 891.48 881.19
R2 887.10 887.10 880.41
R1 882.98 882.98 879.63 885.04
PP 878.60 878.60 878.60 879.64
S1 874.48 874.48 878.07 876.54
S2 870.10 870.10 877.29
S3 861.60 865.98 876.51
S4 853.10 857.48 874.18
Weekly Pivots for week ending 04-Apr-2003
Classic Woodie Camarilla DeMark
R4 996.10 979.69 902.07
R3 953.89 937.48 890.46
R2 911.68 911.68 886.59
R1 895.27 895.27 882.72 903.48
PP 869.47 869.47 869.47 873.58
S1 853.06 853.06 874.98 861.27
S2 827.26 827.26 871.11
S3 785.05 810.85 867.24
S4 742.84 768.64 855.63
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% 14.64 1.7% 83% False False
10 895.79 843.68 52.11 5.9% 15.87 1.8% 67% False False
20 895.90 788.90 107.00 12.2% 17.20 2.0% 84% False False
40 895.90 788.90 107.00 12.2% 16.27 1.9% 84% False False
60 935.05 788.90 146.15 16.6% 16.16 1.8% 62% False False
80 935.05 788.90 146.15 16.6% 15.59 1.8% 62% False False
100 954.28 788.90 165.38 18.8% 15.86 1.8% 54% False False
120 954.28 788.90 165.38 18.8% 16.71 1.9% 54% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.02
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 918.86
2.618 904.98
1.618 896.48
1.000 891.23
0.618 887.98
HIGH 882.73
0.618 879.48
0.500 878.48
0.382 877.48
LOW 874.23
0.618 868.98
1.000 865.73
1.618 860.48
2.618 851.98
4.250 838.11
Fisher Pivots for day following 04-Apr-2003
Pivot 1 day 3 day
R1 878.73 877.31
PP 878.60 875.77
S1 878.48 874.23

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

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