S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Apr-2003
Day Change Summary
Previous Current
04-Apr-2003 07-Apr-2003 Change Change % Previous Week
Open 877.06 884.48 7.42 0.8% 863.18
High 882.73 904.89 22.16 2.5% 885.89
Low 874.23 879.78 5.55 0.6% 843.68
Close 878.85 879.93 1.08 0.1% 878.85
Range 8.50 25.11 16.61 195.4% 42.21
ATR 16.46 17.15 0.68 4.2% 0.00
Volume
Daily Pivots for day following 07-Apr-2003
Classic Woodie Camarilla DeMark
R4 963.53 946.84 893.74
R3 938.42 921.73 886.84
R2 913.31 913.31 884.53
R1 896.62 896.62 882.23 892.41
PP 888.20 888.20 888.20 886.10
S1 871.51 871.51 877.63 867.30
S2 863.09 863.09 875.33
S3 837.98 846.40 873.02
S4 812.87 821.29 866.12
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
5 904.89 847.85 57.04 6.5% 15.76 1.8% 56% True False
10 904.89 843.68 61.21 7.0% 15.00 1.7% 59% True False
20 904.89 788.90 115.99 13.2% 17.48 2.0% 78% True False
40 904.89 788.90 115.99 13.2% 16.42 1.9% 78% True False
60 935.05 788.90 146.15 16.6% 16.29 1.9% 62% False False
80 935.05 788.90 146.15 16.6% 15.76 1.8% 62% False False
100 954.28 788.90 165.38 18.8% 15.92 1.8% 55% False False
120 954.28 788.90 165.38 18.8% 16.79 1.9% 55% 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 2.49
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,011.61
2.618 970.63
1.618 945.52
1.000 930.00
0.618 920.41
HIGH 904.89
0.618 895.30
0.500 892.34
0.382 889.37
LOW 879.78
0.618 864.26
1.000 854.67
1.618 839.15
2.618 814.04
4.250 773.06
Fisher Pivots for day following 07-Apr-2003
Pivot 1 day 3 day
R1 892.34 889.56
PP 888.20 886.35
S1 884.07 883.14

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

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