S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Apr-2003
Day Change Summary
Previous Current
08-Apr-2003 09-Apr-2003 Change Change % Previous Week
Open 880.01 878.65 -1.36 -0.2% 863.18
High 883.11 887.35 4.24 0.5% 885.89
Low 874.68 865.72 -8.96 -1.0% 843.68
Close 878.29 865.99 -12.30 -1.4% 878.85
Range 8.43 21.63 13.20 156.6% 42.21
ATR 16.52 16.89 0.36 2.2% 0.00
Volume
Daily Pivots for day following 09-Apr-2003
Classic Woodie Camarilla DeMark
R4 937.91 923.58 877.89
R3 916.28 901.95 871.94
R2 894.65 894.65 869.96
R1 880.32 880.32 867.97 876.67
PP 873.02 873.02 873.02 871.20
S1 858.69 858.69 864.01 855.04
S2 851.39 851.39 862.02
S3 829.76 837.06 860.04
S4 808.13 815.43 854.09
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
5 904.89 865.72 39.17 4.5% 14.69 1.7% 1% False True
10 904.89 843.68 61.21 7.1% 15.35 1.8% 36% False False
20 904.89 806.48 98.41 11.4% 17.52 2.0% 60% False False
40 904.89 788.90 115.99 13.4% 16.38 1.9% 66% False False
60 932.59 788.90 143.69 16.6% 16.32 1.9% 54% False False
80 935.05 788.90 146.15 16.9% 15.82 1.8% 53% False False
100 954.28 788.90 165.38 19.1% 15.85 1.8% 47% False False
120 954.28 788.90 165.38 19.1% 16.60 1.9% 47% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 979.28
2.618 943.98
1.618 922.35
1.000 908.98
0.618 900.72
HIGH 887.35
0.618 879.09
0.500 876.54
0.382 873.98
LOW 865.72
0.618 852.35
1.000 844.09
1.618 830.72
2.618 809.09
4.250 773.79
Fisher Pivots for day following 09-Apr-2003
Pivot 1 day 3 day
R1 876.54 885.31
PP 873.02 878.87
S1 869.51 872.43

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

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