S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Apr-2003
Day Change Summary
Previous Current
09-Apr-2003 10-Apr-2003 Change Change % Previous Week
Open 878.65 866.61 -12.04 -1.4% 863.18
High 887.35 871.78 -15.57 -1.8% 885.89
Low 865.72 862.76 -2.96 -0.3% 843.68
Close 865.99 871.58 5.59 0.6% 878.85
Range 21.63 9.02 -12.61 -58.3% 42.21
ATR 16.89 16.33 -0.56 -3.3% 0.00
Volume
Daily Pivots for day following 10-Apr-2003
Classic Woodie Camarilla DeMark
R4 895.77 892.69 876.54
R3 886.75 883.67 874.06
R2 877.73 877.73 873.23
R1 874.65 874.65 872.41 876.19
PP 868.71 868.71 868.71 869.48
S1 865.63 865.63 870.75 867.17
S2 859.69 859.69 869.93
S3 850.67 856.61 869.10
S4 841.65 847.59 866.62
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
5 904.89 862.76 42.13 4.8% 14.54 1.7% 21% False True
10 904.89 843.68 61.21 7.0% 14.64 1.7% 46% False False
20 904.89 827.17 77.72 8.9% 16.69 1.9% 57% False False
40 904.89 788.90 115.99 13.3% 16.26 1.9% 71% False False
60 932.59 788.90 143.69 16.5% 16.31 1.9% 58% False False
80 935.05 788.90 146.15 16.8% 15.80 1.8% 57% False False
100 954.28 788.90 165.38 19.0% 15.77 1.8% 50% False False
120 954.28 788.90 165.38 19.0% 16.48 1.9% 50% False False
Crabel Price Patterns
NR True
NR4 False
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 3.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 910.12
2.618 895.39
1.618 886.37
1.000 880.80
0.618 877.35
HIGH 871.78
0.618 868.33
0.500 867.27
0.382 866.21
LOW 862.76
0.618 857.19
1.000 853.74
1.618 848.17
2.618 839.15
4.250 824.43
Fisher Pivots for day following 10-Apr-2003
Pivot 1 day 3 day
R1 870.14 875.06
PP 868.71 873.90
S1 867.27 872.74

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

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