S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Apr-2003
Day Change Summary
Previous Current
10-Apr-2003 11-Apr-2003 Change Change % Previous Week
Open 866.61 874.20 7.59 0.9% 884.48
High 871.78 883.34 11.56 1.3% 904.89
Low 862.76 865.92 3.16 0.4% 862.76
Close 871.58 868.30 -3.28 -0.4% 868.30
Range 9.02 17.42 8.40 93.1% 42.13
ATR 16.33 16.40 0.08 0.5% 0.00
Volume
Daily Pivots for day following 11-Apr-2003
Classic Woodie Camarilla DeMark
R4 924.78 913.96 877.88
R3 907.36 896.54 873.09
R2 889.94 889.94 871.49
R1 879.12 879.12 869.90 875.82
PP 872.52 872.52 872.52 870.87
S1 861.70 861.70 866.70 858.40
S2 855.10 855.10 865.11
S3 837.68 844.28 863.51
S4 820.26 826.86 858.72
Weekly Pivots for week ending 11-Apr-2003
Classic Woodie Camarilla DeMark
R4 1,005.04 978.80 891.47
R3 962.91 936.67 879.89
R2 920.78 920.78 876.02
R1 894.54 894.54 872.16 886.60
PP 878.65 878.65 878.65 874.68
S1 852.41 852.41 864.44 844.47
S2 836.52 836.52 860.58
S3 794.39 810.28 856.71
S4 752.26 768.15 845.13
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 4.9% 16.32 1.9% 13% False False
10 904.89 843.68 61.21 7.0% 15.48 1.8% 40% False False
20 904.89 827.17 77.72 9.0% 16.91 1.9% 53% False False
40 904.89 788.90 115.99 13.4% 16.33 1.9% 68% False False
60 926.03 788.90 137.13 15.8% 16.33 1.9% 58% False False
80 935.05 788.90 146.15 16.8% 15.76 1.8% 54% False False
100 954.28 788.90 165.38 19.0% 15.79 1.8% 48% False False
120 954.28 788.90 165.38 19.0% 16.46 1.9% 48% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 957.38
2.618 928.95
1.618 911.53
1.000 900.76
0.618 894.11
HIGH 883.34
0.618 876.69
0.500 874.63
0.382 872.57
LOW 865.92
0.618 855.15
1.000 848.50
1.618 837.73
2.618 820.31
4.250 791.89
Fisher Pivots for day following 11-Apr-2003
Pivot 1 day 3 day
R1 874.63 875.06
PP 872.52 872.80
S1 870.41 870.55

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

View Archives - Comment on this page... - Back to Index of Symbols