S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Apr-2003
Day Change Summary
Previous Current
11-Apr-2003 14-Apr-2003 Change Change % Previous Week
Open 874.20 868.51 -5.69 -0.7% 884.48
High 883.34 885.26 1.92 0.2% 904.89
Low 865.92 868.51 2.59 0.3% 862.76
Close 868.30 885.23 16.93 1.9% 868.30
Range 17.42 16.75 -0.67 -3.8% 42.13
ATR 16.40 16.44 0.04 0.2% 0.00
Volume
Daily Pivots for day following 14-Apr-2003
Classic Woodie Camarilla DeMark
R4 929.92 924.32 894.44
R3 913.17 907.57 889.84
R2 896.42 896.42 888.30
R1 890.82 890.82 886.77 893.62
PP 879.67 879.67 879.67 881.07
S1 874.07 874.07 883.69 876.87
S2 862.92 862.92 882.16
S3 846.17 857.32 880.62
S4 829.42 840.57 876.02
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
5 887.35 862.76 24.59 2.8% 14.65 1.7% 91% False False
10 904.89 847.85 57.04 6.4% 15.21 1.7% 66% False False
20 904.89 843.68 61.21 6.9% 15.96 1.8% 68% False False
40 904.89 788.90 115.99 13.1% 16.25 1.8% 83% False False
60 911.05 788.90 122.15 13.8% 16.38 1.9% 79% False False
80 935.05 788.90 146.15 16.5% 15.85 1.8% 66% False False
100 954.28 788.90 165.38 18.7% 15.80 1.8% 58% False False
120 954.28 788.90 165.38 18.7% 16.37 1.8% 58% 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 3.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956.45
2.618 929.11
1.618 912.36
1.000 902.01
0.618 895.61
HIGH 885.26
0.618 878.86
0.500 876.89
0.382 874.91
LOW 868.51
0.618 858.16
1.000 851.76
1.618 841.41
2.618 824.66
4.250 797.32
Fisher Pivots for day following 14-Apr-2003
Pivot 1 day 3 day
R1 882.45 881.49
PP 879.67 877.75
S1 876.89 874.01

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

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