S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Apr-2003
Day Change Summary
Previous Current
16-Apr-2003 17-Apr-2003 Change Change % Previous Week
Open 893.82 879.20 -14.62 -1.6% 884.48
High 896.77 893.83 -2.94 -0.3% 904.89
Low 877.93 879.20 1.27 0.1% 862.76
Close 879.91 893.58 13.67 1.6% 868.30
Range 18.84 14.63 -4.21 -22.3% 42.13
ATR 16.15 16.04 -0.11 -0.7% 0.00
Volume
Daily Pivots for day following 17-Apr-2003
Classic Woodie Camarilla DeMark
R4 932.76 927.80 901.63
R3 918.13 913.17 897.60
R2 903.50 903.50 896.26
R1 898.54 898.54 894.92 901.02
PP 888.87 888.87 888.87 890.11
S1 883.91 883.91 892.24 886.39
S2 874.24 874.24 890.90
S3 859.61 869.28 889.56
S4 844.98 854.65 885.53
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
5 896.77 865.92 30.85 3.5% 15.41 1.7% 90% False False
10 904.89 862.76 42.13 4.7% 14.98 1.7% 73% False False
20 904.89 843.68 61.21 6.8% 15.91 1.8% 82% False False
40 904.89 788.90 115.99 13.0% 16.29 1.8% 90% False False
60 904.89 788.90 115.99 13.0% 16.39 1.8% 90% False False
80 935.05 788.90 146.15 16.4% 15.82 1.8% 72% False False
100 954.28 788.90 165.38 18.5% 15.69 1.8% 63% False False
120 954.28 788.90 165.38 18.5% 16.22 1.8% 63% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956.01
2.618 932.13
1.618 917.50
1.000 908.46
0.618 902.87
HIGH 893.83
0.618 888.24
0.500 886.52
0.382 884.79
LOW 879.20
0.618 870.16
1.000 864.57
1.618 855.53
2.618 840.90
4.250 817.02
Fisher Pivots for day following 17-Apr-2003
Pivot 1 day 3 day
R1 891.23 891.50
PP 888.87 889.43
S1 886.52 887.35

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

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