S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Apr-2003
Day Change Summary
Previous Current
29-Apr-2003 30-Apr-2003 Change Change % Previous Week
Open 915.78 917.34 1.56 0.2% 893.66
High 924.24 922.01 -2.23 -0.2% 919.74
Low 911.10 911.70 0.60 0.1% 886.70
Close 917.84 916.92 -0.92 -0.1% 898.81
Range 13.14 10.31 -2.83 -21.5% 33.04
ATR 15.54 15.17 -0.37 -2.4% 0.00
Volume
Daily Pivots for day following 30-Apr-2003
Classic Woodie Camarilla DeMark
R4 947.81 942.67 922.59
R3 937.50 932.36 919.76
R2 927.19 927.19 918.81
R1 922.05 922.05 917.87 919.47
PP 916.88 916.88 916.88 915.58
S1 911.74 911.74 915.97 909.16
S2 906.57 906.57 915.03
S3 896.26 901.43 914.08
S4 885.95 891.12 911.25
Weekly Pivots for week ending 25-Apr-2003
Classic Woodie Camarilla DeMark
R4 1,000.87 982.88 916.98
R3 967.83 949.84 907.90
R2 934.79 934.79 904.87
R1 916.80 916.80 901.84 925.80
PP 901.75 901.75 901.75 906.25
S1 883.76 883.76 895.78 892.76
S2 868.71 868.71 892.75
S3 835.67 850.72 889.72
S4 802.63 817.68 880.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.24 897.52 26.72 2.9% 13.31 1.5% 73% False False
10 924.24 877.93 46.31 5.1% 14.47 1.6% 84% False False
20 924.24 862.57 61.67 6.7% 14.64 1.6% 88% False False
40 924.24 788.90 135.34 14.8% 15.88 1.7% 95% False False
60 924.24 788.90 135.34 14.8% 15.86 1.7% 95% False False
80 935.05 788.90 146.15 15.9% 15.87 1.7% 88% False False
100 935.05 788.90 146.15 15.9% 15.54 1.7% 88% False False
120 954.28 788.90 165.38 18.0% 15.85 1.7% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 965.83
2.618 949.00
1.618 938.69
1.000 932.32
0.618 928.38
HIGH 922.01
0.618 918.07
0.500 916.86
0.382 915.64
LOW 911.70
0.618 905.33
1.000 901.39
1.618 895.02
2.618 884.71
4.250 867.88
Fisher Pivots for day following 30-Apr-2003
Pivot 1 day 3 day
R1 916.90 915.19
PP 916.88 913.45
S1 916.86 911.72

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

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