S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-May-2003
Day Change Summary
Previous Current
01-May-2003 02-May-2003 Change Change % Previous Week
Open 916.80 915.08 -1.72 -0.2% 899.19
High 919.68 930.56 10.88 1.2% 930.56
Low 902.83 912.35 9.52 1.1% 899.19
Close 916.30 930.08 13.78 1.5% 930.08
Range 16.85 18.21 1.36 8.1% 31.37
ATR 15.29 15.50 0.21 1.4% 0.00
Volume
Daily Pivots for day following 02-May-2003
Classic Woodie Camarilla DeMark
R4 978.96 972.73 940.10
R3 960.75 954.52 935.09
R2 942.54 942.54 933.42
R1 936.31 936.31 931.75 939.43
PP 924.33 924.33 924.33 925.89
S1 918.10 918.10 928.41 921.22
S2 906.12 906.12 926.74
S3 887.91 899.89 925.07
S4 869.70 881.68 920.06
Weekly Pivots for week ending 02-May-2003
Classic Woodie Camarilla DeMark
R4 1,014.05 1,003.44 947.33
R3 982.68 972.07 938.71
R2 951.31 951.31 935.83
R1 940.70 940.70 932.96 946.01
PP 919.94 919.94 919.94 922.60
S1 909.33 909.33 927.20 914.64
S2 888.57 888.57 924.33
S3 857.20 877.96 921.45
S4 825.83 846.59 912.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.56 899.19 31.37 3.4% 15.49 1.7% 98% True False
10 930.56 886.70 43.86 4.7% 14.63 1.6% 99% True False
20 930.56 862.76 67.80 7.3% 14.80 1.6% 99% True False
40 930.56 788.90 141.66 15.2% 16.25 1.7% 100% True False
60 930.56 788.90 141.66 15.2% 15.82 1.7% 100% True False
80 935.05 788.90 146.15 15.7% 15.88 1.7% 97% False False
100 935.05 788.90 146.15 15.7% 15.54 1.7% 97% False False
120 954.28 788.90 165.38 17.8% 15.77 1.7% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,007.95
2.618 978.23
1.618 960.02
1.000 948.77
0.618 941.81
HIGH 930.56
0.618 923.60
0.500 921.46
0.382 919.31
LOW 912.35
0.618 901.10
1.000 894.14
1.618 882.89
2.618 864.68
4.250 834.96
Fisher Pivots for day following 02-May-2003
Pivot 1 day 3 day
R1 927.21 925.62
PP 924.33 921.16
S1 921.46 916.70

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

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