S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-2003
Day Change Summary
Previous Current
02-May-2003 05-May-2003 Change Change % Previous Week
Open 915.08 930.57 15.49 1.7% 899.19
High 930.56 933.88 3.32 0.4% 930.56
Low 912.35 924.55 12.20 1.3% 899.19
Close 930.08 926.55 -3.53 -0.4% 930.08
Range 18.21 9.33 -8.88 -48.8% 31.37
ATR 15.50 15.05 -0.44 -2.8% 0.00
Volume
Daily Pivots for day following 05-May-2003
Classic Woodie Camarilla DeMark
R4 956.32 950.76 931.68
R3 946.99 941.43 929.12
R2 937.66 937.66 928.26
R1 932.10 932.10 927.41 930.22
PP 928.33 928.33 928.33 927.38
S1 922.77 922.77 925.69 920.89
S2 919.00 919.00 924.84
S3 909.67 913.44 923.98
S4 900.34 904.11 921.42
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
5 933.88 902.83 31.05 3.4% 13.57 1.5% 76% True False
10 933.88 886.70 47.18 5.1% 14.58 1.6% 84% True False
20 933.88 862.76 71.12 7.7% 14.85 1.6% 90% True False
40 933.88 788.90 144.98 15.6% 16.02 1.7% 95% True False
60 933.88 788.90 144.98 15.6% 15.79 1.7% 95% True False
80 935.05 788.90 146.15 15.8% 15.83 1.7% 94% False False
100 935.05 788.90 146.15 15.8% 15.44 1.7% 94% False False
120 954.28 788.90 165.38 17.8% 15.69 1.7% 83% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 2.44
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 973.53
2.618 958.31
1.618 948.98
1.000 943.21
0.618 939.65
HIGH 933.88
0.618 930.32
0.500 929.22
0.382 928.11
LOW 924.55
0.618 918.78
1.000 915.22
1.618 909.45
2.618 900.12
4.250 884.90
Fisher Pivots for day following 05-May-2003
Pivot 1 day 3 day
R1 929.22 923.82
PP 928.33 921.09
S1 927.44 918.36

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

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