S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-2003
Day Change Summary
Previous Current
05-May-2003 06-May-2003 Change Change % Previous Week
Open 930.57 926.38 -4.19 -0.5% 899.19
High 933.88 939.61 5.73 0.6% 930.56
Low 924.55 926.38 1.83 0.2% 899.19
Close 926.55 934.39 7.84 0.8% 930.08
Range 9.33 13.23 3.90 41.8% 31.37
ATR 15.05 14.92 -0.13 -0.9% 0.00
Volume
Daily Pivots for day following 06-May-2003
Classic Woodie Camarilla DeMark
R4 973.15 967.00 941.67
R3 959.92 953.77 938.03
R2 946.69 946.69 936.82
R1 940.54 940.54 935.60 943.62
PP 933.46 933.46 933.46 935.00
S1 927.31 927.31 933.18 930.39
S2 920.23 920.23 931.96
S3 907.00 914.08 930.75
S4 893.77 900.85 927.11
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
5 939.61 902.83 36.78 3.9% 13.59 1.5% 86% True False
10 939.61 897.52 42.09 4.5% 13.40 1.4% 88% True False
20 939.61 862.76 76.85 8.2% 14.25 1.5% 93% True False
40 939.61 788.90 150.71 16.1% 15.86 1.7% 97% True False
60 939.61 788.90 150.71 16.1% 15.70 1.7% 97% True False
80 939.61 788.90 150.71 16.1% 15.78 1.7% 97% True False
100 939.61 788.90 150.71 16.1% 15.45 1.7% 97% True False
120 954.28 788.90 165.38 17.7% 15.64 1.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 995.84
2.618 974.25
1.618 961.02
1.000 952.84
0.618 947.79
HIGH 939.61
0.618 934.56
0.500 933.00
0.382 931.43
LOW 926.38
0.618 918.20
1.000 913.15
1.618 904.97
2.618 891.74
4.250 870.15
Fisher Pivots for day following 06-May-2003
Pivot 1 day 3 day
R1 933.93 931.59
PP 933.46 928.78
S1 933.00 925.98

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

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