S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-2003
Day Change Summary
Previous Current
06-May-2003 07-May-2003 Change Change % Previous Week
Open 926.38 932.75 6.37 0.7% 899.19
High 939.61 937.22 -2.39 -0.3% 930.56
Low 926.38 926.41 0.03 0.0% 899.19
Close 934.39 929.62 -4.77 -0.5% 930.08
Range 13.23 10.81 -2.42 -18.3% 31.37
ATR 14.92 14.63 -0.29 -2.0% 0.00
Volume
Daily Pivots for day following 07-May-2003
Classic Woodie Camarilla DeMark
R4 963.51 957.38 935.57
R3 952.70 946.57 932.59
R2 941.89 941.89 931.60
R1 935.76 935.76 930.61 933.42
PP 931.08 931.08 931.08 929.92
S1 924.95 924.95 928.63 922.61
S2 920.27 920.27 927.64
S3 909.46 914.14 926.65
S4 898.65 903.33 923.67
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 4.0% 13.69 1.5% 73% False False
10 939.61 897.52 42.09 4.5% 13.50 1.5% 76% False False
20 939.61 862.76 76.85 8.3% 14.37 1.5% 87% False False
40 939.61 788.90 150.71 16.2% 15.79 1.7% 93% False False
60 939.61 788.90 150.71 16.2% 15.65 1.7% 93% False False
80 939.61 788.90 150.71 16.2% 15.73 1.7% 93% False False
100 939.61 788.90 150.71 16.2% 15.43 1.7% 93% False False
120 954.28 788.90 165.38 17.8% 15.59 1.7% 85% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983.16
2.618 965.52
1.618 954.71
1.000 948.03
0.618 943.90
HIGH 937.22
0.618 933.09
0.500 931.82
0.382 930.54
LOW 926.41
0.618 919.73
1.000 915.60
1.618 908.92
2.618 898.11
4.250 880.47
Fisher Pivots for day following 07-May-2003
Pivot 1 day 3 day
R1 931.82 932.08
PP 931.08 931.26
S1 930.35 930.44

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

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