S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-May-2003
Day Change Summary
Previous Current
12-May-2003 13-May-2003 Change Change % Previous Week
Open 933.05 943.72 10.67 1.1% 930.57
High 946.84 947.51 0.67 0.1% 939.61
Low 929.30 938.91 9.61 1.0% 919.72
Close 945.11 942.30 -2.81 -0.3% 933.41
Range 17.54 8.60 -8.94 -51.0% 19.89
ATR 14.47 14.05 -0.42 -2.9% 0.00
Volume
Daily Pivots for day following 13-May-2003
Classic Woodie Camarilla DeMark
R4 968.71 964.10 947.03
R3 960.11 955.50 944.67
R2 951.51 951.51 943.88
R1 946.90 946.90 943.09 944.91
PP 942.91 942.91 942.91 941.91
S1 938.30 938.30 941.51 936.31
S2 934.31 934.31 940.72
S3 925.71 929.70 939.94
S4 917.11 921.10 937.57
Weekly Pivots for week ending 09-May-2003
Classic Woodie Camarilla DeMark
R4 990.58 981.89 944.35
R3 970.69 962.00 938.88
R2 950.80 950.80 937.06
R1 942.11 942.11 935.23 946.46
PP 930.91 930.91 930.91 933.09
S1 922.22 922.22 931.59 926.57
S2 911.02 911.02 929.76
S3 891.13 902.33 927.94
S4 871.24 882.44 922.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 947.51 919.72 27.79 2.9% 11.70 1.2% 81% True False
10 947.51 902.83 44.68 4.7% 12.64 1.3% 88% True False
20 947.51 877.93 69.58 7.4% 13.51 1.4% 93% True False
40 947.51 843.68 103.83 11.0% 14.74 1.6% 95% True False
60 947.51 788.90 158.61 16.8% 15.34 1.6% 97% True False
80 947.51 788.90 158.61 16.8% 15.66 1.7% 97% True False
100 947.51 788.90 158.61 16.8% 15.39 1.6% 97% True False
120 954.28 788.90 165.38 17.6% 15.41 1.6% 93% 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 False
Stretch 2.70
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 984.06
2.618 970.02
1.618 961.42
1.000 956.11
0.618 952.82
HIGH 947.51
0.618 944.22
0.500 943.21
0.382 942.20
LOW 938.91
0.618 933.60
1.000 930.31
1.618 925.00
2.618 916.40
4.250 902.36
Fisher Pivots for day following 13-May-2003
Pivot 1 day 3 day
R1 943.21 939.76
PP 942.91 937.22
S1 942.60 934.68

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

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