S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-2003
Day Change Summary
Previous Current
13-May-2003 14-May-2003 Change Change % Previous Week
Open 943.72 943.18 -0.54 -0.1% 930.57
High 947.51 947.29 -0.22 0.0% 939.61
Low 938.91 935.24 -3.67 -0.4% 919.72
Close 942.30 939.28 -3.02 -0.3% 933.41
Range 8.60 12.05 3.45 40.1% 19.89
ATR 14.05 13.91 -0.14 -1.0% 0.00
Volume
Daily Pivots for day following 14-May-2003
Classic Woodie Camarilla DeMark
R4 976.75 970.07 945.91
R3 964.70 958.02 942.59
R2 952.65 952.65 941.49
R1 945.97 945.97 940.38 943.29
PP 940.60 940.60 940.60 939.26
S1 933.92 933.92 938.18 931.24
S2 928.55 928.55 937.07
S3 916.50 921.87 935.97
S4 904.45 909.82 932.65
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 3.0% 11.95 1.3% 70% False False
10 947.51 902.83 44.68 4.8% 12.82 1.4% 82% False False
20 947.51 877.93 69.58 7.4% 13.65 1.5% 88% False False
40 947.51 843.68 103.83 11.1% 14.80 1.6% 92% False False
60 947.51 788.90 158.61 16.9% 15.26 1.6% 95% False False
80 947.51 788.90 158.61 16.9% 15.66 1.7% 95% False False
100 947.51 788.90 158.61 16.9% 15.38 1.6% 95% False False
120 954.28 788.90 165.38 17.6% 15.41 1.6% 91% 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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998.50
2.618 978.84
1.618 966.79
1.000 959.34
0.618 954.74
HIGH 947.29
0.618 942.69
0.500 941.27
0.382 939.84
LOW 935.24
0.618 927.79
1.000 923.19
1.618 915.74
2.618 903.69
4.250 884.03
Fisher Pivots for day following 14-May-2003
Pivot 1 day 3 day
R1 941.27 938.99
PP 940.60 938.70
S1 939.94 938.41

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

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