S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-2003
Day Change Summary
Previous Current
14-May-2003 15-May-2003 Change Change % Previous Week
Open 943.18 940.47 -2.71 -0.3% 930.57
High 947.29 948.23 0.94 0.1% 939.61
Low 935.24 938.79 3.55 0.4% 919.72
Close 939.28 946.67 7.39 0.8% 933.41
Range 12.05 9.44 -2.61 -21.7% 19.89
ATR 13.91 13.59 -0.32 -2.3% 0.00
Volume
Daily Pivots for day following 15-May-2003
Classic Woodie Camarilla DeMark
R4 972.88 969.22 951.86
R3 963.44 959.78 949.27
R2 954.00 954.00 948.40
R1 950.34 950.34 947.54 952.17
PP 944.56 944.56 944.56 945.48
S1 940.90 940.90 945.80 942.73
S2 935.12 935.12 944.94
S3 925.68 931.46 944.07
S4 916.24 922.02 941.48
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
5 948.23 921.85 26.38 2.8% 11.91 1.3% 94% True False
10 948.23 912.35 35.88 3.8% 12.08 1.3% 96% True False
20 948.23 879.20 69.03 7.3% 13.18 1.4% 98% True False
40 948.23 843.68 104.55 11.0% 14.69 1.6% 99% True False
60 948.23 788.90 159.33 16.8% 15.22 1.6% 99% True False
80 948.23 788.90 159.33 16.8% 15.55 1.6% 99% True False
100 948.23 788.90 159.33 16.8% 15.28 1.6% 99% True False
120 954.28 788.90 165.38 17.5% 15.32 1.6% 95% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 988.35
2.618 972.94
1.618 963.50
1.000 957.67
0.618 954.06
HIGH 948.23
0.618 944.62
0.500 943.51
0.382 942.40
LOW 938.79
0.618 932.96
1.000 929.35
1.618 923.52
2.618 914.08
4.250 898.67
Fisher Pivots for day following 15-May-2003
Pivot 1 day 3 day
R1 945.62 945.03
PP 944.56 943.38
S1 943.51 941.74

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

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