S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-2003
Day Change Summary
Previous Current
16-May-2003 19-May-2003 Change Change % Previous Week
Open 946.50 942.46 -4.04 -0.4% 933.05
High 948.65 942.46 -6.19 -0.7% 948.65
Low 938.60 920.23 -18.37 -2.0% 929.30
Close 944.30 920.77 -23.53 -2.5% 944.30
Range 10.05 22.23 12.18 121.2% 19.35
ATR 13.34 14.10 0.77 5.7% 0.00
Volume
Daily Pivots for day following 19-May-2003
Classic Woodie Camarilla DeMark
R4 994.51 979.87 933.00
R3 972.28 957.64 926.88
R2 950.05 950.05 924.85
R1 935.41 935.41 922.81 931.62
PP 927.82 927.82 927.82 925.92
S1 913.18 913.18 918.73 909.39
S2 905.59 905.59 916.69
S3 883.36 890.95 914.66
S4 861.13 868.72 908.54
Weekly Pivots for week ending 16-May-2003
Classic Woodie Camarilla DeMark
R4 998.80 990.90 954.94
R3 979.45 971.55 949.62
R2 960.10 960.10 947.85
R1 952.20 952.20 946.07 956.15
PP 940.75 940.75 940.75 942.73
S1 932.85 932.85 942.53 936.80
S2 921.40 921.40 940.75
S3 902.05 913.50 938.98
S4 882.70 894.15 933.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948.65 920.23 28.42 3.1% 12.47 1.4% 2% False True
10 948.65 919.72 28.93 3.1% 12.55 1.4% 4% False False
20 948.65 886.70 61.95 6.7% 13.57 1.5% 55% False False
40 948.65 843.68 104.97 11.4% 14.53 1.6% 73% False False
60 948.65 788.90 159.75 17.3% 15.20 1.7% 83% False False
80 948.65 788.90 159.75 17.3% 15.64 1.7% 83% False False
100 948.65 788.90 159.75 17.3% 15.37 1.7% 83% False False
120 954.28 788.90 165.38 18.0% 15.35 1.7% 80% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.14
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,036.94
2.618 1,000.66
1.618 978.43
1.000 964.69
0.618 956.20
HIGH 942.46
0.618 933.97
0.500 931.35
0.382 928.72
LOW 920.23
0.618 906.49
1.000 898.00
1.618 884.26
2.618 862.03
4.250 825.75
Fisher Pivots for day following 19-May-2003
Pivot 1 day 3 day
R1 931.35 934.44
PP 927.82 929.88
S1 924.30 925.33

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

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