S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-2003
Day Change Summary
Previous Current
20-May-2003 21-May-2003 Change Change % Previous Week
Open 921.62 919.01 -2.61 -0.3% 933.05
High 925.34 923.85 -1.49 -0.2% 948.65
Low 912.05 914.91 2.86 0.3% 929.30
Close 919.73 923.42 3.69 0.4% 944.30
Range 13.29 8.94 -4.35 -32.7% 19.35
ATR 14.05 13.68 -0.36 -2.6% 0.00
Volume
Daily Pivots for day following 21-May-2003
Classic Woodie Camarilla DeMark
R4 947.55 944.42 928.34
R3 938.61 935.48 925.88
R2 929.67 929.67 925.06
R1 926.54 926.54 924.24 928.11
PP 920.73 920.73 920.73 921.51
S1 917.60 917.60 922.60 919.17
S2 911.79 911.79 921.78
S3 902.85 908.66 920.96
S4 893.91 899.72 918.50
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
5 948.65 912.05 36.60 4.0% 12.79 1.4% 31% False False
10 948.65 912.05 36.60 4.0% 12.37 1.3% 31% False False
20 948.65 897.52 51.13 5.5% 12.93 1.4% 51% False False
40 948.65 843.68 104.97 11.4% 13.81 1.5% 76% False False
60 948.65 788.90 159.75 17.3% 14.97 1.6% 84% False False
80 948.65 788.90 159.75 17.3% 15.34 1.7% 84% False False
100 948.65 788.90 159.75 17.3% 15.38 1.7% 84% False False
120 954.28 788.90 165.38 17.9% 15.27 1.7% 81% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 961.85
2.618 947.25
1.618 938.31
1.000 932.79
0.618 929.37
HIGH 923.85
0.618 920.43
0.500 919.38
0.382 918.33
LOW 914.91
0.618 909.39
1.000 905.97
1.618 900.45
2.618 891.51
4.250 876.92
Fisher Pivots for day following 21-May-2003
Pivot 1 day 3 day
R1 922.07 927.26
PP 920.73 925.98
S1 919.38 924.70

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

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