S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-May-2003
Day Change Summary
Previous Current
22-May-2003 23-May-2003 Change Change % Previous Week
Open 923.53 931.68 8.15 0.9% 942.46
High 935.30 935.20 -0.10 0.0% 942.46
Low 922.54 927.42 4.88 0.5% 912.05
Close 931.87 933.22 1.35 0.1% 933.22
Range 12.76 7.78 -4.98 -39.0% 30.41
ATR 13.62 13.20 -0.42 -3.1% 0.00
Volume
Daily Pivots for day following 23-May-2003
Classic Woodie Camarilla DeMark
R4 955.29 952.03 937.50
R3 947.51 944.25 935.36
R2 939.73 939.73 934.65
R1 936.47 936.47 933.93 938.10
PP 931.95 931.95 931.95 932.76
S1 928.69 928.69 932.51 930.32
S2 924.17 924.17 931.79
S3 916.39 920.91 931.08
S4 908.61 913.13 928.94
Weekly Pivots for week ending 23-May-2003
Classic Woodie Camarilla DeMark
R4 1,020.47 1,007.26 949.95
R3 990.06 976.85 941.58
R2 959.65 959.65 938.80
R1 946.44 946.44 936.01 937.84
PP 929.24 929.24 929.24 924.95
S1 916.03 916.03 930.43 907.43
S2 898.83 898.83 927.64
S3 868.42 885.62 924.86
S4 838.01 855.21 916.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.46 912.05 30.41 3.3% 13.00 1.4% 70% False False
10 948.65 912.05 36.60 3.9% 12.27 1.3% 58% False False
20 948.65 899.19 49.46 5.3% 12.75 1.4% 69% False False
40 948.65 843.68 104.97 11.2% 13.69 1.5% 85% False False
60 948.65 788.90 159.75 17.1% 14.85 1.6% 90% False False
80 948.65 788.90 159.75 17.1% 15.15 1.6% 90% False False
100 948.65 788.90 159.75 17.1% 15.30 1.6% 90% False False
120 954.28 788.90 165.38 17.7% 15.19 1.6% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.78
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 968.27
2.618 955.57
1.618 947.79
1.000 942.98
0.618 940.01
HIGH 935.20
0.618 932.23
0.500 931.31
0.382 930.39
LOW 927.42
0.618 922.61
1.000 919.64
1.618 914.83
2.618 907.05
4.250 894.36
Fisher Pivots for day following 23-May-2003
Pivot 1 day 3 day
R1 932.58 930.52
PP 931.95 927.81
S1 931.31 925.11

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

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