S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-May-2003
Day Change Summary
Previous Current
23-May-2003 27-May-2003 Change Change % Previous Week
Open 931.68 932.16 0.48 0.1% 942.46
High 935.20 952.76 17.56 1.9% 942.46
Low 927.42 927.33 -0.09 0.0% 912.05
Close 933.22 951.48 18.26 2.0% 933.22
Range 7.78 25.43 17.65 226.9% 30.41
ATR 13.20 14.07 0.87 6.6% 0.00
Volume
Daily Pivots for day following 27-May-2003
Classic Woodie Camarilla DeMark
R4 1,020.15 1,011.24 965.47
R3 994.72 985.81 958.47
R2 969.29 969.29 956.14
R1 960.38 960.38 953.81 964.84
PP 943.86 943.86 943.86 946.08
S1 934.95 934.95 949.15 939.41
S2 918.43 918.43 946.82
S3 893.00 909.52 944.49
S4 867.57 884.09 937.49
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
5 952.76 912.05 40.71 4.3% 13.64 1.4% 97% True False
10 952.76 912.05 40.71 4.3% 13.06 1.4% 97% True False
20 952.76 902.83 49.93 5.2% 13.08 1.4% 97% True False
40 952.76 843.68 109.08 11.5% 14.10 1.5% 99% True False
60 952.76 788.90 163.86 17.2% 15.11 1.6% 99% True False
80 952.76 788.90 163.86 17.2% 15.20 1.6% 99% True False
100 952.76 788.90 163.86 17.2% 15.43 1.6% 99% True False
120 952.76 788.90 163.86 17.2% 15.18 1.6% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.89
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1,060.84
2.618 1,019.34
1.618 993.91
1.000 978.19
0.618 968.48
HIGH 952.76
0.618 943.05
0.500 940.05
0.382 937.04
LOW 927.33
0.618 911.61
1.000 901.90
1.618 886.18
2.618 860.75
4.250 819.25
Fisher Pivots for day following 27-May-2003
Pivot 1 day 3 day
R1 947.67 946.87
PP 943.86 942.26
S1 940.05 937.65

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

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