S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-May-2003
Day Change Summary
Previous Current
29-May-2003 30-May-2003 Change Change % Previous Week
Open 953.57 950.70 -2.87 -0.3% 932.16
High 962.08 965.38 3.30 0.3% 965.38
Low 946.23 950.70 4.47 0.5% 927.33
Close 949.64 963.59 13.95 1.5% 963.59
Range 15.85 14.68 -1.17 -7.4% 38.05
ATR 13.88 14.01 0.13 1.0% 0.00
Volume
Daily Pivots for day following 30-May-2003
Classic Woodie Camarilla DeMark
R4 1,003.93 998.44 971.66
R3 989.25 983.76 967.63
R2 974.57 974.57 966.28
R1 969.08 969.08 964.94 971.83
PP 959.89 959.89 959.89 961.26
S1 954.40 954.40 962.24 957.15
S2 945.21 945.21 960.90
S3 930.53 939.72 959.55
S4 915.85 925.04 955.52
Weekly Pivots for week ending 30-May-2003
Classic Woodie Camarilla DeMark
R4 1,066.25 1,052.97 984.52
R3 1,028.20 1,014.92 974.05
R2 990.15 990.15 970.57
R1 976.87 976.87 967.08 983.51
PP 952.10 952.10 952.10 955.42
S1 938.82 938.82 960.10 945.46
S2 914.05 914.05 956.61
S3 876.00 900.77 953.13
S4 837.95 862.72 942.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965.38 927.33 38.05 3.9% 14.60 1.5% 95% True False
10 965.38 912.05 53.33 5.5% 14.03 1.5% 97% True False
20 965.38 912.05 53.33 5.5% 13.05 1.4% 97% True False
40 965.38 862.76 102.62 10.6% 13.72 1.4% 98% True False
60 965.38 788.90 176.48 18.3% 15.04 1.6% 99% True False
80 965.38 788.90 176.48 18.3% 15.14 1.6% 99% True False
100 965.38 788.90 176.48 18.3% 15.24 1.6% 99% True False
120 965.38 788.90 176.48 18.3% 15.14 1.6% 99% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,027.77
2.618 1,003.81
1.618 989.13
1.000 980.06
0.618 974.45
HIGH 965.38
0.618 959.77
0.500 958.04
0.382 956.31
LOW 950.70
0.618 941.63
1.000 936.02
1.618 926.95
2.618 912.27
4.250 888.31
Fisher Pivots for day following 30-May-2003
Pivot 1 day 3 day
R1 961.74 961.00
PP 959.89 958.40
S1 958.04 955.81

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

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