S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-2003
Day Change Summary
Previous Current
30-May-2003 02-Jun-2003 Change Change % Previous Week
Open 950.70 965.31 14.61 1.5% 932.16
High 965.38 979.11 13.73 1.4% 965.38
Low 950.70 965.31 14.61 1.5% 927.33
Close 963.59 967.00 3.41 0.4% 963.59
Range 14.68 13.80 -0.88 -6.0% 38.05
ATR 14.01 14.12 0.11 0.8% 0.00
Volume
Daily Pivots for day following 02-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,011.87 1,003.24 974.59
R3 998.07 989.44 970.80
R2 984.27 984.27 969.53
R1 975.64 975.64 968.27 979.96
PP 970.47 970.47 970.47 972.63
S1 961.84 961.84 965.74 966.16
S2 956.67 956.67 964.47
S3 942.87 948.04 963.21
S4 929.07 934.24 959.41
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
5 979.11 927.33 51.78 5.4% 15.81 1.6% 77% True False
10 979.11 912.05 67.06 6.9% 14.40 1.5% 82% True False
20 979.11 912.05 67.06 6.9% 12.83 1.3% 82% True False
40 979.11 862.76 116.35 12.0% 13.82 1.4% 90% True False
60 979.11 788.90 190.21 19.7% 15.11 1.6% 94% True False
80 979.11 788.90 190.21 19.7% 15.07 1.6% 94% True False
100 979.11 788.90 190.21 19.7% 15.27 1.6% 94% True False
120 979.11 788.90 190.21 19.7% 15.09 1.6% 94% 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 2.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,037.76
2.618 1,015.24
1.618 1,001.44
1.000 992.91
0.618 987.64
HIGH 979.11
0.618 973.84
0.500 972.21
0.382 970.58
LOW 965.31
0.618 956.78
1.000 951.51
1.618 942.98
2.618 929.18
4.250 906.66
Fisher Pivots for day following 02-Jun-2003
Pivot 1 day 3 day
R1 972.21 965.56
PP 970.47 964.11
S1 968.74 962.67

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

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