S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-2003
Day Change Summary
Previous Current
03-Jun-2003 04-Jun-2003 Change Change % Previous Week
Open 967.07 971.69 4.62 0.5% 932.16
High 973.02 987.85 14.83 1.5% 965.38
Low 964.47 970.72 6.25 0.6% 927.33
Close 971.56 986.24 14.68 1.5% 963.59
Range 8.55 17.13 8.58 100.4% 38.05
ATR 13.72 13.97 0.24 1.8% 0.00
Volume
Daily Pivots for day following 04-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,032.99 1,026.75 995.66
R3 1,015.86 1,009.62 990.95
R2 998.73 998.73 989.38
R1 992.49 992.49 987.81 995.61
PP 981.60 981.60 981.60 983.17
S1 975.36 975.36 984.67 978.48
S2 964.47 964.47 983.10
S3 947.34 958.23 981.53
S4 930.21 941.10 976.82
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
5 987.85 946.23 41.62 4.2% 14.00 1.4% 96% True False
10 987.85 914.91 72.94 7.4% 13.42 1.4% 98% True False
20 987.85 912.05 75.80 7.7% 12.99 1.3% 98% True False
40 987.85 862.76 125.09 12.7% 13.62 1.4% 99% True False
60 987.85 788.90 198.95 20.2% 14.91 1.5% 99% True False
80 987.85 788.90 198.95 20.2% 15.02 1.5% 99% True False
100 987.85 788.90 198.95 20.2% 15.22 1.5% 99% True False
120 987.85 788.90 198.95 20.2% 15.04 1.5% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.60
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,060.65
2.618 1,032.70
1.618 1,015.57
1.000 1,004.98
0.618 998.44
HIGH 987.85
0.618 981.31
0.500 979.29
0.382 977.26
LOW 970.72
0.618 960.13
1.000 953.59
1.618 943.00
2.618 925.87
4.250 897.92
Fisher Pivots for day following 04-Jun-2003
Pivot 1 day 3 day
R1 983.92 982.88
PP 981.60 979.52
S1 979.29 976.16

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

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