S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jun-2003
Day Change Summary
Previous Current
05-Jun-2003 06-Jun-2003 Change Change % Previous Week
Open 983.94 993.89 9.95 1.0% 965.31
High 990.14 1,007.69 17.55 1.8% 1,007.69
Low 978.13 986.01 7.88 0.8% 964.47
Close 990.14 987.76 -2.38 -0.2% 987.76
Range 12.01 21.68 9.67 80.5% 43.22
ATR 13.83 14.39 0.56 4.1% 0.00
Volume
Daily Pivots for day following 06-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,058.86 1,044.99 999.68
R3 1,037.18 1,023.31 993.72
R2 1,015.50 1,015.50 991.73
R1 1,001.63 1,001.63 989.75 997.73
PP 993.82 993.82 993.82 991.87
S1 979.95 979.95 985.77 976.05
S2 972.14 972.14 983.79
S3 950.46 958.27 981.80
S4 928.78 936.59 975.84
Weekly Pivots for week ending 06-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,116.30 1,095.25 1,011.53
R3 1,073.08 1,052.03 999.65
R2 1,029.86 1,029.86 995.68
R1 1,008.81 1,008.81 991.72 1,019.34
PP 986.64 986.64 986.64 991.90
S1 965.59 965.59 983.80 976.12
S2 943.42 943.42 979.84
S3 900.20 922.37 975.87
S4 856.98 879.15 963.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,007.69 964.47 43.22 4.4% 14.63 1.5% 54% True False
10 1,007.69 927.33 80.36 8.1% 14.62 1.5% 75% True False
20 1,007.69 912.05 95.64 9.7% 13.65 1.4% 79% True False
40 1,007.69 862.76 144.93 14.7% 13.71 1.4% 86% True False
60 1,007.69 806.48 201.21 20.4% 14.98 1.5% 90% True False
80 1,007.69 788.90 218.79 22.2% 15.04 1.5% 91% True False
100 1,007.69 788.90 218.79 22.2% 15.28 1.5% 91% True False
120 1,007.69 788.90 218.79 22.2% 15.12 1.5% 91% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,099.83
2.618 1,064.45
1.618 1,042.77
1.000 1,029.37
0.618 1,021.09
HIGH 1,007.69
0.618 999.41
0.500 996.85
0.382 994.29
LOW 986.01
0.618 972.61
1.000 964.33
1.618 950.93
2.618 929.25
4.250 893.87
Fisher Pivots for day following 06-Jun-2003
Pivot 1 day 3 day
R1 996.85 989.21
PP 993.82 988.72
S1 990.79 988.24

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

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