S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-2003
Day Change Summary
Previous Current
30-Jun-2003 01-Jul-2003 Change Change % Previous Week
Open 977.35 973.83 -3.52 -0.4% 995.25
High 983.61 983.26 -0.35 0.0% 995.25
Low 973.60 962.10 -11.50 -1.2% 973.80
Close 974.50 982.32 7.82 0.8% 976.22
Range 10.01 21.16 11.15 111.4% 21.45
ATR 13.71 14.25 0.53 3.9% 0.00
Volume
Daily Pivots for day following 01-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,039.37 1,032.01 993.96
R3 1,018.21 1,010.85 988.14
R2 997.05 997.05 986.20
R1 989.69 989.69 984.26 993.37
PP 975.89 975.89 975.89 977.74
S1 968.53 968.53 980.38 972.21
S2 954.73 954.73 978.44
S3 933.57 947.37 976.50
S4 912.41 926.21 970.68
Weekly Pivots for week ending 27-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,046.11 1,032.61 988.02
R3 1,024.66 1,011.16 982.12
R2 1,003.21 1,003.21 980.15
R1 989.71 989.71 978.19 985.74
PP 981.76 981.76 981.76 979.77
S1 968.26 968.26 974.25 964.29
S2 960.31 960.31 972.29
S3 938.86 946.81 970.32
S4 917.41 925.36 964.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 991.64 962.10 29.54 3.0% 15.05 1.5% 68% False True
10 1,015.12 962.10 53.02 5.4% 13.93 1.4% 38% False True
20 1,015.33 962.10 53.23 5.4% 14.29 1.5% 38% False True
40 1,015.33 912.05 103.28 10.5% 13.54 1.4% 68% False False
60 1,015.33 862.76 152.57 15.5% 13.98 1.4% 78% False False
80 1,015.33 788.90 226.43 23.1% 14.78 1.5% 85% False False
100 1,015.33 788.90 226.43 23.1% 14.89 1.5% 85% False False
120 1,015.33 788.90 226.43 23.1% 15.07 1.5% 85% False 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 3.62
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,073.19
2.618 1,038.66
1.618 1,017.50
1.000 1,004.42
0.618 996.34
HIGH 983.26
0.618 975.18
0.500 972.68
0.382 970.18
LOW 962.10
0.618 949.02
1.000 940.94
1.618 927.86
2.618 906.70
4.250 872.17
Fisher Pivots for day following 01-Jul-2003
Pivot 1 day 3 day
R1 979.11 980.04
PP 975.89 977.77
S1 972.68 975.49

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

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