S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jul-2003
Day Change Summary
Previous Current
02-Jul-2003 03-Jul-2003 Change Change % Previous Week
Open 983.34 992.55 9.21 0.9% 995.25
High 993.78 995.00 1.22 0.1% 995.25
Low 983.34 983.34 0.00 0.0% 973.80
Close 993.75 985.70 -8.05 -0.8% 976.22
Range 10.44 11.66 1.22 11.7% 21.45
ATR 14.05 13.88 -0.17 -1.2% 0.00
Volume
Daily Pivots for day following 03-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,022.99 1,016.01 992.11
R3 1,011.33 1,004.35 988.91
R2 999.67 999.67 987.84
R1 992.69 992.69 986.77 990.35
PP 988.01 988.01 988.01 986.85
S1 981.03 981.03 984.63 978.69
S2 976.35 976.35 983.56
S3 964.69 969.37 982.49
S4 953.03 957.71 979.29
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
5 995.00 962.10 32.90 3.3% 13.57 1.4% 72% True False
10 1,002.09 962.10 39.99 4.1% 13.27 1.3% 59% False False
20 1,015.33 962.10 53.23 5.4% 13.94 1.4% 44% False False
40 1,015.33 912.05 103.28 10.5% 13.49 1.4% 71% False False
60 1,015.33 862.76 152.57 15.5% 13.79 1.4% 81% False False
80 1,015.33 788.90 226.43 23.0% 14.64 1.5% 87% False False
100 1,015.33 788.90 226.43 23.0% 14.79 1.5% 87% False False
120 1,015.33 788.90 226.43 23.0% 14.98 1.5% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,044.56
2.618 1,025.53
1.618 1,013.87
1.000 1,006.66
0.618 1,002.21
HIGH 995.00
0.618 990.55
0.500 989.17
0.382 987.79
LOW 983.34
0.618 976.13
1.000 971.68
1.618 964.47
2.618 952.81
4.250 933.79
Fisher Pivots for day following 03-Jul-2003
Pivot 1 day 3 day
R1 989.17 983.32
PP 988.01 980.93
S1 986.86 978.55

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

View Archives - Comment on this page... - Back to Index of Symbols