S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-2003
Day Change Summary
Previous Current
09-Jul-2003 10-Jul-2003 Change Change % Previous Week
Open 1,007.76 1,000.24 -7.52 -0.7% 977.35
High 1,010.43 1,000.24 -10.19 -1.0% 995.00
Low 998.17 983.63 -14.54 -1.5% 962.10
Close 1,002.21 988.70 -13.51 -1.3% 985.70
Range 12.26 16.61 4.35 35.5% 32.90
ATR 13.89 14.22 0.34 2.4% 0.00
Volume
Daily Pivots for day following 10-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,040.69 1,031.30 997.84
R3 1,024.08 1,014.69 993.27
R2 1,007.47 1,007.47 991.75
R1 998.08 998.08 990.22 994.47
PP 990.86 990.86 990.86 989.05
S1 981.47 981.47 987.18 977.86
S2 974.25 974.25 985.65
S3 957.64 964.86 984.13
S4 941.03 948.25 979.56
Weekly Pivots for week ending 04-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,079.63 1,065.57 1,003.80
R3 1,046.73 1,032.67 994.75
R2 1,013.83 1,013.83 991.73
R1 999.77 999.77 988.72 1,006.80
PP 980.93 980.93 980.93 984.45
S1 966.87 966.87 982.68 973.90
S2 948.03 948.03 979.67
S3 915.13 933.97 976.65
S4 882.23 901.07 967.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,010.43 983.34 27.09 2.7% 13.30 1.3% 20% False False
10 1,010.43 962.10 48.33 4.9% 13.54 1.4% 55% False False
20 1,015.33 962.10 53.23 5.4% 13.69 1.4% 50% False False
40 1,015.33 912.05 103.28 10.4% 13.67 1.4% 74% False False
60 1,015.33 877.93 137.40 13.9% 13.62 1.4% 81% False False
80 1,015.33 843.68 171.65 17.4% 14.21 1.4% 84% False False
100 1,015.33 788.90 226.43 22.9% 14.67 1.5% 88% False False
120 1,015.33 788.90 226.43 22.9% 15.00 1.5% 88% False 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 2.82
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,070.83
2.618 1,043.72
1.618 1,027.11
1.000 1,016.85
0.618 1,010.50
HIGH 1,000.24
0.618 993.89
0.500 991.94
0.382 989.98
LOW 983.63
0.618 973.37
1.000 967.02
1.618 956.76
2.618 940.15
4.250 913.04
Fisher Pivots for day following 10-Jul-2003
Pivot 1 day 3 day
R1 991.94 997.03
PP 990.86 994.25
S1 989.78 991.48

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

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