S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-2003
Day Change Summary
Previous Current
16-Jul-2003 17-Jul-2003 Change Change % Previous Week
Open 1,002.64 994.00 -8.64 -0.9% 989.78
High 1,003.47 994.00 -9.47 -0.9% 1,010.43
Low 989.30 978.60 -10.70 -1.1% 983.63
Close 994.09 981.73 -12.36 -1.2% 998.14
Range 14.17 15.40 1.23 8.7% 26.80
ATR 14.20 14.29 0.09 0.6% 0.00
Volume
Daily Pivots for day following 17-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,030.98 1,021.75 990.20
R3 1,015.58 1,006.35 985.97
R2 1,000.18 1,000.18 984.55
R1 990.95 990.95 983.14 987.87
PP 984.78 984.78 984.78 983.23
S1 975.55 975.55 980.32 972.47
S2 969.38 969.38 978.91
S3 953.98 960.15 977.50
S4 938.58 944.75 973.26
Weekly Pivots for week ending 11-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,077.80 1,064.77 1,012.88
R3 1,051.00 1,037.97 1,005.51
R2 1,024.20 1,024.20 1,003.05
R1 1,011.17 1,011.17 1,000.60 1,017.69
PP 997.40 997.40 997.40 1,000.66
S1 984.37 984.37 995.68 990.89
S2 970.60 970.60 993.23
S3 943.80 957.57 990.77
S4 917.00 930.77 983.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,015.41 978.60 36.81 3.7% 13.63 1.4% 9% False True
10 1,015.41 978.60 36.81 3.7% 13.47 1.4% 9% False True
20 1,015.41 962.10 53.31 5.4% 13.69 1.4% 37% False False
40 1,015.41 914.91 100.50 10.2% 13.70 1.4% 66% False False
60 1,015.41 897.52 117.89 12.0% 13.46 1.4% 71% False False
80 1,015.41 843.68 171.73 17.5% 13.86 1.4% 80% False False
100 1,015.41 788.90 226.51 23.1% 14.58 1.5% 85% False False
120 1,015.41 788.90 226.51 23.1% 14.88 1.5% 85% 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 1.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,059.45
2.618 1,034.32
1.618 1,018.92
1.000 1,009.40
0.618 1,003.52
HIGH 994.00
0.618 988.12
0.500 986.30
0.382 984.48
LOW 978.60
0.618 969.08
1.000 963.20
1.618 953.68
2.618 938.28
4.250 913.15
Fisher Pivots for day following 17-Jul-2003
Pivot 1 day 3 day
R1 986.30 994.11
PP 984.78 989.98
S1 983.25 985.86

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

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