S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-2003
Day Change Summary
Previous Current
17-Jul-2003 18-Jul-2003 Change Change % Previous Week
Open 994.00 984.26 -9.74 -1.0% 1,001.08
High 994.00 994.25 0.25 0.0% 1,015.41
Low 978.60 981.70 3.10 0.3% 978.60
Close 981.73 993.32 11.59 1.2% 993.32
Range 15.40 12.55 -2.85 -18.5% 36.81
ATR 14.29 14.17 -0.12 -0.9% 0.00
Volume
Daily Pivots for day following 18-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,027.41 1,022.91 1,000.22
R3 1,014.86 1,010.36 996.77
R2 1,002.31 1,002.31 995.62
R1 997.81 997.81 994.47 1,000.06
PP 989.76 989.76 989.76 990.88
S1 985.26 985.26 992.17 987.51
S2 977.21 977.21 991.02
S3 964.66 972.71 989.87
S4 952.11 960.16 986.42
Weekly Pivots for week ending 18-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,106.21 1,086.57 1,013.57
R3 1,069.40 1,049.76 1,003.44
R2 1,032.59 1,032.59 1,000.07
R1 1,012.95 1,012.95 996.69 1,004.37
PP 995.78 995.78 995.78 991.48
S1 976.14 976.14 989.95 967.56
S2 958.97 958.97 986.57
S3 922.16 939.33 983.20
S4 885.35 902.52 973.07
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% 13.88 1.4% 40% False False
10 1,015.41 978.60 36.81 3.7% 13.56 1.4% 40% False False
20 1,015.41 962.10 53.31 5.4% 13.41 1.4% 59% False False
40 1,015.41 922.54 92.87 9.3% 13.79 1.4% 76% False False
60 1,015.41 897.52 117.89 11.9% 13.50 1.4% 81% False False
80 1,015.41 843.68 171.73 17.3% 13.80 1.4% 87% False False
100 1,015.41 788.90 226.51 22.8% 14.50 1.5% 90% False False
120 1,015.41 788.90 226.51 22.8% 14.82 1.5% 90% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 1.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,047.59
2.618 1,027.11
1.618 1,014.56
1.000 1,006.80
0.618 1,002.01
HIGH 994.25
0.618 989.46
0.500 987.98
0.382 986.49
LOW 981.70
0.618 973.94
1.000 969.15
1.618 961.39
2.618 948.84
4.250 928.36
Fisher Pivots for day following 18-Jul-2003
Pivot 1 day 3 day
R1 991.54 992.56
PP 989.76 991.80
S1 987.98 991.04

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

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