S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-2003
Day Change Summary
Previous Current
05-Aug-2003 06-Aug-2003 Change Change % Previous Week
Open 982.41 964.25 -18.16 -1.8% 999.00
High 982.61 975.74 -6.87 -0.7% 1,004.59
Low 964.97 960.84 -4.13 -0.4% 978.86
Close 965.46 967.08 1.62 0.2% 980.15
Range 17.64 14.90 -2.74 -15.5% 25.73
ATR 14.45 14.48 0.03 0.2% 0.00
Volume
Daily Pivots for day following 06-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,012.59 1,004.73 975.28
R3 997.69 989.83 971.18
R2 982.79 982.79 969.81
R1 974.93 974.93 968.45 978.86
PP 967.89 967.89 967.89 969.85
S1 960.03 960.03 965.71 963.96
S2 952.99 952.99 964.35
S3 938.09 945.13 962.98
S4 923.19 930.23 958.89
Weekly Pivots for week ending 01-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,065.06 1,048.33 994.30
R3 1,039.33 1,022.60 987.23
R2 1,013.60 1,013.60 984.87
R1 996.87 996.87 982.51 992.37
PP 987.87 987.87 987.87 985.62
S1 971.14 971.14 977.79 966.64
S2 962.14 962.14 975.43
S3 936.41 945.41 973.07
S4 910.68 919.68 966.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,004.59 960.84 43.75 4.5% 15.66 1.6% 14% False True
10 1,004.59 960.84 43.75 4.5% 14.56 1.5% 14% False True
20 1,015.41 960.84 54.57 5.6% 14.23 1.5% 11% False True
40 1,015.41 960.84 54.57 5.6% 13.94 1.4% 11% False True
60 1,015.41 912.05 103.36 10.7% 13.72 1.4% 53% False False
80 1,015.41 868.51 146.90 15.2% 13.77 1.4% 67% False False
100 1,015.41 827.17 188.24 19.5% 14.40 1.5% 74% False False
120 1,015.41 788.90 226.51 23.4% 14.62 1.5% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 2.99
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,039.07
2.618 1,014.75
1.618 999.85
1.000 990.64
0.618 984.95
HIGH 975.74
0.618 970.05
0.500 968.29
0.382 966.53
LOW 960.84
0.618 951.63
1.000 945.94
1.618 936.73
2.618 921.83
4.250 897.52
Fisher Pivots for day following 06-Aug-2003
Pivot 1 day 3 day
R1 968.29 973.30
PP 967.89 971.22
S1 967.48 969.15

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

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