S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Apr-2001
Day Change Summary
Previous Current
17-Apr-2001 18-Apr-2001 Change Change % Previous Week
Open 1,179.68 1,191.81 12.13 1.0% 1,128.43
High 1,192.25 1,248.42 56.17 4.7% 1,183.51
Low 1,168.90 1,191.81 22.91 2.0% 1,126.38
Close 1,191.53 1,238.16 46.63 3.9% 1,183.50
Range 23.35 56.61 33.26 142.4% 57.13
ATR 27.93 30.00 2.07 7.4% 0.00
Volume
Daily Pivots for day following 18-Apr-2001
Classic Woodie Camarilla DeMark
R4 1,395.96 1,373.67 1,269.30
R3 1,339.35 1,317.06 1,253.73
R2 1,282.74 1,282.74 1,248.54
R1 1,260.45 1,260.45 1,243.35 1,271.60
PP 1,226.13 1,226.13 1,226.13 1,231.70
S1 1,203.84 1,203.84 1,232.97 1,214.99
S2 1,169.52 1,169.52 1,227.78
S3 1,112.91 1,147.23 1,222.59
S4 1,056.30 1,090.62 1,207.02
Weekly Pivots for week ending 13-Apr-2001
Classic Woodie Camarilla DeMark
R4 1,335.85 1,316.81 1,214.92
R3 1,278.72 1,259.68 1,199.21
R2 1,221.59 1,221.59 1,193.97
R1 1,202.55 1,202.55 1,188.74 1,212.07
PP 1,164.46 1,164.46 1,164.46 1,169.23
S1 1,145.42 1,145.42 1,178.26 1,154.94
S2 1,107.33 1,107.33 1,173.03
S3 1,050.20 1,088.29 1,167.79
S4 993.07 1,031.16 1,152.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,248.42 1,157.73 90.69 7.3% 29.00 2.3% 89% True False
10 1,248.42 1,091.99 156.43 12.6% 30.69 2.5% 93% True False
20 1,248.42 1,081.19 167.23 13.5% 30.70 2.5% 94% True False
40 1,282.97 1,081.19 201.78 16.3% 29.28 2.4% 78% False False
60 1,383.37 1,081.19 302.18 24.4% 25.69 2.1% 52% False False
80 1,383.37 1,081.19 302.18 24.4% 25.84 2.1% 52% False False
100 1,389.05 1,081.19 307.86 24.9% 26.35 2.1% 51% False False
120 1,438.46 1,081.19 357.27 28.9% 26.32 2.1% 44% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.60
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,489.01
2.618 1,396.62
1.618 1,340.01
1.000 1,305.03
0.618 1,283.40
HIGH 1,248.42
0.618 1,226.79
0.500 1,220.12
0.382 1,213.44
LOW 1,191.81
0.618 1,156.83
1.000 1,135.20
1.618 1,100.22
2.618 1,043.61
4.250 951.22
Fisher Pivots for day following 18-Apr-2001
Pivot 1 day 3 day
R1 1,232.15 1,228.07
PP 1,226.13 1,217.99
S1 1,220.12 1,207.90

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

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