S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-2003
Day Change Summary
Previous Current
31-Mar-2003 01-Apr-2003 Change Change % Previous Week
Open 863.18 849.05 -14.13 -1.6% 895.79
High 863.18 861.28 -1.90 -0.2% 895.79
Low 843.68 847.85 4.17 0.5% 858.09
Close 848.18 858.48 10.30 1.2% 863.50
Range 19.50 13.43 -6.07 -31.1% 37.70
ATR 17.26 16.98 -0.27 -1.6% 0.00
Volume
Daily Pivots for day following 01-Apr-2003
Classic Woodie Camarilla DeMark
R4 896.16 890.75 865.87
R3 882.73 877.32 862.17
R2 869.30 869.30 860.94
R1 863.89 863.89 859.71 866.60
PP 855.87 855.87 855.87 857.22
S1 850.46 850.46 857.25 853.17
S2 842.44 842.44 856.02
S3 829.01 837.03 854.79
S4 815.58 823.60 851.09
Weekly Pivots for week ending 28-Mar-2003
Classic Woodie Camarilla DeMark
R4 985.56 962.23 884.24
R3 947.86 924.53 873.87
R2 910.16 910.16 870.41
R1 886.83 886.83 866.96 879.65
PP 872.46 872.46 872.46 868.87
S1 849.13 849.13 860.04 841.95
S2 834.76 834.76 856.59
S3 797.06 811.43 853.13
S4 759.36 773.73 842.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.80 843.68 32.12 3.7% 13.47 1.6% 46% False False
10 895.90 843.68 52.22 6.1% 17.10 2.0% 28% False False
20 895.90 788.90 107.00 12.5% 17.13 2.0% 65% False False
40 895.90 788.90 107.00 12.5% 16.47 1.9% 65% False False
60 935.05 788.90 146.15 17.0% 16.27 1.9% 48% False False
80 935.05 788.90 146.15 17.0% 15.77 1.8% 48% False False
100 954.28 788.90 165.38 19.3% 16.10 1.9% 42% False False
120 954.28 768.63 185.65 21.6% 17.18 2.0% 48% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 918.36
2.618 896.44
1.618 883.01
1.000 874.71
0.618 869.58
HIGH 861.28
0.618 856.15
0.500 854.57
0.382 852.98
LOW 847.85
0.618 839.55
1.000 834.42
1.618 826.12
2.618 812.69
4.250 790.77
Fisher Pivots for day following 01-Apr-2003
Pivot 1 day 3 day
R1 857.18 857.91
PP 855.87 857.35
S1 854.57 856.78

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

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