S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Apr-2003
Day Change Summary
Previous Current
14-Apr-2003 15-Apr-2003 Change Change % Previous Week
Open 868.51 884.78 16.27 1.9% 884.48
High 885.26 891.27 6.01 0.7% 904.89
Low 868.51 881.85 13.34 1.5% 862.76
Close 885.23 890.81 5.58 0.6% 868.30
Range 16.75 9.42 -7.33 -43.8% 42.13
ATR 16.44 15.94 -0.50 -3.1% 0.00
Volume
Daily Pivots for day following 15-Apr-2003
Classic Woodie Camarilla DeMark
R4 916.24 912.94 895.99
R3 906.82 903.52 893.40
R2 897.40 897.40 892.54
R1 894.10 894.10 891.67 895.75
PP 887.98 887.98 887.98 888.80
S1 884.68 884.68 889.95 886.33
S2 878.56 878.56 889.08
S3 869.14 875.26 888.22
S4 859.72 865.84 885.63
Weekly Pivots for week ending 11-Apr-2003
Classic Woodie Camarilla DeMark
R4 1,005.04 978.80 891.47
R3 962.91 936.67 879.89
R2 920.78 920.78 876.02
R1 894.54 894.54 872.16 886.60
PP 878.65 878.65 878.65 874.68
S1 852.41 852.41 864.44 844.47
S2 836.52 836.52 860.58
S3 794.39 810.28 856.71
S4 752.26 768.15 845.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 891.27 862.76 28.51 3.2% 14.85 1.7% 98% True False
10 904.89 862.57 42.32 4.8% 14.81 1.7% 67% False False
20 904.89 843.68 61.21 6.9% 15.95 1.8% 77% False False
40 904.89 788.90 115.99 13.0% 16.07 1.8% 88% False False
60 906.00 788.90 117.10 13.1% 16.34 1.8% 87% False False
80 935.05 788.90 146.15 16.4% 15.81 1.8% 70% False False
100 954.28 788.90 165.38 18.6% 15.77 1.8% 62% False False
120 954.28 788.90 165.38 18.6% 16.33 1.8% 62% 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 False
Bull Hook False
Stretch 3.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 931.31
2.618 915.93
1.618 906.51
1.000 900.69
0.618 897.09
HIGH 891.27
0.618 887.67
0.500 886.56
0.382 885.45
LOW 881.85
0.618 876.03
1.000 872.43
1.618 866.61
2.618 857.19
4.250 841.82
Fisher Pivots for day following 15-Apr-2003
Pivot 1 day 3 day
R1 889.39 886.74
PP 887.98 882.67
S1 886.56 878.60

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

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