S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Apr-2003
Day Change Summary
Previous Current
15-Apr-2003 16-Apr-2003 Change Change % Previous Week
Open 884.78 893.82 9.04 1.0% 884.48
High 891.27 896.77 5.50 0.6% 904.89
Low 881.85 877.93 -3.92 -0.4% 862.76
Close 890.81 879.91 -10.90 -1.2% 868.30
Range 9.42 18.84 9.42 100.0% 42.13
ATR 15.94 16.15 0.21 1.3% 0.00
Volume
Daily Pivots for day following 16-Apr-2003
Classic Woodie Camarilla DeMark
R4 941.39 929.49 890.27
R3 922.55 910.65 885.09
R2 903.71 903.71 883.36
R1 891.81 891.81 881.64 888.34
PP 884.87 884.87 884.87 883.14
S1 872.97 872.97 878.18 869.50
S2 866.03 866.03 876.46
S3 847.19 854.13 874.73
S4 828.35 835.29 869.55
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
5 896.77 862.76 34.01 3.9% 14.29 1.6% 50% True False
10 904.89 862.76 42.13 4.8% 14.49 1.6% 41% False False
20 904.89 843.68 61.21 7.0% 16.21 1.8% 59% False False
40 904.89 788.90 115.99 13.2% 16.25 1.8% 78% False False
60 904.89 788.90 115.99 13.2% 16.34 1.9% 78% False False
80 935.05 788.90 146.15 16.6% 15.81 1.8% 62% False False
100 954.28 788.90 165.38 18.8% 15.75 1.8% 55% False False
120 954.28 788.90 165.38 18.8% 16.30 1.9% 55% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 976.84
2.618 946.09
1.618 927.25
1.000 915.61
0.618 908.41
HIGH 896.77
0.618 889.57
0.500 887.35
0.382 885.13
LOW 877.93
0.618 866.29
1.000 859.09
1.618 847.45
2.618 828.61
4.250 797.86
Fisher Pivots for day following 16-Apr-2003
Pivot 1 day 3 day
R1 887.35 882.64
PP 884.87 881.73
S1 882.39 880.82

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

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