S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Apr-2003
Day Change Summary
Previous Current
17-Apr-2003 21-Apr-2003 Change Change % Previous Week
Open 879.20 893.66 14.46 1.6% 868.51
High 893.83 898.01 4.18 0.5% 896.77
Low 879.20 888.17 8.97 1.0% 868.51
Close 893.58 892.01 -1.57 -0.2% 893.58
Range 14.63 9.84 -4.79 -32.7% 28.26
ATR 16.04 15.60 -0.44 -2.8% 0.00
Volume
Daily Pivots for day following 21-Apr-2003
Classic Woodie Camarilla DeMark
R4 922.25 916.97 897.42
R3 912.41 907.13 894.72
R2 902.57 902.57 893.81
R1 897.29 897.29 892.91 895.01
PP 892.73 892.73 892.73 891.59
S1 887.45 887.45 891.11 885.17
S2 882.89 882.89 890.21
S3 873.05 877.61 889.30
S4 863.21 867.77 886.60
Weekly Pivots for week ending 18-Apr-2003
Classic Woodie Camarilla DeMark
R4 971.07 960.58 909.12
R3 942.81 932.32 901.35
R2 914.55 914.55 898.76
R1 904.06 904.06 896.17 909.31
PP 886.29 886.29 886.29 888.91
S1 875.80 875.80 890.99 881.05
S2 858.03 858.03 888.40
S3 829.77 847.54 885.81
S4 801.51 819.28 878.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 898.01 868.51 29.50 3.3% 13.90 1.6% 80% True False
10 904.89 862.76 42.13 4.7% 15.11 1.7% 69% False False
20 904.89 843.68 61.21 6.9% 15.49 1.7% 79% False False
40 904.89 788.90 115.99 13.0% 16.02 1.8% 89% False False
60 904.89 788.90 115.99 13.0% 16.33 1.8% 89% False False
80 935.05 788.90 146.15 16.4% 15.82 1.8% 71% False False
100 954.28 788.90 165.38 18.5% 15.70 1.8% 62% False False
120 954.28 788.90 165.38 18.5% 16.13 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.89
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 939.83
2.618 923.77
1.618 913.93
1.000 907.85
0.618 904.09
HIGH 898.01
0.618 894.25
0.500 893.09
0.382 891.93
LOW 888.17
0.618 882.09
1.000 878.33
1.618 872.25
2.618 862.41
4.250 846.35
Fisher Pivots for day following 21-Apr-2003
Pivot 1 day 3 day
R1 893.09 890.66
PP 892.73 889.32
S1 892.37 887.97

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

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