S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Apr-2003
Day Change Summary
Previous Current
22-Apr-2003 23-Apr-2003 Change Change % Previous Week
Open 890.63 911.50 20.87 2.3% 868.51
High 911.74 919.74 8.00 0.9% 896.77
Low 886.70 909.89 23.19 2.6% 868.51
Close 911.37 919.02 7.65 0.8% 893.58
Range 25.04 9.85 -15.19 -60.7% 28.26
ATR 16.27 15.81 -0.46 -2.8% 0.00
Volume
Daily Pivots for day following 23-Apr-2003
Classic Woodie Camarilla DeMark
R4 945.77 942.24 924.44
R3 935.92 932.39 921.73
R2 926.07 926.07 920.83
R1 922.54 922.54 919.92 924.31
PP 916.22 916.22 916.22 917.10
S1 912.69 912.69 918.12 914.46
S2 906.37 906.37 917.21
S3 896.52 902.84 916.31
S4 886.67 892.99 913.60
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
5 919.74 877.93 41.81 4.5% 15.64 1.7% 98% True False
10 919.74 862.76 56.98 6.2% 15.24 1.7% 99% True False
20 919.74 843.68 76.06 8.3% 14.68 1.6% 99% True False
40 919.74 788.90 130.84 14.2% 15.99 1.7% 99% True False
60 919.74 788.90 130.84 14.2% 16.14 1.8% 99% True False
80 935.05 788.90 146.15 15.9% 16.00 1.7% 89% False False
100 954.28 788.90 165.38 18.0% 15.73 1.7% 79% False False
120 954.28 788.90 165.38 18.0% 16.06 1.7% 79% 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 3.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961.60
2.618 945.53
1.618 935.68
1.000 929.59
0.618 925.83
HIGH 919.74
0.618 915.98
0.500 914.82
0.382 913.65
LOW 909.89
0.618 903.80
1.000 900.04
1.618 893.95
2.618 884.10
4.250 868.03
Fisher Pivots for day following 23-Apr-2003
Pivot 1 day 3 day
R1 917.62 913.75
PP 916.22 908.49
S1 914.82 903.22

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

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