S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-2003
Day Change Summary
Previous Current
23-Apr-2003 24-Apr-2003 Change Change % Previous Week
Open 911.50 917.21 5.71 0.6% 868.51
High 919.74 917.21 -2.53 -0.3% 896.77
Low 909.89 906.69 -3.20 -0.4% 868.51
Close 919.02 911.43 -7.59 -0.8% 893.58
Range 9.85 10.52 0.67 6.8% 28.26
ATR 15.81 15.56 -0.25 -1.6% 0.00
Volume
Daily Pivots for day following 24-Apr-2003
Classic Woodie Camarilla DeMark
R4 943.34 937.90 917.22
R3 932.82 927.38 914.32
R2 922.30 922.30 913.36
R1 916.86 916.86 912.39 914.32
PP 911.78 911.78 911.78 910.51
S1 906.34 906.34 910.47 903.80
S2 901.26 901.26 909.50
S3 890.74 895.82 908.54
S4 880.22 885.30 905.64
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
5 919.74 879.20 40.54 4.4% 13.98 1.5% 80% False False
10 919.74 862.76 56.98 6.3% 14.13 1.6% 85% False False
20 919.74 843.68 76.06 8.3% 14.74 1.6% 89% False False
40 919.74 788.90 130.84 14.4% 15.92 1.7% 94% False False
60 919.74 788.90 130.84 14.4% 16.11 1.8% 94% False False
80 935.05 788.90 146.15 16.0% 15.92 1.7% 84% False False
100 954.28 788.90 165.38 18.1% 15.61 1.7% 74% False False
120 954.28 788.90 165.38 18.1% 16.01 1.8% 74% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961.92
2.618 944.75
1.618 934.23
1.000 927.73
0.618 923.71
HIGH 917.21
0.618 913.19
0.500 911.95
0.382 910.71
LOW 906.69
0.618 900.19
1.000 896.17
1.618 889.67
2.618 879.15
4.250 861.98
Fisher Pivots for day following 24-Apr-2003
Pivot 1 day 3 day
R1 911.95 908.69
PP 911.78 905.96
S1 911.60 903.22

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

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