S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Apr-2003
Day Change Summary
Previous Current
25-Apr-2003 28-Apr-2003 Change Change % Previous Week
Open 910.57 899.19 -11.38 -1.2% 893.66
High 911.13 918.15 7.02 0.8% 919.74
Low 897.52 899.19 1.67 0.2% 886.70
Close 898.81 914.84 16.03 1.8% 898.81
Range 13.61 18.96 5.35 39.3% 33.04
ATR 15.45 15.72 0.28 1.8% 0.00
Volume
Daily Pivots for day following 28-Apr-2003
Classic Woodie Camarilla DeMark
R4 967.61 960.18 925.27
R3 948.65 941.22 920.05
R2 929.69 929.69 918.32
R1 922.26 922.26 916.58 925.98
PP 910.73 910.73 910.73 912.58
S1 903.30 903.30 913.10 907.02
S2 891.77 891.77 911.36
S3 872.81 884.34 909.63
S4 853.85 865.38 904.41
Weekly Pivots for week ending 25-Apr-2003
Classic Woodie Camarilla DeMark
R4 1,000.87 982.88 916.98
R3 967.83 949.84 907.90
R2 934.79 934.79 904.87
R1 916.80 916.80 901.84 925.80
PP 901.75 901.75 901.75 906.25
S1 883.76 883.76 895.78 892.76
S2 868.71 868.71 892.75
S3 835.67 850.72 889.72
S4 802.63 817.68 880.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 919.74 886.70 33.04 3.6% 15.60 1.7% 85% False False
10 919.74 868.51 51.23 5.6% 14.75 1.6% 90% False False
20 919.74 843.68 76.06 8.3% 15.11 1.7% 94% False False
40 919.74 788.90 130.84 14.3% 16.13 1.8% 96% False False
60 919.74 788.90 130.84 14.3% 15.91 1.7% 96% False False
80 935.05 788.90 146.15 16.0% 16.02 1.8% 86% False False
100 935.05 788.90 146.15 16.0% 15.61 1.7% 86% False False
120 954.28 788.90 165.38 18.1% 15.91 1.7% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 998.73
2.618 967.79
1.618 948.83
1.000 937.11
0.618 929.87
HIGH 918.15
0.618 910.91
0.500 908.67
0.382 906.43
LOW 899.19
0.618 887.47
1.000 880.23
1.618 868.51
2.618 849.55
4.250 818.61
Fisher Pivots for day following 28-Apr-2003
Pivot 1 day 3 day
R1 912.78 912.51
PP 910.73 910.17
S1 908.67 907.84

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

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