S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Apr-2003
Day Change Summary
Previous Current
28-Apr-2003 29-Apr-2003 Change Change % Previous Week
Open 899.19 915.78 16.59 1.8% 893.66
High 918.15 924.24 6.09 0.7% 919.74
Low 899.19 911.10 11.91 1.3% 886.70
Close 914.84 917.84 3.00 0.3% 898.81
Range 18.96 13.14 -5.82 -30.7% 33.04
ATR 15.72 15.54 -0.18 -1.2% 0.00
Volume
Daily Pivots for day following 29-Apr-2003
Classic Woodie Camarilla DeMark
R4 957.15 950.63 925.07
R3 944.01 937.49 921.45
R2 930.87 930.87 920.25
R1 924.35 924.35 919.04 927.61
PP 917.73 917.73 917.73 919.36
S1 911.21 911.21 916.64 914.47
S2 904.59 904.59 915.43
S3 891.45 898.07 914.23
S4 878.31 884.93 910.61
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
5 924.24 897.52 26.72 2.9% 13.22 1.4% 76% True False
10 924.24 877.93 46.31 5.0% 14.39 1.6% 86% True False
20 924.24 847.85 76.39 8.3% 14.80 1.6% 92% True False
40 924.24 788.90 135.34 14.7% 15.96 1.7% 95% True False
60 924.24 788.90 135.34 14.7% 15.82 1.7% 95% True False
80 935.05 788.90 146.15 15.9% 15.84 1.7% 88% False False
100 935.05 788.90 146.15 15.9% 15.60 1.7% 88% False False
120 954.28 788.90 165.38 18.0% 15.86 1.7% 78% 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 2.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 980.09
2.618 958.64
1.618 945.50
1.000 937.38
0.618 932.36
HIGH 924.24
0.618 919.22
0.500 917.67
0.382 916.12
LOW 911.10
0.618 902.98
1.000 897.96
1.618 889.84
2.618 876.70
4.250 855.26
Fisher Pivots for day following 29-Apr-2003
Pivot 1 day 3 day
R1 917.78 915.52
PP 917.73 913.20
S1 917.67 910.88

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

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