S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-May-2003
Day Change Summary
Previous Current
30-Apr-2003 01-May-2003 Change Change % Previous Week
Open 917.34 916.80 -0.54 -0.1% 893.66
High 922.01 919.68 -2.33 -0.3% 919.74
Low 911.70 902.83 -8.87 -1.0% 886.70
Close 916.92 916.30 -0.62 -0.1% 898.81
Range 10.31 16.85 6.54 63.4% 33.04
ATR 15.17 15.29 0.12 0.8% 0.00
Volume
Daily Pivots for day following 01-May-2003
Classic Woodie Camarilla DeMark
R4 963.49 956.74 925.57
R3 946.64 939.89 920.93
R2 929.79 929.79 919.39
R1 923.04 923.04 917.84 917.99
PP 912.94 912.94 912.94 910.41
S1 906.19 906.19 914.76 901.14
S2 896.09 896.09 913.21
S3 879.24 889.34 911.67
S4 862.39 872.49 907.03
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% 14.57 1.6% 70% False False
10 924.24 879.20 45.04 4.9% 14.28 1.6% 82% False False
20 924.24 862.76 61.48 6.7% 14.38 1.6% 87% False False
40 924.24 788.90 135.34 14.8% 16.03 1.7% 94% False False
60 924.24 788.90 135.34 14.8% 15.84 1.7% 94% False False
80 935.05 788.90 146.15 16.0% 15.79 1.7% 87% False False
100 935.05 788.90 146.15 16.0% 15.55 1.7% 87% False False
120 954.28 788.90 165.38 18.0% 15.82 1.7% 77% 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 2.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 991.29
2.618 963.79
1.618 946.94
1.000 936.53
0.618 930.09
HIGH 919.68
0.618 913.24
0.500 911.26
0.382 909.27
LOW 902.83
0.618 892.42
1.000 885.98
1.618 875.57
2.618 858.72
4.250 831.22
Fisher Pivots for day following 01-May-2003
Pivot 1 day 3 day
R1 914.62 915.38
PP 912.94 914.46
S1 911.26 913.54

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

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