S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-May-2003
Day Change Summary
Previous Current
07-May-2003 08-May-2003 Change Change % Previous Week
Open 932.75 927.91 -4.84 -0.5% 899.19
High 937.22 929.34 -7.88 -0.8% 930.56
Low 926.41 919.72 -6.69 -0.7% 899.19
Close 929.62 920.27 -9.35 -1.0% 930.08
Range 10.81 9.62 -1.19 -11.0% 31.37
ATR 14.63 14.29 -0.34 -2.3% 0.00
Volume
Daily Pivots for day following 08-May-2003
Classic Woodie Camarilla DeMark
R4 951.97 945.74 925.56
R3 942.35 936.12 922.92
R2 932.73 932.73 922.03
R1 926.50 926.50 921.15 924.81
PP 923.11 923.11 923.11 922.26
S1 916.88 916.88 919.39 915.19
S2 913.49 913.49 918.51
S3 903.87 907.26 917.62
S4 894.25 897.64 914.98
Weekly Pivots for week ending 02-May-2003
Classic Woodie Camarilla DeMark
R4 1,014.05 1,003.44 947.33
R3 982.68 972.07 938.71
R2 951.31 951.31 935.83
R1 940.70 940.70 932.96 946.01
PP 919.94 919.94 919.94 922.60
S1 909.33 909.33 927.20 914.64
S2 888.57 888.57 924.33
S3 857.20 877.96 921.45
S4 825.83 846.59 912.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.61 912.35 27.26 3.0% 12.24 1.3% 29% False False
10 939.61 897.52 42.09 4.6% 13.41 1.5% 54% False False
20 939.61 862.76 76.85 8.4% 13.77 1.5% 75% False False
40 939.61 806.48 133.13 14.5% 15.64 1.7% 85% False False
60 939.61 788.90 150.71 16.4% 15.51 1.7% 87% False False
80 939.61 788.90 150.71 16.4% 15.69 1.7% 87% False False
100 939.61 788.90 150.71 16.4% 15.41 1.7% 87% False False
120 954.28 788.90 165.38 18.0% 15.50 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 970.23
2.618 954.53
1.618 944.91
1.000 938.96
0.618 935.29
HIGH 929.34
0.618 925.67
0.500 924.53
0.382 923.39
LOW 919.72
0.618 913.77
1.000 910.10
1.618 904.15
2.618 894.53
4.250 878.84
Fisher Pivots for day following 08-May-2003
Pivot 1 day 3 day
R1 924.53 929.67
PP 923.11 926.53
S1 921.69 923.40

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

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