S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-2003
Day Change Summary
Previous Current
09-May-2003 12-May-2003 Change Change % Previous Week
Open 921.85 933.05 11.20 1.2% 930.57
High 933.77 946.84 13.07 1.4% 939.61
Low 921.85 929.30 7.45 0.8% 919.72
Close 933.41 945.11 11.70 1.3% 933.41
Range 11.92 17.54 5.62 47.1% 19.89
ATR 14.24 14.47 0.24 1.7% 0.00
Volume
Daily Pivots for day following 12-May-2003
Classic Woodie Camarilla DeMark
R4 993.04 986.61 954.76
R3 975.50 969.07 949.93
R2 957.96 957.96 948.33
R1 951.53 951.53 946.72 954.75
PP 940.42 940.42 940.42 942.02
S1 933.99 933.99 943.50 937.21
S2 922.88 922.88 941.89
S3 905.34 916.45 940.29
S4 887.80 898.91 935.46
Weekly Pivots for week ending 09-May-2003
Classic Woodie Camarilla DeMark
R4 990.58 981.89 944.35
R3 970.69 962.00 938.88
R2 950.80 950.80 937.06
R1 942.11 942.11 935.23 946.46
PP 930.91 930.91 930.91 933.09
S1 922.22 922.22 931.59 926.57
S2 911.02 911.02 929.76
S3 891.13 902.33 927.94
S4 871.24 882.44 922.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 946.84 919.72 27.12 2.9% 12.62 1.3% 94% True False
10 946.84 902.83 44.01 4.7% 13.10 1.4% 96% True False
20 946.84 868.51 78.33 8.3% 13.92 1.5% 98% True False
40 946.84 827.17 119.67 12.7% 15.41 1.6% 99% True False
60 946.84 788.90 157.94 16.7% 15.52 1.6% 99% True False
80 946.84 788.90 157.94 16.7% 15.73 1.7% 99% True False
100 946.84 788.90 157.94 16.7% 15.39 1.6% 99% True False
120 954.28 788.90 165.38 17.5% 15.48 1.6% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1,021.39
2.618 992.76
1.618 975.22
1.000 964.38
0.618 957.68
HIGH 946.84
0.618 940.14
0.500 938.07
0.382 936.00
LOW 929.30
0.618 918.46
1.000 911.76
1.618 900.92
2.618 883.38
4.250 854.76
Fisher Pivots for day following 12-May-2003
Pivot 1 day 3 day
R1 942.76 941.17
PP 940.42 937.22
S1 938.07 933.28

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

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