S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-2003
Day Change Summary
Previous Current
19-May-2003 20-May-2003 Change Change % Previous Week
Open 942.46 921.62 -20.84 -2.2% 933.05
High 942.46 925.34 -17.12 -1.8% 948.65
Low 920.23 912.05 -8.18 -0.9% 929.30
Close 920.77 919.73 -1.04 -0.1% 944.30
Range 22.23 13.29 -8.94 -40.2% 19.35
ATR 14.10 14.05 -0.06 -0.4% 0.00
Volume
Daily Pivots for day following 20-May-2003
Classic Woodie Camarilla DeMark
R4 958.91 952.61 927.04
R3 945.62 939.32 923.38
R2 932.33 932.33 922.17
R1 926.03 926.03 920.95 922.54
PP 919.04 919.04 919.04 917.29
S1 912.74 912.74 918.51 909.25
S2 905.75 905.75 917.29
S3 892.46 899.45 916.08
S4 879.17 886.16 912.42
Weekly Pivots for week ending 16-May-2003
Classic Woodie Camarilla DeMark
R4 998.80 990.90 954.94
R3 979.45 971.55 949.62
R2 960.10 960.10 947.85
R1 952.20 952.20 946.07 956.15
PP 940.75 940.75 940.75 942.73
S1 932.85 932.85 942.53 936.80
S2 921.40 921.40 940.75
S3 902.05 913.50 938.98
S4 882.70 894.15 933.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948.65 912.05 36.60 4.0% 13.41 1.5% 21% False True
10 948.65 912.05 36.60 4.0% 12.56 1.4% 21% False True
20 948.65 897.52 51.13 5.6% 12.98 1.4% 43% False False
40 948.65 843.68 104.97 11.4% 14.02 1.5% 72% False False
60 948.65 788.90 159.75 17.4% 15.17 1.6% 82% False False
80 948.65 788.90 159.75 17.4% 15.47 1.7% 82% False False
100 948.65 788.90 159.75 17.4% 15.46 1.7% 82% False False
120 954.28 788.90 165.38 18.0% 15.34 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 981.82
2.618 960.13
1.618 946.84
1.000 938.63
0.618 933.55
HIGH 925.34
0.618 920.26
0.500 918.70
0.382 917.13
LOW 912.05
0.618 903.84
1.000 898.76
1.618 890.55
2.618 877.26
4.250 855.57
Fisher Pivots for day following 20-May-2003
Pivot 1 day 3 day
R1 919.39 930.35
PP 919.04 926.81
S1 918.70 923.27

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

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