S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-2003
Day Change Summary
Previous Current
21-May-2003 22-May-2003 Change Change % Previous Week
Open 919.01 923.53 4.52 0.5% 933.05
High 923.85 935.30 11.45 1.2% 948.65
Low 914.91 922.54 7.63 0.8% 929.30
Close 923.42 931.87 8.45 0.9% 944.30
Range 8.94 12.76 3.82 42.7% 19.35
ATR 13.68 13.62 -0.07 -0.5% 0.00
Volume
Daily Pivots for day following 22-May-2003
Classic Woodie Camarilla DeMark
R4 968.18 962.79 938.89
R3 955.42 950.03 935.38
R2 942.66 942.66 934.21
R1 937.27 937.27 933.04 939.97
PP 929.90 929.90 929.90 931.25
S1 924.51 924.51 930.70 927.21
S2 917.14 917.14 929.53
S3 904.38 911.75 928.36
S4 891.62 898.99 924.85
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 3.9% 13.45 1.4% 54% False False
10 948.65 912.05 36.60 3.9% 12.68 1.4% 54% False False
20 948.65 897.52 51.13 5.5% 13.04 1.4% 67% False False
40 948.65 843.68 104.97 11.3% 13.89 1.5% 84% False False
60 948.65 788.90 159.75 17.1% 14.96 1.6% 89% False False
80 948.65 788.90 159.75 17.1% 15.34 1.6% 89% False False
100 948.65 788.90 159.75 17.1% 15.34 1.6% 89% False False
120 954.28 788.90 165.38 17.7% 15.18 1.6% 86% 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 2.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 989.53
2.618 968.71
1.618 955.95
1.000 948.06
0.618 943.19
HIGH 935.30
0.618 930.43
0.500 928.92
0.382 927.41
LOW 922.54
0.618 914.65
1.000 909.78
1.618 901.89
2.618 889.13
4.250 868.31
Fisher Pivots for day following 22-May-2003
Pivot 1 day 3 day
R1 930.89 929.14
PP 929.90 926.41
S1 928.92 923.68

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

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