S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-2003
Day Change Summary
Previous Current
27-May-2003 28-May-2003 Change Change % Previous Week
Open 932.16 951.78 19.62 2.1% 942.46
High 952.76 959.39 6.63 0.7% 942.46
Low 927.33 950.12 22.79 2.5% 912.05
Close 951.48 953.22 1.74 0.2% 933.22
Range 25.43 9.27 -16.16 -63.5% 30.41
ATR 14.07 13.73 -0.34 -2.4% 0.00
Volume
Daily Pivots for day following 28-May-2003
Classic Woodie Camarilla DeMark
R4 982.05 976.91 958.32
R3 972.78 967.64 955.77
R2 963.51 963.51 954.92
R1 958.37 958.37 954.07 960.94
PP 954.24 954.24 954.24 955.53
S1 949.10 949.10 952.37 951.67
S2 944.97 944.97 951.52
S3 935.70 939.83 950.67
S4 926.43 930.56 948.12
Weekly Pivots for week ending 23-May-2003
Classic Woodie Camarilla DeMark
R4 1,020.47 1,007.26 949.95
R3 990.06 976.85 941.58
R2 959.65 959.65 938.80
R1 946.44 946.44 936.01 937.84
PP 929.24 929.24 929.24 924.95
S1 916.03 916.03 930.43 907.43
S2 898.83 898.83 927.64
S3 868.42 885.62 924.86
S4 838.01 855.21 916.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.39 914.91 44.48 4.7% 12.84 1.3% 86% True False
10 959.39 912.05 47.34 5.0% 13.12 1.4% 87% True False
20 959.39 902.83 56.56 5.9% 12.88 1.4% 89% True False
40 959.39 847.85 111.54 11.7% 13.84 1.5% 94% True False
60 959.39 788.90 170.49 17.9% 14.94 1.6% 96% True False
80 959.39 788.90 170.49 17.9% 15.09 1.6% 96% True False
100 959.39 788.90 170.49 17.9% 15.25 1.6% 96% True False
120 959.39 788.90 170.49 17.9% 15.14 1.6% 96% True 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 2.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998.79
2.618 983.66
1.618 974.39
1.000 968.66
0.618 965.12
HIGH 959.39
0.618 955.85
0.500 954.76
0.382 953.66
LOW 950.12
0.618 944.39
1.000 940.85
1.618 935.12
2.618 925.85
4.250 910.72
Fisher Pivots for day following 28-May-2003
Pivot 1 day 3 day
R1 954.76 949.93
PP 954.24 946.65
S1 953.73 943.36

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

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