S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-2003
Day Change Summary
Previous Current
02-Jun-2003 03-Jun-2003 Change Change % Previous Week
Open 965.31 967.07 1.76 0.2% 932.16
High 979.11 973.02 -6.09 -0.6% 965.38
Low 965.31 964.47 -0.84 -0.1% 927.33
Close 967.00 971.56 4.56 0.5% 963.59
Range 13.80 8.55 -5.25 -38.0% 38.05
ATR 14.12 13.72 -0.40 -2.8% 0.00
Volume
Daily Pivots for day following 03-Jun-2003
Classic Woodie Camarilla DeMark
R4 995.33 992.00 976.26
R3 986.78 983.45 973.91
R2 978.23 978.23 973.13
R1 974.90 974.90 972.34 976.57
PP 969.68 969.68 969.68 970.52
S1 966.35 966.35 970.78 968.02
S2 961.13 961.13 969.99
S3 952.58 957.80 969.21
S4 944.03 949.25 966.86
Weekly Pivots for week ending 30-May-2003
Classic Woodie Camarilla DeMark
R4 1,066.25 1,052.97 984.52
R3 1,028.20 1,014.92 974.05
R2 990.15 990.15 970.57
R1 976.87 976.87 967.08 983.51
PP 952.10 952.10 952.10 955.42
S1 938.82 938.82 960.10 945.46
S2 914.05 914.05 956.61
S3 876.00 900.77 953.13
S4 837.95 862.72 942.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979.11 946.23 32.88 3.4% 12.43 1.3% 77% False False
10 979.11 912.05 67.06 6.9% 13.04 1.3% 89% False False
20 979.11 912.05 67.06 6.9% 12.79 1.3% 89% False False
40 979.11 862.76 116.35 12.0% 13.82 1.4% 94% False False
60 979.11 788.90 190.21 19.6% 14.95 1.5% 96% False False
80 979.11 788.90 190.21 19.6% 15.04 1.5% 96% False False
100 979.11 788.90 190.21 19.6% 15.23 1.6% 96% False False
120 979.11 788.90 190.21 19.6% 15.00 1.5% 96% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 2.88
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,009.36
2.618 995.40
1.618 986.85
1.000 981.57
0.618 978.30
HIGH 973.02
0.618 969.75
0.500 968.75
0.382 967.74
LOW 964.47
0.618 959.19
1.000 955.92
1.618 950.64
2.618 942.09
4.250 928.13
Fisher Pivots for day following 03-Jun-2003
Pivot 1 day 3 day
R1 970.62 969.34
PP 969.68 967.12
S1 968.75 964.91

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

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