S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-2003
Day Change Summary
Previous Current
04-Jun-2003 05-Jun-2003 Change Change % Previous Week
Open 971.69 983.94 12.25 1.3% 932.16
High 987.85 990.14 2.29 0.2% 965.38
Low 970.72 978.13 7.41 0.8% 927.33
Close 986.24 990.14 3.90 0.4% 963.59
Range 17.13 12.01 -5.12 -29.9% 38.05
ATR 13.97 13.83 -0.14 -1.0% 0.00
Volume
Daily Pivots for day following 05-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,022.17 1,018.16 996.75
R3 1,010.16 1,006.15 993.44
R2 998.15 998.15 992.34
R1 994.14 994.14 991.24 996.15
PP 986.14 986.14 986.14 987.14
S1 982.13 982.13 989.04 984.14
S2 974.13 974.13 987.94
S3 962.12 970.12 986.84
S4 950.11 958.11 983.53
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
5 990.14 950.70 39.44 4.0% 13.23 1.3% 100% True False
10 990.14 922.54 67.60 6.8% 13.73 1.4% 100% True False
20 990.14 912.05 78.09 7.9% 13.05 1.3% 100% True False
40 990.14 862.76 127.38 12.9% 13.71 1.4% 100% True False
60 990.14 788.90 201.24 20.3% 14.87 1.5% 100% True False
80 990.14 788.90 201.24 20.3% 15.00 1.5% 100% True False
100 990.14 788.90 201.24 20.3% 15.19 1.5% 100% True False
120 990.14 788.90 201.24 20.3% 15.03 1.5% 100% 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 2.77
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,041.18
2.618 1,021.58
1.618 1,009.57
1.000 1,002.15
0.618 997.56
HIGH 990.14
0.618 985.55
0.500 984.14
0.382 982.72
LOW 978.13
0.618 970.71
1.000 966.12
1.618 958.70
2.618 946.69
4.250 927.09
Fisher Pivots for day following 05-Jun-2003
Pivot 1 day 3 day
R1 988.14 985.86
PP 986.14 981.58
S1 984.14 977.31

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

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