S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-2003
Day Change Summary
Previous Current
24-Jun-2003 25-Jun-2003 Change Change % Previous Week
Open 980.68 983.58 2.90 0.3% 989.67
High 987.84 991.64 3.80 0.4% 1,015.33
Low 979.08 974.86 -4.22 -0.4% 989.67
Close 983.45 975.32 -8.13 -0.8% 995.69
Range 8.76 16.78 8.02 91.6% 25.66
ATR 13.84 14.05 0.21 1.5% 0.00
Volume
Daily Pivots for day following 25-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,030.95 1,019.91 984.55
R3 1,014.17 1,003.13 979.93
R2 997.39 997.39 978.40
R1 986.35 986.35 976.86 983.48
PP 980.61 980.61 980.61 979.17
S1 969.57 969.57 973.78 966.70
S2 963.83 963.83 972.24
S3 947.05 952.79 970.71
S4 930.27 936.01 966.09
Weekly Pivots for week ending 20-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,077.21 1,062.11 1,009.80
R3 1,051.55 1,036.45 1,002.75
R2 1,025.89 1,025.89 1,000.39
R1 1,010.79 1,010.79 998.04 1,018.34
PP 1,000.23 1,000.23 1,000.23 1,004.01
S1 985.13 985.13 993.34 992.68
S2 974.57 974.57 990.99
S3 948.91 959.47 988.63
S4 923.25 933.81 981.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,011.22 974.86 36.36 3.7% 14.05 1.4% 1% False True
10 1,015.33 974.86 40.47 4.1% 13.84 1.4% 1% False True
20 1,015.33 946.23 69.10 7.1% 14.01 1.4% 42% False False
40 1,015.33 902.83 112.50 11.5% 13.45 1.4% 64% False False
60 1,015.33 847.85 167.48 17.2% 13.90 1.4% 76% False False
80 1,015.33 788.90 226.43 23.2% 14.71 1.5% 82% False False
100 1,015.33 788.90 226.43 23.2% 14.87 1.5% 82% False False
120 1,015.33 788.90 226.43 23.2% 15.04 1.5% 82% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,062.96
2.618 1,035.57
1.618 1,018.79
1.000 1,008.42
0.618 1,002.01
HIGH 991.64
0.618 985.23
0.500 983.25
0.382 981.27
LOW 974.86
0.618 964.49
1.000 958.08
1.618 947.71
2.618 930.93
4.250 903.55
Fisher Pivots for day following 25-Jun-2003
Pivot 1 day 3 day
R1 983.25 985.06
PP 980.61 981.81
S1 977.96 978.57

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

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