S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-2003
Day Change Summary
Previous Current
01-Jul-2003 02-Jul-2003 Change Change % Previous Week
Open 973.83 983.34 9.51 1.0% 995.25
High 983.26 993.78 10.52 1.1% 995.25
Low 962.10 983.34 21.24 2.2% 973.80
Close 982.32 993.75 11.43 1.2% 976.22
Range 21.16 10.44 -10.72 -50.7% 21.45
ATR 14.25 14.05 -0.20 -1.4% 0.00
Volume
Daily Pivots for day following 02-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,021.61 1,018.12 999.49
R3 1,011.17 1,007.68 996.62
R2 1,000.73 1,000.73 995.66
R1 997.24 997.24 994.71 998.99
PP 990.29 990.29 990.29 991.16
S1 986.80 986.80 992.79 988.55
S2 979.85 979.85 991.84
S3 969.41 976.36 990.88
S4 958.97 965.92 988.01
Weekly Pivots for week ending 27-Jun-2003
Classic Woodie Camarilla DeMark
R4 1,046.11 1,032.61 988.02
R3 1,024.66 1,011.16 982.12
R2 1,003.21 1,003.21 980.15
R1 989.71 989.71 978.19 985.74
PP 981.76 981.76 981.76 979.77
S1 968.26 968.26 974.25 964.29
S2 960.31 960.31 972.29
S3 938.86 946.81 970.32
S4 917.41 925.36 964.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.78 962.10 31.68 3.2% 13.79 1.4% 100% True False
10 1,011.22 962.10 49.12 4.9% 13.92 1.4% 64% False False
20 1,015.33 962.10 53.23 5.4% 13.96 1.4% 59% False False
40 1,015.33 912.05 103.28 10.4% 13.47 1.4% 79% False False
60 1,015.33 862.76 152.57 15.4% 13.73 1.4% 86% False False
80 1,015.33 788.90 226.43 22.8% 14.67 1.5% 90% False False
100 1,015.33 788.90 226.43 22.8% 14.81 1.5% 90% False False
120 1,015.33 788.90 226.43 22.8% 15.01 1.5% 90% False 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 3.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,038.15
2.618 1,021.11
1.618 1,010.67
1.000 1,004.22
0.618 1,000.23
HIGH 993.78
0.618 989.79
0.500 988.56
0.382 987.33
LOW 983.34
0.618 976.89
1.000 972.90
1.618 966.45
2.618 956.01
4.250 938.97
Fisher Pivots for day following 02-Jul-2003
Pivot 1 day 3 day
R1 992.02 988.48
PP 990.29 983.21
S1 988.56 977.94

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

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