S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-2003
Day Change Summary
Previous Current
03-Jul-2003 07-Jul-2003 Change Change % Previous Week
Open 992.55 989.78 -2.77 -0.3% 977.35
High 995.00 1,005.56 10.56 1.1% 995.00
Low 983.34 989.78 6.44 0.7% 962.10
Close 985.70 1,004.42 18.72 1.9% 985.70
Range 11.66 15.78 4.12 35.3% 32.90
ATR 13.88 14.30 0.43 3.1% 0.00
Volume
Daily Pivots for day following 07-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,047.26 1,041.62 1,013.10
R3 1,031.48 1,025.84 1,008.76
R2 1,015.70 1,015.70 1,007.31
R1 1,010.06 1,010.06 1,005.87 1,012.88
PP 999.92 999.92 999.92 1,001.33
S1 994.28 994.28 1,002.97 997.10
S2 984.14 984.14 1,001.53
S3 968.36 978.50 1,000.08
S4 952.58 962.72 995.74
Weekly Pivots for week ending 04-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,079.63 1,065.57 1,003.80
R3 1,046.73 1,032.67 994.75
R2 1,013.83 1,013.83 991.73
R1 999.77 999.77 988.72 1,006.80
PP 980.93 980.93 980.93 984.45
S1 966.87 966.87 982.68 973.90
S2 948.03 948.03 979.67
S3 915.13 933.97 976.65
S4 882.23 901.07 967.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.56 962.10 43.46 4.3% 13.81 1.4% 97% True False
10 1,005.56 962.10 43.46 4.3% 13.98 1.4% 97% True False
20 1,015.33 962.10 53.23 5.3% 13.65 1.4% 80% False False
40 1,015.33 912.05 103.28 10.3% 13.65 1.4% 89% False False
60 1,015.33 862.76 152.57 15.2% 13.69 1.4% 93% False False
80 1,015.33 806.48 208.85 20.8% 14.65 1.5% 95% False False
100 1,015.33 788.90 226.43 22.5% 14.76 1.5% 95% False False
120 1,015.33 788.90 226.43 22.5% 15.01 1.5% 95% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,072.63
2.618 1,046.87
1.618 1,031.09
1.000 1,021.34
0.618 1,015.31
HIGH 1,005.56
0.618 999.53
0.500 997.67
0.382 995.81
LOW 989.78
0.618 980.03
1.000 974.00
1.618 964.25
2.618 948.47
4.250 922.72
Fisher Pivots for day following 07-Jul-2003
Pivot 1 day 3 day
R1 1,002.17 1,001.10
PP 999.92 997.77
S1 997.67 994.45

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

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