S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jul-2003
Day Change Summary
Previous Current
24-Jul-2003 25-Jul-2003 Change Change % Previous Week
Open 990.58 981.81 -8.77 -0.9% 992.91
High 998.89 998.71 -0.18 0.0% 998.89
Low 981.07 977.42 -3.65 -0.4% 975.63
Close 981.60 998.68 17.08 1.7% 998.68
Range 17.82 21.29 3.47 19.5% 23.26
ATR 14.36 14.86 0.49 3.4% 0.00
Volume
Daily Pivots for day following 25-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,055.47 1,048.37 1,010.39
R3 1,034.18 1,027.08 1,004.53
R2 1,012.89 1,012.89 1,002.58
R1 1,005.79 1,005.79 1,000.63 1,009.34
PP 991.60 991.60 991.60 993.38
S1 984.50 984.50 996.73 988.05
S2 970.31 970.31 994.78
S3 949.02 963.21 992.83
S4 927.73 941.92 986.97
Weekly Pivots for week ending 25-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,060.85 1,053.02 1,011.47
R3 1,037.59 1,029.76 1,005.08
R2 1,014.33 1,014.33 1,002.94
R1 1,006.50 1,006.50 1,000.81 1,010.42
PP 991.07 991.07 991.07 993.02
S1 983.24 983.24 996.55 987.16
S2 967.81 967.81 994.42
S3 944.55 959.98 992.28
S4 921.29 936.72 985.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 998.89 975.63 23.26 2.3% 16.13 1.6% 99% False False
10 1,015.41 975.63 39.78 4.0% 15.01 1.5% 58% False False
20 1,015.41 962.10 53.31 5.3% 14.20 1.4% 69% False False
40 1,015.41 950.70 64.71 6.5% 14.03 1.4% 74% False False
60 1,015.41 902.83 112.58 11.3% 13.74 1.4% 85% False False
80 1,015.41 862.57 152.84 15.3% 13.96 1.4% 89% False False
100 1,015.41 788.90 226.51 22.7% 14.60 1.5% 93% False False
120 1,015.41 788.90 226.51 22.7% 14.80 1.5% 93% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.48
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1,089.19
2.618 1,054.45
1.618 1,033.16
1.000 1,020.00
0.618 1,011.87
HIGH 998.71
0.618 990.58
0.500 988.07
0.382 985.55
LOW 977.42
0.618 964.26
1.000 956.13
1.618 942.97
2.618 921.68
4.250 886.94
Fisher Pivots for day following 25-Jul-2003
Pivot 1 day 3 day
R1 995.14 995.17
PP 991.60 991.66
S1 988.07 988.16

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

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