S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jul-2003
Day Change Summary
Previous Current
25-Jul-2003 28-Jul-2003 Change Change % Previous Week
Open 981.81 999.00 17.19 1.8% 992.91
High 998.71 1,000.68 1.97 0.2% 998.89
Low 977.42 993.59 16.17 1.7% 975.63
Close 998.68 996.52 -2.16 -0.2% 998.68
Range 21.29 7.09 -14.20 -66.7% 23.26
ATR 14.86 14.30 -0.55 -3.7% 0.00
Volume
Daily Pivots for day following 28-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,018.20 1,014.45 1,000.42
R3 1,011.11 1,007.36 998.47
R2 1,004.02 1,004.02 997.82
R1 1,000.27 1,000.27 997.17 998.60
PP 996.93 996.93 996.93 996.10
S1 993.18 993.18 995.87 991.51
S2 989.84 989.84 995.22
S3 982.75 986.09 994.57
S4 975.66 979.00 992.62
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 1,000.68 976.08 24.60 2.5% 14.10 1.4% 83% True False
10 1,009.61 975.63 33.98 3.4% 14.28 1.4% 61% False False
20 1,015.41 962.10 53.31 5.3% 13.83 1.4% 65% False False
40 1,015.41 962.10 53.31 5.3% 13.84 1.4% 65% False False
60 1,015.41 912.05 103.36 10.4% 13.58 1.4% 82% False False
80 1,015.41 862.76 152.65 15.3% 13.78 1.4% 88% False False
100 1,015.41 788.90 226.51 22.7% 14.56 1.5% 92% False False
120 1,015.41 788.90 226.51 22.7% 14.71 1.5% 92% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook True
Stretch 2.65
Narrowest range in 147 trading days
Fibonacci Retracements and Extensions
4.250 1,030.81
2.618 1,019.24
1.618 1,012.15
1.000 1,007.77
0.618 1,005.06
HIGH 1,000.68
0.618 997.97
0.500 997.14
0.382 996.30
LOW 993.59
0.618 989.21
1.000 986.50
1.618 982.12
2.618 975.03
4.250 963.46
Fisher Pivots for day following 28-Jul-2003
Pivot 1 day 3 day
R1 997.14 994.03
PP 996.93 991.54
S1 996.73 989.05

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

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