S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-2003
Day Change Summary
Previous Current
28-Jul-2003 29-Jul-2003 Change Change % Previous Week
Open 999.00 997.11 -1.89 -0.2% 992.91
High 1,000.68 998.64 -2.04 -0.2% 998.89
Low 993.59 984.15 -9.44 -1.0% 975.63
Close 996.52 989.28 -7.24 -0.7% 998.68
Range 7.09 14.49 7.40 104.4% 23.26
ATR 14.30 14.32 0.01 0.1% 0.00
Volume
Daily Pivots for day following 29-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,034.16 1,026.21 997.25
R3 1,019.67 1,011.72 993.26
R2 1,005.18 1,005.18 991.94
R1 997.23 997.23 990.61 993.96
PP 990.69 990.69 990.69 989.06
S1 982.74 982.74 987.95 979.47
S2 976.20 976.20 986.62
S3 961.71 968.25 985.30
S4 947.22 953.76 981.31
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 1,000.68 977.42 23.26 2.4% 14.15 1.4% 51% False False
10 1,003.47 975.63 27.84 2.8% 14.44 1.5% 49% False False
20 1,015.41 962.10 53.31 5.4% 14.05 1.4% 51% False False
40 1,015.41 962.10 53.31 5.4% 13.86 1.4% 51% False False
60 1,015.41 912.05 103.36 10.4% 13.52 1.4% 75% False False
80 1,015.41 862.76 152.65 15.4% 13.84 1.4% 83% False False
100 1,015.41 788.90 226.51 22.9% 14.61 1.5% 88% False False
120 1,015.41 788.90 226.51 22.9% 14.67 1.5% 88% 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 True
Bear Hook False
Bull Hook False
Stretch 2.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.22
2.618 1,036.57
1.618 1,022.08
1.000 1,013.13
0.618 1,007.59
HIGH 998.64
0.618 993.10
0.500 991.40
0.382 989.69
LOW 984.15
0.618 975.20
1.000 969.66
1.618 960.71
2.618 946.22
4.250 922.57
Fisher Pivots for day following 29-Jul-2003
Pivot 1 day 3 day
R1 991.40 989.20
PP 990.69 989.13
S1 989.99 989.05

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

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