S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-2003
Day Change Summary
Previous Current
29-Jul-2003 30-Jul-2003 Change Change % Previous Week
Open 997.11 989.50 -7.61 -0.8% 992.91
High 998.64 992.62 -6.02 -0.6% 998.89
Low 984.15 985.96 1.81 0.2% 975.63
Close 989.28 987.49 -1.79 -0.2% 998.68
Range 14.49 6.66 -7.83 -54.0% 23.26
ATR 14.32 13.77 -0.55 -3.8% 0.00
Volume
Daily Pivots for day following 30-Jul-2003
Classic Woodie Camarilla DeMark
R4 1,008.67 1,004.74 991.15
R3 1,002.01 998.08 989.32
R2 995.35 995.35 988.71
R1 991.42 991.42 988.10 990.06
PP 988.69 988.69 988.69 988.01
S1 984.76 984.76 986.88 983.40
S2 982.03 982.03 986.27
S3 975.37 978.10 985.66
S4 968.71 971.44 983.83
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% 13.47 1.4% 43% False False
10 1,000.68 975.63 25.05 2.5% 13.69 1.4% 47% False False
20 1,015.41 975.63 39.78 4.0% 13.33 1.3% 30% False False
40 1,015.41 962.10 53.31 5.4% 13.81 1.4% 48% False False
60 1,015.41 912.05 103.36 10.5% 13.47 1.4% 73% False False
80 1,015.41 862.76 152.65 15.5% 13.81 1.4% 82% False False
100 1,015.41 788.90 226.51 22.9% 14.49 1.5% 88% False False
120 1,015.41 788.90 226.51 22.9% 14.63 1.5% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.71
Narrowest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 1,020.93
2.618 1,010.06
1.618 1,003.40
1.000 999.28
0.618 996.74
HIGH 992.62
0.618 990.08
0.500 989.29
0.382 988.50
LOW 985.96
0.618 981.84
1.000 979.30
1.618 975.18
2.618 968.52
4.250 957.66
Fisher Pivots for day following 30-Jul-2003
Pivot 1 day 3 day
R1 989.29 992.42
PP 988.69 990.77
S1 988.09 989.13

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

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