S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Aug-2003
Day Change Summary
Previous Current
01-Aug-2003 04-Aug-2003 Change Change % Previous Week
Open 989.73 979.92 -9.81 -1.0% 999.00
High 989.90 985.75 -4.15 -0.4% 1,004.59
Low 978.86 966.79 -12.07 -1.2% 978.86
Close 980.15 982.82 2.67 0.3% 980.15
Range 11.04 18.96 7.92 71.7% 25.73
ATR 13.82 14.19 0.37 2.7% 0.00
Volume
Daily Pivots for day following 04-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,035.33 1,028.04 993.25
R3 1,016.37 1,009.08 988.03
R2 997.41 997.41 986.30
R1 990.12 990.12 984.56 993.77
PP 978.45 978.45 978.45 980.28
S1 971.16 971.16 981.08 974.81
S2 959.49 959.49 979.34
S3 940.53 952.20 977.61
S4 921.57 933.24 972.39
Weekly Pivots for week ending 01-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,065.06 1,048.33 994.30
R3 1,039.33 1,022.60 987.23
R2 1,013.60 1,013.60 984.87
R1 996.87 996.87 982.51 992.37
PP 987.87 987.87 987.87 985.62
S1 971.14 971.14 977.79 966.64
S2 962.14 962.14 975.43
S3 936.41 945.41 973.07
S4 910.68 919.68 966.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,004.59 966.79 37.80 3.8% 13.38 1.4% 42% False True
10 1,004.59 966.79 37.80 3.8% 13.74 1.4% 42% False True
20 1,015.41 966.79 48.62 4.9% 13.72 1.4% 33% False True
40 1,015.41 962.10 53.31 5.4% 13.68 1.4% 39% False False
60 1,015.41 912.05 103.36 10.5% 13.67 1.4% 68% False False
80 1,015.41 862.76 152.65 15.5% 13.70 1.4% 79% False False
100 1,015.41 806.48 208.93 21.3% 14.46 1.5% 84% False False
120 1,015.41 788.90 226.51 23.0% 14.59 1.5% 86% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,066.33
2.618 1,035.39
1.618 1,016.43
1.000 1,004.71
0.618 997.47
HIGH 985.75
0.618 978.51
0.500 976.27
0.382 974.03
LOW 966.79
0.618 955.07
1.000 947.83
1.618 936.11
2.618 917.15
4.250 886.21
Fisher Pivots for day following 04-Aug-2003
Pivot 1 day 3 day
R1 980.64 985.69
PP 978.45 984.73
S1 976.27 983.78

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

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