S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-2003
Day Change Summary
Previous Current
06-Aug-2003 07-Aug-2003 Change Change % Previous Week
Open 964.25 966.93 2.68 0.3% 999.00
High 975.74 974.89 -0.85 -0.1% 1,004.59
Low 960.84 963.82 2.98 0.3% 978.86
Close 967.08 974.12 7.04 0.7% 980.15
Range 14.90 11.07 -3.83 -25.7% 25.73
ATR 14.48 14.24 -0.24 -1.7% 0.00
Volume
Daily Pivots for day following 07-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,004.15 1,000.21 980.21
R3 993.08 989.14 977.16
R2 982.01 982.01 976.15
R1 978.07 978.07 975.13 980.04
PP 970.94 970.94 970.94 971.93
S1 967.00 967.00 973.11 968.97
S2 959.87 959.87 972.09
S3 948.80 955.93 971.08
S4 937.73 944.86 968.03
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
5 989.90 960.84 29.06 3.0% 14.72 1.5% 46% False False
10 1,004.59 960.84 43.75 4.5% 13.89 1.4% 30% False False
20 1,015.41 960.84 54.57 5.6% 13.95 1.4% 24% False False
40 1,015.41 960.84 54.57 5.6% 13.82 1.4% 24% False False
60 1,015.41 912.05 103.36 10.6% 13.76 1.4% 60% False False
80 1,015.41 877.93 137.48 14.1% 13.70 1.4% 70% False False
100 1,015.41 843.68 171.73 17.6% 14.15 1.5% 76% False False
120 1,015.41 788.90 226.51 23.3% 14.55 1.5% 82% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,021.94
2.618 1,003.87
1.618 992.80
1.000 985.96
0.618 981.73
HIGH 974.89
0.618 970.66
0.500 969.36
0.382 968.05
LOW 963.82
0.618 956.98
1.000 952.75
1.618 945.91
2.618 934.84
4.250 916.77
Fisher Pivots for day following 07-Aug-2003
Pivot 1 day 3 day
R1 972.53 973.32
PP 970.94 972.52
S1 969.36 971.73

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

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