S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Aug-2003
Day Change Summary
Previous Current
08-Aug-2003 11-Aug-2003 Change Change % Previous Week
Open 975.25 977.98 2.73 0.3% 979.92
High 980.57 985.46 4.89 0.5% 985.75
Low 973.83 974.21 0.38 0.0% 960.84
Close 977.59 980.59 3.00 0.3% 977.59
Range 6.74 11.25 4.51 66.9% 24.91
ATR 13.70 13.53 -0.18 -1.3% 0.00
Volume
Daily Pivots for day following 11-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,013.84 1,008.46 986.78
R3 1,002.59 997.21 983.68
R2 991.34 991.34 982.65
R1 985.96 985.96 981.62 988.65
PP 980.09 980.09 980.09 981.43
S1 974.71 974.71 979.56 977.40
S2 968.84 968.84 978.53
S3 957.59 963.46 977.50
S4 946.34 952.21 974.40
Weekly Pivots for week ending 08-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,049.46 1,038.43 991.29
R3 1,024.55 1,013.52 984.44
R2 999.64 999.64 982.16
R1 988.61 988.61 979.87 981.67
PP 974.73 974.73 974.73 971.26
S1 963.70 963.70 975.31 956.76
S2 949.82 949.82 973.02
S3 924.91 938.79 970.74
S4 900.00 913.88 963.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.46 960.84 24.62 2.5% 12.32 1.3% 80% True False
10 1,004.59 960.84 43.75 4.5% 12.85 1.3% 45% False False
20 1,009.61 960.84 48.77 5.0% 13.57 1.4% 40% False False
40 1,015.41 960.84 54.57 5.6% 13.57 1.4% 36% False False
60 1,015.41 912.05 103.36 10.5% 13.71 1.4% 66% False False
80 1,015.41 879.20 136.21 13.9% 13.57 1.4% 74% False False
100 1,015.41 843.68 171.73 17.5% 14.10 1.4% 80% False False
120 1,015.41 788.90 226.51 23.1% 14.46 1.5% 85% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,033.27
2.618 1,014.91
1.618 1,003.66
1.000 996.71
0.618 992.41
HIGH 985.46
0.618 981.16
0.500 979.84
0.382 978.51
LOW 974.21
0.618 967.26
1.000 962.96
1.618 956.01
2.618 944.76
4.250 926.40
Fisher Pivots for day following 11-Aug-2003
Pivot 1 day 3 day
R1 980.34 978.61
PP 980.09 976.62
S1 979.84 974.64

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

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