S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-2003
Day Change Summary
Previous Current
14-Aug-2003 15-Aug-2003 Change Change % Previous Week
Open 984.30 990.19 5.89 0.6% 977.98
High 991.91 992.39 0.48 0.0% 992.50
Low 980.36 986.44 6.08 0.6% 974.21
Close 990.51 990.67 0.16 0.0% 990.67
Range 11.55 5.95 -5.60 -48.5% 18.29
ATR 13.08 12.57 -0.51 -3.9% 0.00
Volume
Daily Pivots for day following 15-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,007.68 1,005.13 993.94
R3 1,001.73 999.18 992.31
R2 995.78 995.78 991.76
R1 993.23 993.23 991.22 994.51
PP 989.83 989.83 989.83 990.47
S1 987.28 987.28 990.12 988.56
S2 983.88 983.88 989.58
S3 977.93 981.33 989.03
S4 971.98 975.38 987.40
Weekly Pivots for week ending 15-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,040.66 1,033.96 1,000.73
R3 1,022.37 1,015.67 995.70
R2 1,004.08 1,004.08 994.02
R1 997.38 997.38 992.35 1,000.73
PP 985.79 985.79 985.79 987.47
S1 979.09 979.09 988.99 982.44
S2 967.50 967.50 987.32
S3 949.21 960.80 985.64
S4 930.92 942.51 980.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 992.50 974.21 18.29 1.8% 10.18 1.0% 90% False False
10 992.50 960.84 31.66 3.2% 12.02 1.2% 94% False False
20 1,004.59 960.84 43.75 4.4% 12.80 1.3% 68% False False
40 1,015.41 960.84 54.57 5.5% 13.10 1.3% 55% False False
60 1,015.41 922.54 92.87 9.4% 13.46 1.4% 73% False False
80 1,015.41 897.52 117.89 11.9% 13.33 1.3% 79% False False
100 1,015.41 843.68 171.73 17.3% 13.60 1.4% 86% False False
120 1,015.41 788.90 226.51 22.9% 14.21 1.4% 89% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.66
Narrowest range in 161 trading days
Fibonacci Retracements and Extensions
4.250 1,017.68
2.618 1,007.97
1.618 1,002.02
1.000 998.34
0.618 996.07
HIGH 992.39
0.618 990.12
0.500 989.42
0.382 988.71
LOW 986.44
0.618 982.76
1.000 980.49
1.618 976.81
2.618 970.86
4.250 961.15
Fisher Pivots for day following 15-Aug-2003
Pivot 1 day 3 day
R1 990.25 989.26
PP 989.83 987.84
S1 989.42 986.43

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

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