S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-2003
Day Change Summary
Previous Current
21-Aug-2003 22-Aug-2003 Change Change % Previous Week
Open 1,001.67 1,005.43 3.76 0.4% 991.18
High 1,009.53 1,011.01 1.48 0.1% 1,011.01
Low 999.33 992.62 -6.71 -0.7% 991.18
Close 1,003.27 993.06 -10.21 -1.0% 993.06
Range 10.20 18.39 8.19 80.3% 19.83
ATR 11.58 12.06 0.49 4.2% 0.00
Volume
Daily Pivots for day following 22-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,054.07 1,041.95 1,003.17
R3 1,035.68 1,023.56 998.12
R2 1,017.29 1,017.29 996.43
R1 1,005.17 1,005.17 994.75 1,002.04
PP 998.90 998.90 998.90 997.33
S1 986.78 986.78 991.37 983.65
S2 980.51 980.51 989.69
S3 962.12 968.39 988.00
S4 943.73 950.00 982.95
Weekly Pivots for week ending 22-Aug-2003
Classic Woodie Camarilla DeMark
R4 1,057.91 1,045.31 1,003.97
R3 1,038.08 1,025.48 998.51
R2 1,018.25 1,018.25 996.70
R1 1,005.65 1,005.65 994.88 1,011.95
PP 998.42 998.42 998.42 1,001.57
S1 985.82 985.82 991.24 992.12
S2 978.59 978.59 989.42
S3 958.76 965.99 987.61
S4 938.93 946.16 982.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,011.01 991.18 19.83 2.0% 10.54 1.1% 9% True False
10 1,011.01 974.21 36.80 3.7% 10.36 1.0% 51% True False
20 1,011.01 960.84 50.17 5.1% 11.40 1.1% 64% True False
40 1,015.41 960.84 54.57 5.5% 12.80 1.3% 59% False False
60 1,015.41 950.70 64.71 6.5% 13.15 1.3% 65% False False
80 1,015.41 902.83 112.58 11.3% 13.15 1.3% 80% False False
100 1,015.41 862.57 152.84 15.4% 13.45 1.4% 85% False False
120 1,015.41 788.90 226.51 22.8% 14.06 1.4% 90% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.59
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,089.17
2.618 1,059.16
1.618 1,040.77
1.000 1,029.40
0.618 1,022.38
HIGH 1,011.01
0.618 1,003.99
0.500 1,001.82
0.382 999.64
LOW 992.62
0.618 981.25
1.000 974.23
1.618 962.86
2.618 944.47
4.250 914.46
Fisher Pivots for day following 22-Aug-2003
Pivot 1 day 3 day
R1 1,001.82 1,001.82
PP 998.90 998.90
S1 995.98 995.98

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

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