S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-2003
Day Change Summary
Previous Current
31-Dec-2002 02-Jan-2003 Change Change % Previous Week
Open 879.08 881.44 2.36 0.3% 895.74
High 881.93 909.03 27.10 3.1% 903.89
Low 869.45 881.44 11.99 1.4% 873.62
Close 879.82 909.03 29.21 3.3% 875.40
Range 12.48 27.59 15.11 121.1% 30.27
ATR 15.15 16.16 1.00 6.6% 0.00
Volume
Daily Pivots for day following 02-Jan-2003
Classic Woodie Camarilla DeMark
R4 982.60 973.41 924.20
R3 955.01 945.82 916.62
R2 927.42 927.42 914.09
R1 918.23 918.23 911.56 922.83
PP 899.83 899.83 899.83 902.13
S1 890.64 890.64 906.50 895.24
S2 872.24 872.24 903.97
S3 844.65 863.05 901.44
S4 817.06 835.46 893.86
Weekly Pivots for week ending 27-Dec-2002
Classic Woodie Camarilla DeMark
R4 975.11 955.53 892.05
R3 944.84 925.26 883.72
R2 914.57 914.57 880.95
R1 894.99 894.99 878.17 889.65
PP 884.30 884.30 884.30 881.63
S1 864.72 864.72 872.63 859.38
S2 854.03 854.03 869.85
S3 823.76 834.45 867.08
S4 793.49 804.18 858.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 909.03 869.45 39.58 4.4% 17.04 1.9% 100% True False
10 909.03 869.45 39.58 4.4% 14.51 1.6% 100% True False
20 925.25 869.45 55.80 6.1% 14.62 1.6% 71% False False
40 954.28 869.45 84.83 9.3% 15.90 1.7% 47% False False
60 954.28 768.63 185.65 20.4% 18.44 2.0% 76% False False
80 954.28 768.63 185.65 20.4% 19.22 2.1% 76% False False
100 965.00 768.63 196.37 21.6% 19.86 2.2% 71% False False
120 965.00 768.63 196.37 21.6% 21.98 2.4% 71% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.82
Widest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 1,026.29
2.618 981.26
1.618 953.67
1.000 936.62
0.618 926.08
HIGH 909.03
0.618 898.49
0.500 895.24
0.382 891.98
LOW 881.44
0.618 864.39
1.000 853.85
1.618 836.80
2.618 809.21
4.250 764.18
Fisher Pivots for day following 02-Jan-2003
Pivot 1 day 3 day
R1 904.43 902.43
PP 899.83 895.84
S1 895.24 889.24

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

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