S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-2003
Day Change Summary
Previous Current
08-Jan-2003 09-Jan-2003 Change Change % Previous Week
Open 921.69 911.09 -10.60 -1.2% 875.44
High 921.69 928.31 6.62 0.7% 911.25
Low 908.32 911.09 2.77 0.3% 869.45
Close 909.93 927.57 17.64 1.9% 908.59
Range 13.37 17.22 3.85 28.8% 41.80
ATR 15.67 15.87 0.19 1.2% 0.00
Volume
Daily Pivots for day following 09-Jan-2003
Classic Woodie Camarilla DeMark
R4 973.98 968.00 937.04
R3 956.76 950.78 932.31
R2 939.54 939.54 930.73
R1 933.56 933.56 929.15 936.55
PP 922.32 922.32 922.32 923.82
S1 916.34 916.34 925.99 919.33
S2 905.10 905.10 924.41
S3 887.88 899.12 922.83
S4 870.66 881.90 918.10
Weekly Pivots for week ending 03-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,021.83 1,007.01 931.58
R3 980.03 965.21 920.09
R2 938.23 938.23 916.25
R1 923.41 923.41 912.42 930.82
PP 896.43 896.43 896.43 900.14
S1 881.61 881.61 904.76 889.02
S2 854.63 854.63 900.93
S3 812.83 839.81 897.10
S4 771.03 798.01 885.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931.77 903.07 28.70 3.1% 14.48 1.6% 85% False False
10 931.77 869.45 62.32 6.7% 15.76 1.7% 93% False False
20 931.77 869.45 62.32 6.7% 14.14 1.5% 93% False False
40 954.28 869.45 84.83 9.1% 15.36 1.7% 69% False False
60 954.28 847.62 106.66 11.5% 17.28 1.9% 75% False False
80 954.28 768.63 185.65 20.0% 19.16 2.1% 86% False False
100 965.00 768.63 196.37 21.2% 19.35 2.1% 81% False False
120 965.00 768.63 196.37 21.2% 21.25 2.3% 81% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.92
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,001.50
2.618 973.39
1.618 956.17
1.000 945.53
0.618 938.95
HIGH 928.31
0.618 921.73
0.500 919.70
0.382 917.67
LOW 911.09
0.618 900.45
1.000 893.87
1.618 883.23
2.618 866.01
4.250 837.91
Fisher Pivots for day following 09-Jan-2003
Pivot 1 day 3 day
R1 924.95 924.90
PP 922.32 922.23
S1 919.70 919.57

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

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