S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-2003
Day Change Summary
Previous Current
10-Jan-2003 13-Jan-2003 Change Change % Previous Week
Open 927.58 929.29 1.71 0.2% 909.04
High 932.89 935.05 2.16 0.2% 932.89
Low 917.66 922.05 4.39 0.5% 908.32
Close 927.57 926.26 -1.31 -0.1% 927.57
Range 15.23 13.00 -2.23 -14.6% 24.57
ATR 15.82 15.62 -0.20 -1.3% 0.00
Volume
Daily Pivots for day following 13-Jan-2003
Classic Woodie Camarilla DeMark
R4 966.79 959.52 933.41
R3 953.79 946.52 929.84
R2 940.79 940.79 928.64
R1 933.52 933.52 927.45 930.66
PP 927.79 927.79 927.79 926.35
S1 920.52 920.52 925.07 917.66
S2 914.79 914.79 923.88
S3 901.79 907.52 922.69
S4 888.79 894.52 919.11
Weekly Pivots for week ending 10-Jan-2003
Classic Woodie Camarilla DeMark
R4 996.64 986.67 941.08
R3 972.07 962.10 934.33
R2 947.50 947.50 932.07
R1 937.53 937.53 929.82 942.52
PP 922.93 922.93 922.93 925.42
S1 912.96 912.96 925.32 917.95
S2 898.36 898.36 923.07
S3 873.79 888.39 920.81
S4 849.22 863.82 914.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.05 908.32 26.73 2.9% 13.94 1.5% 67% True False
10 935.05 869.45 65.60 7.1% 15.26 1.6% 87% True False
20 935.05 869.45 65.60 7.1% 14.31 1.5% 87% True False
40 954.28 869.45 84.83 9.2% 15.13 1.6% 67% False False
60 954.28 862.22 92.06 9.9% 16.87 1.8% 70% False False
80 954.28 768.63 185.65 20.0% 18.88 2.0% 85% False False
100 965.00 768.63 196.37 21.2% 19.22 2.1% 80% False False
120 965.00 768.63 196.37 21.2% 20.88 2.3% 80% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 2.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 990.30
2.618 969.08
1.618 956.08
1.000 948.05
0.618 943.08
HIGH 935.05
0.618 930.08
0.500 928.55
0.382 927.02
LOW 922.05
0.618 914.02
1.000 909.05
1.618 901.02
2.618 888.02
4.250 866.80
Fisher Pivots for day following 13-Jan-2003
Pivot 1 day 3 day
R1 928.55 925.20
PP 927.79 924.13
S1 927.02 923.07

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

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