S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-2003
Day Change Summary
Previous Current
13-Jan-2003 14-Jan-2003 Change Change % Previous Week
Open 929.29 926.15 -3.14 -0.3% 909.04
High 935.05 931.66 -3.39 -0.4% 932.89
Low 922.05 921.72 -0.33 0.0% 908.32
Close 926.26 931.66 5.40 0.6% 927.57
Range 13.00 9.94 -3.06 -23.5% 24.57
ATR 15.62 15.21 -0.41 -2.6% 0.00
Volume
Daily Pivots for day following 14-Jan-2003
Classic Woodie Camarilla DeMark
R4 958.17 954.85 937.13
R3 948.23 944.91 934.39
R2 938.29 938.29 933.48
R1 934.97 934.97 932.57 936.63
PP 928.35 928.35 928.35 929.18
S1 925.03 925.03 930.75 926.69
S2 918.41 918.41 929.84
S3 908.47 915.09 928.93
S4 898.53 905.15 926.19
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% 13.75 1.5% 87% False False
10 935.05 869.45 65.60 7.0% 15.06 1.6% 95% False False
20 935.05 869.45 65.60 7.0% 14.26 1.5% 95% False False
40 954.28 869.45 84.83 9.1% 14.95 1.6% 73% False False
60 954.28 866.58 87.70 9.4% 16.65 1.8% 74% False False
80 954.28 768.63 185.65 19.9% 18.70 2.0% 88% False False
100 965.00 768.63 196.37 21.1% 19.12 2.1% 83% False False
120 965.00 768.63 196.37 21.1% 20.39 2.2% 83% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 973.91
2.618 957.68
1.618 947.74
1.000 941.60
0.618 937.80
HIGH 931.66
0.618 927.86
0.500 926.69
0.382 925.52
LOW 921.72
0.618 915.58
1.000 911.78
1.618 905.64
2.618 895.70
4.250 879.48
Fisher Pivots for day following 14-Jan-2003
Pivot 1 day 3 day
R1 930.00 929.89
PP 928.35 928.12
S1 926.69 926.36

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

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