S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jan-2003
Day Change Summary
Previous Current
16-Jan-2003 17-Jan-2003 Change Change % Previous Week
Open 918.41 911.05 -7.36 -0.8% 929.29
High 926.03 911.05 -14.98 -1.6% 935.05
Low 911.98 899.02 -12.96 -1.4% 899.02
Close 914.60 901.78 -12.82 -1.4% 901.78
Range 14.05 12.03 -2.02 -14.4% 36.03
ATR 15.18 15.20 0.03 0.2% 0.00
Volume
Daily Pivots for day following 17-Jan-2003
Classic Woodie Camarilla DeMark
R4 940.04 932.94 908.40
R3 928.01 920.91 905.09
R2 915.98 915.98 903.99
R1 908.88 908.88 902.88 906.42
PP 903.95 903.95 903.95 902.72
S1 896.85 896.85 900.68 894.39
S2 891.92 891.92 899.57
S3 879.89 884.82 898.47
S4 867.86 872.79 895.16
Weekly Pivots for week ending 17-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,020.04 996.94 921.60
R3 984.01 960.91 911.69
R2 947.98 947.98 908.39
R1 924.88 924.88 905.08 918.42
PP 911.95 911.95 911.95 908.72
S1 888.85 888.85 898.48 882.39
S2 875.92 875.92 895.17
S3 839.89 852.82 891.87
S4 803.86 816.79 881.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.05 899.02 36.03 4.0% 12.98 1.4% 8% False True
10 935.05 899.02 36.03 4.0% 14.43 1.6% 8% False True
20 935.05 869.45 65.60 7.3% 14.22 1.6% 49% False False
40 954.28 869.45 84.83 9.4% 14.91 1.7% 38% False False
60 954.28 867.91 86.37 9.6% 16.32 1.8% 39% False False
80 954.28 768.63 185.65 20.6% 18.67 2.1% 72% False False
100 955.82 768.63 187.19 20.8% 18.92 2.1% 71% False False
120 965.00 768.63 196.37 21.8% 19.92 2.2% 68% False False
Crabel Price Patterns
NR True
NR4 False
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 2.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 962.18
2.618 942.54
1.618 930.51
1.000 923.08
0.618 918.48
HIGH 911.05
0.618 906.45
0.500 905.04
0.382 903.62
LOW 899.02
0.618 891.59
1.000 886.99
1.618 879.56
2.618 867.53
4.250 847.89
Fisher Pivots for day following 17-Jan-2003
Pivot 1 day 3 day
R1 905.04 915.81
PP 903.95 911.13
S1 902.87 906.46

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

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