S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jan-2003
Day Change Summary
Previous Current
17-Jan-2003 21-Jan-2003 Change Change % Previous Week
Open 911.05 901.79 -9.26 -1.0% 929.29
High 911.05 906.00 -5.05 -0.6% 935.05
Low 899.02 887.62 -11.40 -1.3% 899.02
Close 901.78 887.62 -14.16 -1.6% 901.78
Range 12.03 18.38 6.35 52.8% 36.03
ATR 15.20 15.43 0.23 1.5% 0.00
Volume
Daily Pivots for day following 21-Jan-2003
Classic Woodie Camarilla DeMark
R4 948.89 936.63 897.73
R3 930.51 918.25 892.67
R2 912.13 912.13 890.99
R1 899.87 899.87 889.30 896.81
PP 893.75 893.75 893.75 892.22
S1 881.49 881.49 885.94 878.43
S2 875.37 875.37 884.25
S3 856.99 863.11 882.57
S4 838.61 844.73 877.51
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
5 932.59 887.62 44.97 5.1% 14.06 1.6% 0% False True
10 935.05 887.62 47.43 5.3% 14.00 1.6% 0% False True
20 935.05 869.45 65.60 7.4% 14.20 1.6% 28% False False
40 954.28 869.45 84.83 9.6% 14.87 1.7% 21% False False
60 954.28 867.91 86.37 9.7% 16.26 1.8% 23% False False
80 954.28 768.63 185.65 20.9% 18.58 2.1% 64% False False
100 954.28 768.63 185.65 20.9% 18.85 2.1% 64% False False
120 965.00 768.63 196.37 22.1% 19.86 2.2% 61% 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 2.78
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 984.12
2.618 954.12
1.618 935.74
1.000 924.38
0.618 917.36
HIGH 906.00
0.618 898.98
0.500 896.81
0.382 894.64
LOW 887.62
0.618 876.26
1.000 869.24
1.618 857.88
2.618 839.50
4.250 809.51
Fisher Pivots for day following 21-Jan-2003
Pivot 1 day 3 day
R1 896.81 906.83
PP 893.75 900.42
S1 890.68 894.02

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

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