S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-2003
Day Change Summary
Previous Current
22-Jan-2003 23-Jan-2003 Change Change % Previous Week
Open 887.60 880.81 -6.79 -0.8% 929.29
High 889.74 890.25 0.51 0.1% 935.05
Low 877.64 876.89 -0.75 -0.1% 899.02
Close 878.36 887.34 8.98 1.0% 901.78
Range 12.10 13.36 1.26 10.4% 36.03
ATR 15.19 15.06 -0.13 -0.9% 0.00
Volume
Daily Pivots for day following 23-Jan-2003
Classic Woodie Camarilla DeMark
R4 924.91 919.48 894.69
R3 911.55 906.12 891.01
R2 898.19 898.19 889.79
R1 892.76 892.76 888.56 895.48
PP 884.83 884.83 884.83 886.18
S1 879.40 879.40 886.12 882.12
S2 871.47 871.47 884.89
S3 858.11 866.04 883.67
S4 844.75 852.68 879.99
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
5 926.03 876.89 49.14 5.5% 13.98 1.6% 21% False True
10 935.05 876.89 58.16 6.6% 14.12 1.6% 18% False True
20 935.05 869.45 65.60 7.4% 14.29 1.6% 27% False False
40 954.28 869.45 84.83 9.6% 14.76 1.7% 21% False False
60 954.28 867.91 86.37 9.7% 15.94 1.8% 22% False False
80 954.28 768.63 185.65 20.9% 18.36 2.1% 64% False False
100 954.28 768.63 185.65 20.9% 18.69 2.1% 64% False False
120 965.00 768.63 196.37 22.1% 19.66 2.2% 60% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.03
2.618 925.23
1.618 911.87
1.000 903.61
0.618 898.51
HIGH 890.25
0.618 885.15
0.500 883.57
0.382 881.99
LOW 876.89
0.618 868.63
1.000 863.53
1.618 855.27
2.618 841.91
4.250 820.11
Fisher Pivots for day following 23-Jan-2003
Pivot 1 day 3 day
R1 886.08 891.45
PP 884.83 890.08
S1 883.57 888.71

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

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