S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jan-2003
Day Change Summary
Previous Current
23-Jan-2003 24-Jan-2003 Change Change % Previous Week
Open 880.81 886.28 5.47 0.6% 901.79
High 890.25 886.28 -3.97 -0.4% 906.00
Low 876.89 859.71 -17.18 -2.0% 859.71
Close 887.34 861.40 -25.94 -2.9% 861.40
Range 13.36 26.57 13.21 98.9% 46.29
ATR 15.06 15.96 0.90 6.0% 0.00
Volume
Daily Pivots for day following 24-Jan-2003
Classic Woodie Camarilla DeMark
R4 948.84 931.69 876.01
R3 922.27 905.12 868.71
R2 895.70 895.70 866.27
R1 878.55 878.55 863.84 873.84
PP 869.13 869.13 869.13 866.78
S1 851.98 851.98 858.96 847.27
S2 842.56 842.56 856.53
S3 815.99 825.41 854.09
S4 789.42 798.84 846.79
Weekly Pivots for week ending 24-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,014.57 984.28 886.86
R3 968.28 937.99 874.13
R2 921.99 921.99 869.89
R1 891.70 891.70 865.64 883.70
PP 875.70 875.70 875.70 871.71
S1 845.41 845.41 857.16 837.41
S2 829.41 829.41 852.91
S3 783.12 799.12 848.67
S4 736.83 752.83 835.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.05 859.71 51.34 6.0% 16.49 1.9% 3% False True
10 935.05 859.71 75.34 8.7% 15.06 1.7% 2% False True
20 935.05 859.71 75.34 8.7% 15.41 1.8% 2% False True
40 954.28 859.71 94.57 11.0% 15.08 1.8% 2% False True
60 954.28 859.71 94.57 11.0% 16.03 1.9% 2% False True
80 954.28 768.63 185.65 21.6% 18.37 2.1% 50% False False
100 954.28 768.63 185.65 21.6% 18.78 2.2% 50% False False
120 965.00 768.63 196.37 22.8% 19.62 2.3% 47% 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 3.26
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 999.20
2.618 955.84
1.618 929.27
1.000 912.85
0.618 902.70
HIGH 886.28
0.618 876.13
0.500 873.00
0.382 869.86
LOW 859.71
0.618 843.29
1.000 833.14
1.618 816.72
2.618 790.15
4.250 746.79
Fisher Pivots for day following 24-Jan-2003
Pivot 1 day 3 day
R1 873.00 874.98
PP 869.13 870.45
S1 865.27 865.93

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

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