S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-2003
Day Change Summary
Previous Current
27-Jan-2003 28-Jan-2003 Change Change % Previous Week
Open 859.81 848.34 -11.47 -1.3% 901.79
High 863.95 860.76 -3.19 -0.4% 906.00
Low 844.25 848.34 4.09 0.5% 859.71
Close 847.48 858.54 11.06 1.3% 861.40
Range 19.70 12.42 -7.28 -37.0% 46.29
ATR 16.23 16.02 -0.21 -1.3% 0.00
Volume
Daily Pivots for day following 28-Jan-2003
Classic Woodie Camarilla DeMark
R4 893.14 888.26 865.37
R3 880.72 875.84 861.96
R2 868.30 868.30 860.82
R1 863.42 863.42 859.68 865.86
PP 855.88 855.88 855.88 857.10
S1 851.00 851.00 857.40 853.44
S2 843.46 843.46 856.26
S3 831.04 838.58 855.12
S4 818.62 826.16 851.71
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
5 890.25 844.25 46.00 5.4% 16.83 2.0% 31% False False
10 932.59 844.25 88.34 10.3% 15.44 1.8% 16% False False
20 935.05 844.25 90.80 10.6% 15.35 1.8% 16% False False
40 954.28 844.25 110.03 12.8% 14.86 1.7% 13% False False
60 954.28 844.25 110.03 12.8% 15.91 1.9% 13% False False
80 954.28 768.63 185.65 21.6% 18.01 2.1% 48% False False
100 954.28 768.63 185.65 21.6% 18.53 2.2% 48% False False
120 965.00 768.63 196.37 22.9% 19.33 2.3% 46% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 913.55
2.618 893.28
1.618 880.86
1.000 873.18
0.618 868.44
HIGH 860.76
0.618 856.02
0.500 854.55
0.382 853.08
LOW 848.34
0.618 840.66
1.000 835.92
1.618 828.24
2.618 815.82
4.250 795.56
Fisher Pivots for day following 28-Jan-2003
Pivot 1 day 3 day
R1 857.21 865.27
PP 855.88 863.02
S1 854.55 860.78

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

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