S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-2003
Day Change Summary
Previous Current
28-Jan-2003 29-Jan-2003 Change Change % Previous Week
Open 848.34 857.78 9.44 1.1% 901.79
High 860.76 868.72 7.96 0.9% 906.00
Low 848.34 845.86 -2.48 -0.3% 859.71
Close 858.54 864.36 5.82 0.7% 861.40
Range 12.42 22.86 10.44 84.1% 46.29
ATR 16.02 16.51 0.49 3.1% 0.00
Volume
Daily Pivots for day following 29-Jan-2003
Classic Woodie Camarilla DeMark
R4 928.23 919.15 876.93
R3 905.37 896.29 870.65
R2 882.51 882.51 868.55
R1 873.43 873.43 866.46 877.97
PP 859.65 859.65 859.65 861.92
S1 850.57 850.57 862.26 855.11
S2 836.79 836.79 860.17
S3 813.93 827.71 858.07
S4 791.07 804.85 851.79
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
5 890.25 844.25 46.00 5.3% 18.98 2.2% 44% False False
10 932.59 844.25 88.34 10.2% 16.74 1.9% 23% False False
20 935.05 844.25 90.80 10.5% 15.90 1.8% 22% False False
40 954.28 844.25 110.03 12.7% 15.28 1.8% 18% False False
60 954.28 844.25 110.03 12.7% 15.98 1.8% 18% False False
80 954.28 768.63 185.65 21.5% 18.01 2.1% 52% False False
100 954.28 768.63 185.65 21.5% 18.56 2.1% 52% False False
120 965.00 768.63 196.37 22.7% 19.31 2.2% 49% 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 3.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 965.88
2.618 928.57
1.618 905.71
1.000 891.58
0.618 882.85
HIGH 868.72
0.618 859.99
0.500 857.29
0.382 854.59
LOW 845.86
0.618 831.73
1.000 823.00
1.618 808.87
2.618 786.01
4.250 748.71
Fisher Pivots for day following 29-Jan-2003
Pivot 1 day 3 day
R1 862.00 861.74
PP 859.65 859.11
S1 857.29 856.49

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

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