S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-2003
Day Change Summary
Previous Current
03-Feb-2003 04-Feb-2003 Change Change % Previous Week
Open 856.52 858.02 1.50 0.2% 859.81
High 864.64 858.02 -6.62 -0.8% 868.72
Low 856.29 840.19 -16.10 -1.9% 840.34
Close 860.32 848.20 -12.12 -1.4% 855.70
Range 8.35 17.83 9.48 113.5% 28.38
ATR 16.39 16.65 0.27 1.6% 0.00
Volume
Daily Pivots for day following 04-Feb-2003
Classic Woodie Camarilla DeMark
R4 902.29 893.08 858.01
R3 884.46 875.25 853.10
R2 866.63 866.63 851.47
R1 857.42 857.42 849.83 853.11
PP 848.80 848.80 848.80 846.65
S1 839.59 839.59 846.57 835.28
S2 830.97 830.97 844.93
S3 813.14 821.76 843.30
S4 795.31 803.93 838.39
Weekly Pivots for week ending 31-Jan-2003
Classic Woodie Camarilla DeMark
R4 940.06 926.26 871.31
R3 911.68 897.88 863.50
R2 883.30 883.30 860.90
R1 869.50 869.50 858.30 862.21
PP 854.92 854.92 854.92 851.28
S1 841.12 841.12 853.10 833.83
S2 826.54 826.54 850.50
S3 798.16 812.74 847.90
S4 769.78 784.36 840.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 868.72 840.19 28.53 3.4% 17.75 2.1% 28% False True
10 890.25 840.19 50.06 5.9% 17.29 2.0% 16% False True
20 935.05 840.19 94.86 11.2% 15.65 1.8% 8% False True
40 935.05 840.19 94.86 11.2% 15.12 1.8% 8% False True
60 954.28 840.19 114.09 13.5% 15.80 1.9% 7% False True
80 954.28 768.63 185.65 21.9% 17.49 2.1% 43% False False
100 954.28 768.63 185.65 21.9% 18.57 2.2% 43% False False
120 965.00 768.63 196.37 23.2% 19.04 2.2% 41% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 933.80
2.618 904.70
1.618 886.87
1.000 875.85
0.618 869.04
HIGH 858.02
0.618 851.21
0.500 849.11
0.382 847.00
LOW 840.19
0.618 829.17
1.000 822.36
1.618 811.34
2.618 793.51
4.250 764.41
Fisher Pivots for day following 04-Feb-2003
Pivot 1 day 3 day
R1 849.11 852.42
PP 848.80 851.01
S1 848.50 849.61

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

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