S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-2003
Day Change Summary
Previous Current
04-Feb-2003 05-Feb-2003 Change Change % Previous Week
Open 858.02 849.96 -8.06 -0.9% 859.81
High 858.02 861.63 3.61 0.4% 868.72
Low 840.19 842.11 1.92 0.2% 840.34
Close 848.20 843.59 -4.61 -0.5% 855.70
Range 17.83 19.52 1.69 9.5% 28.38
ATR 16.65 16.86 0.20 1.2% 0.00
Volume
Daily Pivots for day following 05-Feb-2003
Classic Woodie Camarilla DeMark
R4 907.67 895.15 854.33
R3 888.15 875.63 848.96
R2 868.63 868.63 847.17
R1 856.11 856.11 845.38 852.61
PP 849.11 849.11 849.11 847.36
S1 836.59 836.59 841.80 833.09
S2 829.59 829.59 840.01
S3 810.07 817.07 838.22
S4 790.55 797.55 832.85
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
5 865.48 840.19 25.29 3.0% 17.09 2.0% 13% False False
10 890.25 840.19 50.06 5.9% 18.03 2.1% 7% False False
20 935.05 840.19 94.86 11.2% 16.08 1.9% 4% False False
40 935.05 840.19 94.86 11.2% 15.12 1.8% 4% False False
60 954.28 840.19 114.09 13.5% 15.72 1.9% 3% False False
80 954.28 806.05 148.23 17.6% 17.26 2.0% 25% False False
100 954.28 768.63 185.65 22.0% 18.53 2.2% 40% False False
120 965.00 768.63 196.37 23.3% 18.84 2.2% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.00
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 944.59
2.618 912.73
1.618 893.21
1.000 881.15
0.618 873.69
HIGH 861.63
0.618 854.17
0.500 851.87
0.382 849.57
LOW 842.11
0.618 830.05
1.000 822.59
1.618 810.53
2.618 791.01
4.250 759.15
Fisher Pivots for day following 05-Feb-2003
Pivot 1 day 3 day
R1 851.87 852.42
PP 849.11 849.47
S1 846.35 846.53

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

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