S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-2003
Day Change Summary
Previous Current
05-Feb-2003 06-Feb-2003 Change Change % Previous Week
Open 849.96 843.00 -6.96 -0.8% 859.81
High 861.63 844.23 -17.40 -2.0% 868.72
Low 842.11 833.25 -8.86 -1.1% 840.34
Close 843.59 838.15 -5.44 -0.6% 855.70
Range 19.52 10.98 -8.54 -43.8% 28.38
ATR 16.86 16.44 -0.42 -2.5% 0.00
Volume
Daily Pivots for day following 06-Feb-2003
Classic Woodie Camarilla DeMark
R4 871.48 865.80 844.19
R3 860.50 854.82 841.17
R2 849.52 849.52 840.16
R1 843.84 843.84 839.16 841.19
PP 838.54 838.54 838.54 837.22
S1 832.86 832.86 837.14 830.21
S2 827.56 827.56 836.14
S3 816.58 821.88 835.13
S4 805.60 810.90 832.11
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
5 864.64 833.25 31.39 3.7% 14.93 1.8% 16% False True
10 886.28 833.25 53.03 6.3% 17.80 2.1% 9% False True
20 935.05 833.25 101.80 12.1% 15.96 1.9% 5% False True
40 935.05 833.25 101.80 12.1% 14.92 1.8% 5% False True
60 954.28 833.25 121.03 14.4% 15.59 1.9% 4% False True
80 954.28 828.37 125.91 15.0% 16.94 2.0% 8% False False
100 954.28 768.63 185.65 22.1% 18.48 2.2% 37% False False
120 965.00 768.63 196.37 23.4% 18.80 2.2% 35% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 2.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 890.90
2.618 872.98
1.618 862.00
1.000 855.21
0.618 851.02
HIGH 844.23
0.618 840.04
0.500 838.74
0.382 837.44
LOW 833.25
0.618 826.46
1.000 822.27
1.618 815.48
2.618 804.50
4.250 786.59
Fisher Pivots for day following 06-Feb-2003
Pivot 1 day 3 day
R1 838.74 847.44
PP 838.54 844.34
S1 838.35 841.25

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

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