S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-2003
Day Change Summary
Previous Current
11-Feb-2003 12-Feb-2003 Change Change % Previous Week
Open 836.53 828.96 -7.57 -0.9% 856.52
High 843.02 832.12 -10.90 -1.3% 864.64
Low 825.09 818.49 -6.60 -0.8% 826.70
Close 829.20 818.68 -10.52 -1.3% 829.69
Range 17.93 13.63 -4.30 -24.0% 37.94
ATR 16.52 16.31 -0.21 -1.2% 0.00
Volume
Daily Pivots for day following 12-Feb-2003
Classic Woodie Camarilla DeMark
R4 863.99 854.96 826.18
R3 850.36 841.33 822.43
R2 836.73 836.73 821.18
R1 827.70 827.70 819.93 825.40
PP 823.10 823.10 823.10 821.95
S1 814.07 814.07 817.43 811.77
S2 809.47 809.47 816.18
S3 795.84 800.44 814.93
S4 782.21 786.81 811.18
Weekly Pivots for week ending 07-Feb-2003
Classic Woodie Camarilla DeMark
R4 954.16 929.87 850.56
R3 916.22 891.93 840.12
R2 878.28 878.28 836.65
R1 853.99 853.99 833.17 847.17
PP 840.34 840.34 840.34 836.93
S1 816.05 816.05 826.21 809.23
S2 802.40 802.40 822.73
S3 764.46 778.11 819.26
S4 726.52 740.17 808.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.73 818.49 27.24 3.3% 15.04 1.8% 1% False True
10 865.48 818.49 46.99 5.7% 16.06 2.0% 0% False True
20 932.59 818.49 114.10 13.9% 16.40 2.0% 0% False True
40 935.05 818.49 116.56 14.2% 15.33 1.9% 0% False True
60 954.28 818.49 135.79 16.6% 15.43 1.9% 0% False True
80 954.28 818.49 135.79 16.6% 16.59 2.0% 0% False True
100 954.28 768.63 185.65 22.7% 18.24 2.2% 27% False False
120 965.00 768.63 196.37 24.0% 18.67 2.3% 25% 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 3.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 890.05
2.618 867.80
1.618 854.17
1.000 845.75
0.618 840.54
HIGH 832.12
0.618 826.91
0.500 825.31
0.382 823.70
LOW 818.49
0.618 810.07
1.000 804.86
1.618 796.44
2.618 782.81
4.250 760.56
Fisher Pivots for day following 12-Feb-2003
Pivot 1 day 3 day
R1 825.31 830.76
PP 823.10 826.73
S1 820.89 822.71

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

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