S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Feb-2003
Day Change Summary
Previous Current
12-Feb-2003 13-Feb-2003 Change Change % Previous Week
Open 828.96 818.75 -10.21 -1.2% 856.52
High 832.12 821.25 -10.87 -1.3% 864.64
Low 818.49 806.29 -12.20 -1.5% 826.70
Close 818.68 817.37 -1.31 -0.2% 829.69
Range 13.63 14.96 1.33 9.8% 37.94
ATR 16.31 16.22 -0.10 -0.6% 0.00
Volume
Daily Pivots for day following 13-Feb-2003
Classic Woodie Camarilla DeMark
R4 859.85 853.57 825.60
R3 844.89 838.61 821.48
R2 829.93 829.93 820.11
R1 823.65 823.65 818.74 819.31
PP 814.97 814.97 814.97 812.80
S1 808.69 808.69 816.00 804.35
S2 800.01 800.01 814.63
S3 785.05 793.73 813.26
S4 770.09 778.77 809.14
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
5 845.73 806.29 39.44 4.8% 15.84 1.9% 28% False True
10 864.64 806.29 58.35 7.1% 15.39 1.9% 19% False True
20 926.03 806.29 119.74 14.6% 16.35 2.0% 9% False True
40 935.05 806.29 128.76 15.8% 15.20 1.9% 9% False True
60 954.28 806.29 147.99 18.1% 15.44 1.9% 7% False True
80 954.28 806.29 147.99 18.1% 16.53 2.0% 7% False True
100 954.28 768.63 185.65 22.7% 18.29 2.2% 26% False False
120 960.59 768.63 191.96 23.5% 18.64 2.3% 25% 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 3.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.83
2.618 860.42
1.618 845.46
1.000 836.21
0.618 830.50
HIGH 821.25
0.618 815.54
0.500 813.77
0.382 812.00
LOW 806.29
0.618 797.04
1.000 791.33
1.618 782.08
2.618 767.12
4.250 742.71
Fisher Pivots for day following 13-Feb-2003
Pivot 1 day 3 day
R1 816.17 824.66
PP 814.97 822.23
S1 813.77 819.80

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

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