S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Feb-2003
Day Change Summary
Previous Current
14-Feb-2003 18-Feb-2003 Change Change % Previous Week
Open 818.32 836.43 18.11 2.2% 830.08
High 834.89 852.87 17.98 2.2% 843.02
Low 815.03 836.43 21.40 2.6% 806.29
Close 834.89 851.17 16.28 1.9% 834.89
Range 19.86 16.44 -3.42 -17.2% 36.73
ATR 16.48 16.58 0.11 0.7% 0.00
Volume
Daily Pivots for day following 18-Feb-2003
Classic Woodie Camarilla DeMark
R4 896.14 890.10 860.21
R3 879.70 873.66 855.69
R2 863.26 863.26 854.18
R1 857.22 857.22 852.68 860.24
PP 846.82 846.82 846.82 848.34
S1 840.78 840.78 849.66 843.80
S2 830.38 830.38 848.16
S3 813.94 824.34 846.65
S4 797.50 807.90 842.13
Weekly Pivots for week ending 14-Feb-2003
Classic Woodie Camarilla DeMark
R4 938.26 923.30 855.09
R3 901.53 886.57 844.99
R2 864.80 864.80 841.62
R1 849.84 849.84 838.26 857.32
PP 828.07 828.07 828.07 831.81
S1 813.11 813.11 831.52 820.59
S2 791.34 791.34 828.16
S3 754.61 776.38 824.79
S4 717.88 739.65 814.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.87 806.29 46.58 5.5% 16.56 1.9% 96% True False
10 861.63 806.29 55.34 6.5% 16.38 1.9% 81% False False
20 906.00 806.29 99.71 11.7% 16.86 2.0% 45% False False
40 935.05 806.29 128.76 15.1% 15.54 1.8% 35% False False
60 954.28 806.29 147.99 17.4% 15.56 1.8% 30% False False
80 954.28 806.29 147.99 17.4% 16.46 1.9% 30% False False
100 954.28 768.63 185.65 21.8% 18.31 2.2% 44% False False
120 955.82 768.63 187.19 22.0% 18.58 2.2% 44% 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 3.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 922.74
2.618 895.91
1.618 879.47
1.000 869.31
0.618 863.03
HIGH 852.87
0.618 846.59
0.500 844.65
0.382 842.71
LOW 836.43
0.618 826.27
1.000 819.99
1.618 809.83
2.618 793.39
4.250 766.56
Fisher Pivots for day following 18-Feb-2003
Pivot 1 day 3 day
R1 849.00 843.97
PP 846.82 836.78
S1 844.65 829.58

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

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