S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Feb-2003
Day Change Summary
Previous Current
18-Feb-2003 19-Feb-2003 Change Change % Previous Week
Open 836.43 850.63 14.20 1.7% 830.08
High 852.87 850.63 -2.24 -0.3% 843.02
Low 836.43 838.79 2.36 0.3% 806.29
Close 851.17 845.13 -6.04 -0.7% 834.89
Range 16.44 11.84 -4.60 -28.0% 36.73
ATR 16.58 16.28 -0.30 -1.8% 0.00
Volume
Daily Pivots for day following 19-Feb-2003
Classic Woodie Camarilla DeMark
R4 880.37 874.59 851.64
R3 868.53 862.75 848.39
R2 856.69 856.69 847.30
R1 850.91 850.91 846.22 847.88
PP 844.85 844.85 844.85 843.34
S1 839.07 839.07 844.04 836.04
S2 833.01 833.01 842.96
S3 821.17 827.23 841.87
S4 809.33 815.39 838.62
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% 15.35 1.8% 83% False False
10 861.63 806.29 55.34 6.5% 15.78 1.9% 70% False False
20 890.25 806.29 83.96 9.9% 16.54 2.0% 46% False False
40 935.05 806.29 128.76 15.2% 15.37 1.8% 30% False False
60 954.28 806.29 147.99 17.5% 15.42 1.8% 26% False False
80 954.28 806.29 147.99 17.5% 16.33 1.9% 26% False False
100 954.28 768.63 185.65 22.0% 18.17 2.2% 41% False False
120 954.28 768.63 185.65 22.0% 18.46 2.2% 41% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.75
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 900.95
2.618 881.63
1.618 869.79
1.000 862.47
0.618 857.95
HIGH 850.63
0.618 846.11
0.500 844.71
0.382 843.31
LOW 838.79
0.618 831.47
1.000 826.95
1.618 819.63
2.618 807.79
4.250 788.47
Fisher Pivots for day following 19-Feb-2003
Pivot 1 day 3 day
R1 844.99 841.40
PP 844.85 837.68
S1 844.71 833.95

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

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