S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Feb-2003
Day Change Summary
Previous Current
20-Feb-2003 21-Feb-2003 Change Change % Previous Week
Open 846.01 837.81 -8.20 -1.0% 836.43
High 849.37 852.28 2.91 0.3% 852.87
Low 836.56 831.48 -5.08 -0.6% 831.48
Close 837.10 848.17 11.07 1.3% 848.17
Range 12.81 20.80 7.99 62.4% 21.39
ATR 16.03 16.38 0.34 2.1% 0.00
Volume
Daily Pivots for day following 21-Feb-2003
Classic Woodie Camarilla DeMark
R4 906.38 898.07 859.61
R3 885.58 877.27 853.89
R2 864.78 864.78 851.98
R1 856.47 856.47 850.08 860.63
PP 843.98 843.98 843.98 846.05
S1 835.67 835.67 846.26 839.83
S2 823.18 823.18 844.36
S3 802.38 814.87 842.45
S4 781.58 794.07 836.73
Weekly Pivots for week ending 21-Feb-2003
Classic Woodie Camarilla DeMark
R4 908.34 899.65 859.93
R3 886.95 878.26 854.05
R2 865.56 865.56 852.09
R1 856.87 856.87 850.13 861.22
PP 844.17 844.17 844.17 846.35
S1 835.48 835.48 846.21 839.83
S2 822.78 822.78 844.25
S3 801.39 814.09 842.29
S4 780.00 792.70 836.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.87 815.03 37.84 4.5% 16.35 1.9% 88% False False
10 852.87 806.29 46.58 5.5% 16.09 1.9% 90% False False
20 886.28 806.29 79.99 9.4% 16.94 2.0% 52% False False
40 935.05 806.29 128.76 15.2% 15.62 1.8% 33% False False
60 954.28 806.29 147.99 17.4% 15.49 1.8% 28% False False
80 954.28 806.29 147.99 17.4% 16.19 1.9% 28% False False
100 954.28 768.63 185.65 21.9% 18.07 2.1% 43% False False
120 954.28 768.63 185.65 21.9% 18.40 2.2% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.81
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 940.68
2.618 906.73
1.618 885.93
1.000 873.08
0.618 865.13
HIGH 852.28
0.618 844.33
0.500 841.88
0.382 839.43
LOW 831.48
0.618 818.63
1.000 810.68
1.618 797.83
2.618 777.03
4.250 743.08
Fisher Pivots for day following 21-Feb-2003
Pivot 1 day 3 day
R1 846.07 846.07
PP 843.98 843.98
S1 841.88 841.88

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

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