S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Feb-2003
Day Change Summary
Previous Current
25-Feb-2003 26-Feb-2003 Change Change % Previous Week
Open 830.54 837.73 7.19 0.9% 836.43
High 839.55 840.10 0.55 0.1% 852.87
Low 818.54 826.68 8.14 1.0% 831.48
Close 838.57 827.55 -11.02 -1.3% 848.17
Range 21.01 13.42 -7.59 -36.1% 21.39
ATR 16.68 16.45 -0.23 -1.4% 0.00
Volume
Daily Pivots for day following 26-Feb-2003
Classic Woodie Camarilla DeMark
R4 871.70 863.05 834.93
R3 858.28 849.63 831.24
R2 844.86 844.86 830.01
R1 836.21 836.21 828.78 833.83
PP 831.44 831.44 831.44 830.25
S1 822.79 822.79 826.32 820.41
S2 818.02 818.02 825.09
S3 804.60 809.37 823.86
S4 791.18 795.95 820.17
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
5 852.28 818.54 33.74 4.1% 16.63 2.0% 27% False False
10 852.87 806.29 46.58 5.6% 15.99 1.9% 46% False False
20 868.72 806.29 62.43 7.5% 16.49 2.0% 34% False False
40 935.05 806.29 128.76 15.6% 15.92 1.9% 17% False False
60 954.28 806.29 147.99 17.9% 15.40 1.9% 14% False False
80 954.28 806.29 147.99 17.9% 16.06 1.9% 14% False False
100 954.28 768.63 185.65 22.4% 17.71 2.1% 32% False False
120 954.28 768.63 185.65 22.4% 18.19 2.2% 32% False False
Crabel Price Patterns
NR True
NR4 True
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 3.00
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 897.14
2.618 875.23
1.618 861.81
1.000 853.52
0.618 848.39
HIGH 840.10
0.618 834.97
0.500 833.39
0.382 831.81
LOW 826.68
0.618 818.39
1.000 813.26
1.618 804.97
2.618 791.55
4.250 769.65
Fisher Pivots for day following 26-Feb-2003
Pivot 1 day 3 day
R1 833.39 832.92
PP 831.44 831.13
S1 829.50 829.34

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

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