S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Feb-2003
Day Change Summary
Previous Current
27-Feb-2003 28-Feb-2003 Change Change % Previous Week
Open 829.24 837.70 8.46 1.0% 847.29
High 842.19 847.00 4.81 0.6% 847.29
Low 827.71 837.31 9.60 1.2% 818.54
Close 837.28 841.15 3.87 0.5% 841.15
Range 14.48 9.69 -4.79 -33.1% 28.75
ATR 16.32 15.85 -0.47 -2.9% 0.00
Volume
Daily Pivots for day following 28-Feb-2003
Classic Woodie Camarilla DeMark
R4 870.89 865.71 846.48
R3 861.20 856.02 843.81
R2 851.51 851.51 842.93
R1 846.33 846.33 842.04 848.92
PP 841.82 841.82 841.82 843.12
S1 836.64 836.64 840.26 839.23
S2 832.13 832.13 839.37
S3 822.44 826.95 838.49
S4 812.75 817.26 835.82
Weekly Pivots for week ending 28-Feb-2003
Classic Woodie Camarilla DeMark
R4 921.91 910.28 856.96
R3 893.16 881.53 849.06
R2 864.41 864.41 846.42
R1 852.78 852.78 843.79 844.22
PP 835.66 835.66 835.66 831.38
S1 824.03 824.03 838.51 815.47
S2 806.91 806.91 835.88
S3 778.16 795.28 833.24
S4 749.41 766.53 825.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 847.29 818.54 28.75 3.4% 14.75 1.8% 79% False False
10 852.87 815.03 37.84 4.5% 15.55 1.8% 69% False False
20 864.64 806.29 58.35 6.9% 15.47 1.8% 60% False False
40 935.05 806.29 128.76 15.3% 15.91 1.9% 27% False False
60 935.05 806.29 128.76 15.3% 15.26 1.8% 27% False False
80 954.28 806.29 147.99 17.6% 15.80 1.9% 24% False False
100 954.28 768.63 185.65 22.1% 17.40 2.1% 39% False False
120 954.28 768.63 185.65 22.1% 18.09 2.2% 39% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.63
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 888.18
2.618 872.37
1.618 862.68
1.000 856.69
0.618 852.99
HIGH 847.00
0.618 843.30
0.500 842.16
0.382 841.01
LOW 837.31
0.618 831.32
1.000 827.62
1.618 821.63
2.618 811.94
4.250 796.13
Fisher Pivots for day following 28-Feb-2003
Pivot 1 day 3 day
R1 842.16 839.71
PP 841.82 838.28
S1 841.49 836.84

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

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