S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-2003
Day Change Summary
Previous Current
03-Mar-2003 04-Mar-2003 Change Change % Previous Week
Open 841.96 834.87 -7.09 -0.8% 847.29
High 852.34 835.43 -16.91 -2.0% 847.29
Low 832.74 821.96 -10.78 -1.3% 818.54
Close 834.81 821.99 -12.82 -1.5% 841.15
Range 19.60 13.47 -6.13 -31.3% 28.75
ATR 16.12 15.93 -0.19 -1.2% 0.00
Volume
Daily Pivots for day following 04-Mar-2003
Classic Woodie Camarilla DeMark
R4 866.87 857.90 829.40
R3 853.40 844.43 825.69
R2 839.93 839.93 824.46
R1 830.96 830.96 823.22 828.71
PP 826.46 826.46 826.46 825.34
S1 817.49 817.49 820.76 815.24
S2 812.99 812.99 819.52
S3 799.52 804.02 818.29
S4 786.05 790.55 814.58
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
5 852.34 821.96 30.38 3.7% 14.13 1.7% 0% False True
10 852.34 818.54 33.80 4.1% 15.23 1.9% 10% False False
20 861.63 806.29 55.34 6.7% 15.80 1.9% 28% False False
40 935.05 806.29 128.76 15.7% 15.85 1.9% 12% False False
60 935.05 806.29 128.76 15.7% 15.31 1.9% 12% False False
80 954.28 806.29 147.99 18.0% 15.84 1.9% 11% False False
100 954.28 768.63 185.65 22.6% 17.19 2.1% 29% False False
120 954.28 768.63 185.65 22.6% 18.09 2.2% 29% 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 3.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 892.68
2.618 870.69
1.618 857.22
1.000 848.90
0.618 843.75
HIGH 835.43
0.618 830.28
0.500 828.70
0.382 827.11
LOW 821.96
0.618 813.64
1.000 808.49
1.618 800.17
2.618 786.70
4.250 764.71
Fisher Pivots for day following 04-Mar-2003
Pivot 1 day 3 day
R1 828.70 837.15
PP 826.46 832.10
S1 824.23 827.04

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

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