S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-2003
Day Change Summary
Previous Current
04-Mar-2003 05-Mar-2003 Change Change % Previous Week
Open 834.87 821.64 -13.23 -1.6% 847.29
High 835.43 829.87 -5.56 -0.7% 847.29
Low 821.96 819.00 -2.96 -0.4% 818.54
Close 821.99 829.85 7.86 1.0% 841.15
Range 13.47 10.87 -2.60 -19.3% 28.75
ATR 15.93 15.57 -0.36 -2.3% 0.00
Volume
Daily Pivots for day following 05-Mar-2003
Classic Woodie Camarilla DeMark
R4 858.85 855.22 835.83
R3 847.98 844.35 832.84
R2 837.11 837.11 831.84
R1 833.48 833.48 830.85 835.30
PP 826.24 826.24 826.24 827.15
S1 822.61 822.61 828.85 824.43
S2 815.37 815.37 827.86
S3 804.50 811.74 826.86
S4 793.63 800.87 823.87
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
5 852.34 819.00 33.34 4.0% 13.62 1.6% 33% False True
10 852.34 818.54 33.80 4.1% 15.13 1.8% 33% False False
20 861.63 806.29 55.34 6.7% 15.46 1.9% 43% False False
40 935.05 806.29 128.76 15.5% 15.55 1.9% 18% False False
60 935.05 806.29 128.76 15.5% 15.23 1.8% 18% False False
80 954.28 806.29 147.99 17.8% 15.72 1.9% 16% False False
100 954.28 768.63 185.65 22.4% 17.09 2.1% 33% False False
120 954.28 768.63 185.65 22.4% 18.05 2.2% 33% 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 True
Bull Hook False
Stretch 3.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 876.07
2.618 858.33
1.618 847.46
1.000 840.74
0.618 836.59
HIGH 829.87
0.618 825.72
0.500 824.44
0.382 823.15
LOW 819.00
0.618 812.28
1.000 808.13
1.618 801.41
2.618 790.54
4.250 772.80
Fisher Pivots for day following 05-Mar-2003
Pivot 1 day 3 day
R1 828.05 835.67
PP 826.24 833.73
S1 824.44 831.79

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

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