S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Mar-2003
Day Change Summary
Previous Current
05-Mar-2003 06-Mar-2003 Change Change % Previous Week
Open 821.64 828.82 7.18 0.9% 847.29
High 829.87 829.56 -0.31 0.0% 847.29
Low 819.00 819.85 0.85 0.1% 818.54
Close 829.85 822.10 -7.75 -0.9% 841.15
Range 10.87 9.71 -1.16 -10.7% 28.75
ATR 15.57 15.17 -0.40 -2.6% 0.00
Volume
Daily Pivots for day following 06-Mar-2003
Classic Woodie Camarilla DeMark
R4 852.97 847.24 827.44
R3 843.26 837.53 824.77
R2 833.55 833.55 823.88
R1 827.82 827.82 822.99 825.83
PP 823.84 823.84 823.84 822.84
S1 818.11 818.11 821.21 816.12
S2 814.13 814.13 820.32
S3 804.42 808.40 819.43
S4 794.71 798.69 816.76
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 4.1% 12.67 1.5% 9% False False
10 852.34 818.54 33.80 4.1% 14.82 1.8% 11% False False
20 852.87 806.29 46.58 5.7% 14.96 1.8% 34% False False
40 935.05 806.29 128.76 15.7% 15.52 1.9% 12% False False
60 935.05 806.29 128.76 15.7% 15.07 1.8% 12% False False
80 954.28 806.29 147.99 18.0% 15.53 1.9% 11% False False
100 954.28 806.05 148.23 18.0% 16.80 2.0% 11% False False
120 954.28 768.63 185.65 22.6% 17.93 2.2% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 870.83
2.618 854.98
1.618 845.27
1.000 839.27
0.618 835.56
HIGH 829.56
0.618 825.85
0.500 824.71
0.382 823.56
LOW 819.85
0.618 813.85
1.000 810.14
1.618 804.14
2.618 794.43
4.250 778.58
Fisher Pivots for day following 06-Mar-2003
Pivot 1 day 3 day
R1 824.71 827.22
PP 823.84 825.51
S1 822.97 823.81

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

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