S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Mar-2003
Day Change Summary
Previous Current
06-Mar-2003 07-Mar-2003 Change Change % Previous Week
Open 828.82 819.82 -9.00 -1.1% 841.96
High 829.56 829.55 -0.01 0.0% 852.34
Low 819.85 811.23 -8.62 -1.1% 811.23
Close 822.10 828.89 6.79 0.8% 828.89
Range 9.71 18.32 8.61 88.7% 41.11
ATR 15.17 15.39 0.23 1.5% 0.00
Volume
Daily Pivots for day following 07-Mar-2003
Classic Woodie Camarilla DeMark
R4 878.18 871.86 838.97
R3 859.86 853.54 833.93
R2 841.54 841.54 832.25
R1 835.22 835.22 830.57 838.38
PP 823.22 823.22 823.22 824.81
S1 816.90 816.90 827.21 820.06
S2 804.90 804.90 825.53
S3 786.58 798.58 823.85
S4 768.26 780.26 818.81
Weekly Pivots for week ending 07-Mar-2003
Classic Woodie Camarilla DeMark
R4 954.15 932.63 851.50
R3 913.04 891.52 840.20
R2 871.93 871.93 836.43
R1 850.41 850.41 832.66 840.62
PP 830.82 830.82 830.82 825.92
S1 809.30 809.30 825.12 799.51
S2 789.71 789.71 821.35
S3 748.60 768.19 817.58
S4 707.49 727.08 806.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.34 811.23 41.11 5.0% 14.39 1.7% 43% False True
10 852.34 811.23 41.11 5.0% 14.57 1.8% 43% False True
20 852.87 806.29 46.58 5.6% 15.33 1.8% 49% False False
40 935.05 806.29 128.76 15.5% 15.64 1.9% 18% False False
60 935.05 806.29 128.76 15.5% 15.06 1.8% 18% False False
80 954.28 806.29 147.99 17.9% 15.53 1.9% 15% False False
100 954.28 806.29 147.99 17.9% 16.62 2.0% 15% False False
120 954.28 768.63 185.65 22.4% 17.96 2.2% 32% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 907.41
2.618 877.51
1.618 859.19
1.000 847.87
0.618 840.87
HIGH 829.55
0.618 822.55
0.500 820.39
0.382 818.23
LOW 811.23
0.618 799.91
1.000 792.91
1.618 781.59
2.618 763.27
4.250 733.37
Fisher Pivots for day following 07-Mar-2003
Pivot 1 day 3 day
R1 826.06 826.11
PP 823.22 823.33
S1 820.39 820.55

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

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