S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-2003
Day Change Summary
Previous Current
11-Mar-2003 12-Mar-2003 Change Change % Previous Week
Open 808.34 799.89 -8.45 -1.0% 841.96
High 814.25 804.19 -10.06 -1.2% 852.34
Low 800.30 788.90 -11.40 -1.4% 811.23
Close 800.73 804.19 3.46 0.4% 828.89
Range 13.95 15.29 1.34 9.6% 41.11
ATR 15.75 15.72 -0.03 -0.2% 0.00
Volume
Daily Pivots for day following 12-Mar-2003
Classic Woodie Camarilla DeMark
R4 844.96 839.87 812.60
R3 829.67 824.58 808.39
R2 814.38 814.38 806.99
R1 809.29 809.29 805.59 811.84
PP 799.09 799.09 799.09 800.37
S1 794.00 794.00 802.79 796.55
S2 783.80 783.80 801.39
S3 768.51 778.71 799.99
S4 753.22 763.42 795.78
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
5 829.56 788.90 40.66 5.1% 15.36 1.9% 38% False True
10 852.34 788.90 63.44 7.9% 14.49 1.8% 24% False True
20 852.87 788.90 63.97 8.0% 15.24 1.9% 24% False True
40 932.59 788.90 143.69 17.9% 15.73 2.0% 11% False True
60 935.05 788.90 146.15 18.2% 15.26 1.9% 10% False True
80 954.28 788.90 165.38 20.6% 15.43 1.9% 9% False True
100 954.28 788.90 165.38 20.6% 16.42 2.0% 9% False True
120 954.28 768.63 185.65 23.1% 17.83 2.2% 19% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 869.17
2.618 844.22
1.618 828.93
1.000 819.48
0.618 813.64
HIGH 804.19
0.618 798.35
0.500 796.55
0.382 794.74
LOW 788.90
0.618 779.45
1.000 773.61
1.618 764.16
2.618 748.87
4.250 723.92
Fisher Pivots for day following 12-Mar-2003
Pivot 1 day 3 day
R1 801.64 807.51
PP 799.09 806.40
S1 796.55 805.30

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

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