S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-2003
Day Change Summary
Previous Current
12-Mar-2003 13-Mar-2003 Change Change % Previous Week
Open 799.89 806.48 6.59 0.8% 841.96
High 804.19 832.02 27.83 3.5% 852.34
Low 788.90 806.48 17.58 2.2% 811.23
Close 804.19 831.90 27.71 3.4% 828.89
Range 15.29 25.54 10.25 67.0% 41.11
ATR 15.72 16.58 0.87 5.5% 0.00
Volume
Daily Pivots for day following 13-Mar-2003
Classic Woodie Camarilla DeMark
R4 900.09 891.53 845.95
R3 874.55 865.99 838.92
R2 849.01 849.01 836.58
R1 840.45 840.45 834.24 844.73
PP 823.47 823.47 823.47 825.61
S1 814.91 814.91 829.56 819.19
S2 797.93 797.93 827.22
S3 772.39 789.37 824.88
S4 746.85 763.83 817.85
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
5 832.02 788.90 43.12 5.2% 18.53 2.2% 100% True False
10 852.34 788.90 63.44 7.6% 15.60 1.9% 68% False False
20 852.87 788.90 63.97 7.7% 15.84 1.9% 67% False False
40 932.59 788.90 143.69 17.3% 16.12 1.9% 30% False False
60 935.05 788.90 146.15 17.6% 15.50 1.9% 29% False False
80 954.28 788.90 165.38 19.9% 15.54 1.9% 26% False False
100 954.28 788.90 165.38 19.9% 16.44 2.0% 26% False False
120 954.28 768.63 185.65 22.3% 17.84 2.1% 34% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.24
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 940.57
2.618 898.88
1.618 873.34
1.000 857.56
0.618 847.80
HIGH 832.02
0.618 822.26
0.500 819.25
0.382 816.24
LOW 806.48
0.618 790.70
1.000 780.94
1.618 765.16
2.618 739.62
4.250 697.94
Fisher Pivots for day following 13-Mar-2003
Pivot 1 day 3 day
R1 827.68 824.75
PP 823.47 817.61
S1 819.25 810.46

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

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