S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-2003
Day Change Summary
Previous Current
21-Mar-2003 24-Mar-2003 Change Change % Previous Week
Open 879.12 895.79 16.67 1.9% 832.09
High 895.90 895.79 -0.11 0.0% 895.90
Low 877.65 862.02 -15.63 -1.8% 827.17
Close 895.90 864.23 -31.67 -3.5% 895.90
Range 18.25 33.77 15.52 85.0% 68.73
ATR 17.36 18.54 1.18 6.8% 0.00
Volume
Daily Pivots for day following 24-Mar-2003
Classic Woodie Camarilla DeMark
R4 975.32 953.55 882.80
R3 941.55 919.78 873.52
R2 907.78 907.78 870.42
R1 886.01 886.01 867.33 880.01
PP 874.01 874.01 874.01 871.02
S1 852.24 852.24 861.13 846.24
S2 840.24 840.24 858.04
S3 806.47 818.47 854.94
S4 772.70 784.70 845.66
Weekly Pivots for week ending 21-Mar-2003
Classic Woodie Camarilla DeMark
R4 1,079.18 1,056.27 933.70
R3 1,010.45 987.54 914.80
R2 941.72 941.72 908.50
R1 918.81 918.81 902.20 930.27
PP 872.99 872.99 872.99 878.72
S1 850.08 850.08 889.60 861.54
S2 804.26 804.26 883.30
S3 735.53 781.35 877.00
S4 666.80 712.62 858.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.90 857.36 38.54 4.5% 19.19 2.2% 18% False False
10 895.90 788.90 107.00 12.4% 19.95 2.3% 70% False False
20 895.90 788.90 107.00 12.4% 17.48 2.0% 70% False False
40 895.90 788.90 107.00 12.4% 16.93 2.0% 70% False False
60 935.05 788.90 146.15 16.9% 16.42 1.9% 52% False False
80 954.28 788.90 165.38 19.1% 16.00 1.9% 46% False False
100 954.28 788.90 165.38 19.1% 16.39 1.9% 46% False False
120 954.28 768.63 185.65 21.5% 17.89 2.1% 51% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,039.31
2.618 984.20
1.618 950.43
1.000 929.56
0.618 916.66
HIGH 895.79
0.618 882.89
0.500 878.91
0.382 874.92
LOW 862.02
0.618 841.15
1.000 828.25
1.618 807.38
2.618 773.61
4.250 718.50
Fisher Pivots for day following 24-Mar-2003
Pivot 1 day 3 day
R1 878.91 877.46
PP 874.01 873.05
S1 869.12 868.64

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

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