S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-2003
Day Change Summary
Previous Current
24-Mar-2003 25-Mar-2003 Change Change % Previous Week
Open 895.79 864.89 -30.90 -3.4% 832.09
High 895.79 879.87 -15.92 -1.8% 895.90
Low 862.02 862.59 0.57 0.1% 827.17
Close 864.23 874.74 10.51 1.2% 895.90
Range 33.77 17.28 -16.49 -48.8% 68.73
ATR 18.54 18.45 -0.09 -0.5% 0.00
Volume
Daily Pivots for day following 25-Mar-2003
Classic Woodie Camarilla DeMark
R4 924.24 916.77 884.24
R3 906.96 899.49 879.49
R2 889.68 889.68 877.91
R1 882.21 882.21 876.32 885.95
PP 872.40 872.40 872.40 874.27
S1 864.93 864.93 873.16 868.67
S2 855.12 855.12 871.57
S3 837.84 847.65 869.99
S4 820.56 830.37 865.24
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
5 895.90 859.01 36.89 4.2% 20.73 2.4% 43% False False
10 895.90 788.90 107.00 12.2% 20.28 2.3% 80% False False
20 895.90 788.90 107.00 12.2% 17.29 2.0% 80% False False
40 895.90 788.90 107.00 12.2% 16.87 1.9% 80% False False
60 935.05 788.90 146.15 16.7% 16.43 1.9% 59% False False
80 954.28 788.90 165.38 18.9% 16.00 1.8% 52% False False
100 954.28 788.90 165.38 18.9% 16.33 1.9% 52% False False
120 954.28 768.63 185.65 21.2% 17.74 2.0% 57% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 953.31
2.618 925.11
1.618 907.83
1.000 897.15
0.618 890.55
HIGH 879.87
0.618 873.27
0.500 871.23
0.382 869.19
LOW 862.59
0.618 851.91
1.000 845.31
1.618 834.63
2.618 817.35
4.250 789.15
Fisher Pivots for day following 25-Mar-2003
Pivot 1 day 3 day
R1 873.57 878.96
PP 872.40 877.55
S1 871.23 876.15

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

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