S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Mar-2003
Day Change Summary
Previous Current
27-Mar-2003 28-Mar-2003 Change Change % Previous Week
Open 868.56 866.71 -1.85 -0.2% 895.79
High 874.15 869.88 -4.27 -0.5% 895.79
Low 858.09 860.83 2.74 0.3% 858.09
Close 868.52 863.50 -5.02 -0.6% 863.50
Range 16.06 9.05 -7.01 -43.6% 37.70
ATR 17.68 17.06 -0.62 -3.5% 0.00
Volume
Daily Pivots for day following 28-Mar-2003
Classic Woodie Camarilla DeMark
R4 891.89 886.74 868.48
R3 882.84 877.69 865.99
R2 873.79 873.79 865.16
R1 868.64 868.64 864.33 866.69
PP 864.74 864.74 864.74 863.76
S1 859.59 859.59 862.67 857.64
S2 855.69 855.69 861.84
S3 846.64 850.54 861.01
S4 837.59 841.49 858.52
Weekly Pivots for week ending 28-Mar-2003
Classic Woodie Camarilla DeMark
R4 985.56 962.23 884.24
R3 947.86 924.53 873.87
R2 910.16 910.16 870.41
R1 886.83 886.83 866.96 879.65
PP 872.46 872.46 872.46 868.87
S1 849.13 849.13 860.04 841.95
S2 834.76 834.76 856.59
S3 797.06 811.43 853.13
S4 759.36 773.73 842.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.79 858.09 37.70 4.4% 17.10 2.0% 14% False False
10 895.90 827.17 68.73 8.0% 18.33 2.1% 53% False False
20 895.90 788.90 107.00 12.4% 17.14 2.0% 70% False False
40 895.90 788.90 107.00 12.4% 16.30 1.9% 70% False False
60 935.05 788.90 146.15 16.9% 16.32 1.9% 51% False False
80 935.05 788.90 146.15 16.9% 15.73 1.8% 51% False False
100 954.28 788.90 165.38 19.2% 16.07 1.9% 45% False False
120 954.28 768.63 185.65 21.5% 17.36 2.0% 51% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.43
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 908.34
2.618 893.57
1.618 884.52
1.000 878.93
0.618 875.47
HIGH 869.88
0.618 866.42
0.500 865.36
0.382 864.29
LOW 860.83
0.618 855.24
1.000 851.78
1.618 846.19
2.618 837.14
4.250 822.37
Fisher Pivots for day following 28-Mar-2003
Pivot 1 day 3 day
R1 865.36 866.95
PP 864.74 865.80
S1 864.12 864.65

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

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