S&P500 Cash Index

Trading Metrics calculated at close of trading on 02-Feb-1982

Day Change Summary
	Previous	Current
	01-Feb-1982	02-Feb-1982	Change	Change %	Previous Week
Open	118.24	118.02	-0.22	-0.2%	114.99
High	119.81	119.15	-0.66	-0.6%	121.38
Low	117.14	116.91	-0.23	-0.2%	113.63
Close	117.78	118.01	0.23	0.2%	120.40
Range	2.67	2.24	-0.43	-16.1%	7.75
ATR	2.50	2.48	-0.02	-0.7%	0.00
Volume

Daily Pivots for day following 02-Feb-1982
	Classic	Woodie	Camarilla	DeMark
R4	124.74	123.62	119.24
R3	122.50	121.38	118.63
R2	120.26	120.26	118.42
R1	119.14	119.14	118.22	118.58
PP	118.02	118.02	118.02	117.75
S1	116.90	116.90	117.80	116.34
S2	115.78	115.78	117.60
S3	113.54	114.66	117.39
S4	111.30	112.42	116.78

Weekly Pivots for week ending 29-Jan-1982
	Classic	Woodie	Camarilla	DeMark
R4	141.72	138.81	124.66
R3	133.97	131.06	122.53
R2	126.22	126.22	121.82
R1	123.31	123.31	121.11	124.77
PP	118.47	118.47	118.47	119.20
S1	115.56	115.56	119.69	117.02
S2	110.72	110.72	118.98
S3	102.97	107.81	118.27
S4	95.22	100.06	116.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.38	114.38	7.00	5.9%	2.62	2.2%	52%	False	False
10	121.38	113.63	7.75	6.6%	2.42	2.0%	57%	False	False
20	121.38	113.63	7.75	6.6%	2.50	2.1%	57%	False	False
40	126.91	113.63	13.28	11.3%	2.27	1.9%	33%	False	False
60	127.32	113.63	13.69	11.6%	2.31	2.0%	32%	False	False
80	127.32	113.63	13.69	11.6%	2.36	2.0%	32%	False	False
100	127.32	110.19	17.13	14.5%	2.48	2.1%	46%	False	False
120	135.49	110.19	25.30	21.4%	2.51	2.1%	31%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	1.05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128.67
2.618	125.01
1.618	122.77
1.000	121.39
0.618	120.53
HIGH	119.15
0.618	118.29
0.500	118.03
0.382	117.77
LOW	116.91
0.618	115.53
1.000	114.67
1.618	113.29
2.618	111.05
4.250	107.39

Fisher Pivots for day following 02-Feb-1982
Pivot	1 day	3 day
R1	118.03	119.15
PP	118.02	118.77
S1	118.02	118.39

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

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