S&P500 Cash Index

Trading Metrics calculated at close of trading on 23-Jun-1982

Day Change Summary
	Previous	Current
	22-Jun-1982	23-Jun-1982	Change	Change %	Previous Week
Open	107.25	108.59	1.34	1.2%	110.50
High	108.29	110.13	1.84	1.7%	111.22
Low	107.17	108.09	0.92	0.9%	107.28
Close	108.29	110.13	1.84	1.7%	107.28
Range	1.12	2.04	0.92	82.1%	3.94
ATR	1.04	1.11	0.07	6.9%	0.00
Volume

Daily Pivots for day following 23-Jun-1982
	Classic	Woodie	Camarilla	DeMark
R4	115.57	114.89	111.25
R3	113.53	112.85	110.69
R2	111.49	111.49	110.50
R1	110.81	110.81	110.32	111.15
PP	109.45	109.45	109.45	109.62
S1	108.77	108.77	109.94	109.11
S2	107.41	107.41	109.76
S3	105.37	106.73	109.57
S4	103.33	104.69	109.01

Weekly Pivots for week ending 18-Jun-1982
	Classic	Woodie	Camarilla	DeMark
R4	120.41	117.79	109.45
R3	116.47	113.85	108.36
R2	112.53	112.53	108.00
R1	109.91	109.91	107.64	109.25
PP	108.59	108.59	108.59	108.27
S1	105.97	105.97	106.92	105.31
S2	104.65	104.65	106.56
S3	100.71	102.03	106.20
S4	96.77	98.09	105.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.13	107.17	2.96	2.7%	0.91	0.8%	100%	True	False
10	111.48	107.17	4.31	3.9%	1.07	1.0%	69%	False	False
20	112.80	107.17	5.63	5.1%	0.96	0.9%	53%	False	False
40	119.92	107.17	12.75	11.6%	0.97	0.9%	23%	False	False
60	120.60	107.17	13.43	12.2%	1.30	1.2%	22%	False	False
80	120.60	104.46	16.14	14.7%	1.54	1.4%	35%	False	False
100	120.60	104.46	16.14	14.7%	1.70	1.5%	35%	False	False
120	121.38	104.46	16.92	15.4%	1.84	1.7%	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	0.28
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	118.80
2.618	115.47
1.618	113.43
1.000	112.17
0.618	111.39
HIGH	110.13
0.618	109.35
0.500	109.11
0.382	108.87
LOW	108.09
0.618	106.83
1.000	106.05
1.618	104.79
2.618	102.75
4.250	99.42

Fisher Pivots for day following 23-Jun-1982
Pivot	1 day	3 day
R1	109.79	109.64
PP	109.45	109.14
S1	109.11	108.65

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

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