S&P500 Cash Index

Trading Metrics calculated at close of trading on 10-Sep-2002

Day Change Summary
	Previous	Current
	09-Sep-2002	10-Sep-2002	Change	Change %	Previous Week
Open	893.39	903.33	9.94	1.1%	914.18
High	907.34	909.89	2.55	0.3%	914.18
Low	882.92	900.50	17.58	2.0%	870.50
Close	902.96	909.58	6.62	0.7%	893.92
Range	24.42	9.39	-15.03	-61.5%	43.68
ATR	24.68	23.58	-1.09	-4.4%	0.00
Volume

Daily Pivots for day following 10-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	934.83	931.59	914.74
R3	925.44	922.20	912.16
R2	916.05	916.05	911.30
R1	912.81	912.81	910.44	914.43
PP	906.66	906.66	906.66	907.47
S1	903.42	903.42	908.72	905.04
S2	897.27	897.27	907.86
S3	887.88	894.03	907.00
S4	878.49	884.64	904.42

Weekly Pivots for week ending 06-Sep-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,023.91	1,002.59	917.94
R3	980.23	958.91	905.93
R2	936.55	936.55	901.93
R1	915.23	915.23	897.92	904.05
PP	892.87	892.87	892.87	887.28
S1	871.55	871.55	889.92	860.37
S2	849.19	849.19	885.91
S3	805.51	827.87	881.91
S4	761.83	784.19	869.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	909.89	870.50	39.39	4.3%	17.97	2.0%	99%	True	False
10	955.82	870.50	85.32	9.4%	21.08	2.3%	46%	False	False
20	965.00	870.50	94.50	10.4%	22.05	2.4%	41%	False	False
40	965.00	775.68	189.32	20.8%	26.62	2.9%	71%	False	False
60	1,040.83	775.68	265.15	29.2%	26.14	2.9%	50%	False	False
80	1,106.59	775.68	330.91	36.4%	23.84	2.6%	40%	False	False
100	1,128.82	775.68	353.14	38.8%	22.43	2.5%	38%	False	False
120	1,156.49	775.68	380.81	41.9%	21.15	2.3%	35%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.03
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	949.80
2.618	934.47
1.618	925.08
1.000	919.28
0.618	915.69
HIGH	909.89
0.618	906.30
0.500	905.20
0.382	904.09
LOW	900.50
0.618	894.70
1.000	891.11
1.618	885.31
2.618	875.92
4.250	860.59

Fisher Pivots for day following 10-Sep-2002
Pivot	1 day	3 day
R1	908.12	905.19
PP	906.66	900.80
S1	905.20	896.41

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

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