S&P500 Cash Index

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

Day Change Summary
	Previous	Current
	09-Dec-2002	10-Dec-2002	Change	Change %	Previous Week
Open	910.96	892.86	-18.10	-2.0%	941.57
High	910.96	904.95	-6.01	-0.7%	954.28
Low	891.97	892.71	0.74	0.1%	895.96
Close	892.00	904.45	12.45	1.4%	912.23
Range	18.99	12.24	-6.75	-35.5%	58.32
ATR	18.85	18.43	-0.42	-2.2%	0.00
Volume

Daily Pivots for day following 10-Dec-2002
	Classic	Woodie	Camarilla	DeMark
R4	937.42	933.18	911.18
R3	925.18	920.94	907.82
R2	912.94	912.94	906.69
R1	908.70	908.70	905.57	910.82
PP	900.70	900.70	900.70	901.77
S1	896.46	896.46	903.33	898.58
S2	888.46	888.46	902.21
S3	876.22	884.22	901.08
S4	863.98	871.98	897.72

Weekly Pivots for week ending 06-Dec-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,095.78	1,062.33	944.31
R3	1,037.46	1,004.01	928.27
R2	979.14	979.14	922.92
R1	945.69	945.69	917.58	933.26
PP	920.82	920.82	920.82	914.61
S1	887.37	887.37	906.88	874.94
S2	862.50	862.50	901.54
S3	804.18	829.05	896.19
S4	745.86	770.73	880.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	925.25	891.97	33.28	3.7%	16.42	1.8%	38%	False	False
10	954.28	891.97	62.31	6.9%	17.00	1.9%	20%	False	False
20	954.28	872.05	82.23	9.1%	16.57	1.8%	39%	False	False
40	954.28	847.62	106.66	11.8%	18.85	2.1%	53%	False	False
60	954.28	768.63	185.65	20.5%	20.84	2.3%	73%	False	False
80	965.00	768.63	196.37	21.7%	20.66	2.3%	69%	False	False
100	965.00	768.63	196.37	21.7%	22.67	2.5%	69%	False	False
120	1,005.89	768.63	237.26	26.2%	23.43	2.6%	57%	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	3.24
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	956.97
2.618	936.99
1.618	924.75
1.000	917.19
0.618	912.51
HIGH	904.95
0.618	900.27
0.500	898.83
0.382	897.39
LOW	892.71
0.618	885.15
1.000	880.47
1.618	872.91
2.618	860.67
4.250	840.69

Fisher Pivots for day following 10-Dec-2002
Pivot	1 day	3 day
R1	902.58	904.21
PP	900.70	903.97
S1	898.83	903.73

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

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