S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-2003
Day Change Summary
Previous Current
02-Jan-2003 03-Jan-2003 Change Change % Previous Week
Open 881.44 908.49 27.05 3.1% 875.44
High 909.03 911.25 2.22 0.2% 911.25
Low 881.44 903.07 21.63 2.5% 869.45
Close 909.03 908.59 -0.44 0.0% 908.59
Range 27.59 8.18 -19.41 -70.4% 41.80
ATR 16.16 15.59 -0.57 -3.5% 0.00
Volume
Daily Pivots for day following 03-Jan-2003
Classic Woodie Camarilla DeMark
R4 932.18 928.56 913.09
R3 924.00 920.38 910.84
R2 915.82 915.82 910.09
R1 912.20 912.20 909.34 914.01
PP 907.64 907.64 907.64 908.54
S1 904.02 904.02 907.84 905.83
S2 899.46 899.46 907.09
S3 891.28 895.84 906.34
S4 883.10 887.66 904.09
Weekly Pivots for week ending 03-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,021.83 1,007.01 931.58
R3 980.03 965.21 920.09
R2 938.23 938.23 916.25
R1 923.41 923.41 912.42 930.82
PP 896.43 896.43 896.43 900.14
S1 881.61 881.61 904.76 889.02
S2 854.63 854.63 900.93
S3 812.83 839.81 897.10
S4 771.03 798.01 885.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.25 869.45 41.80 4.6% 15.39 1.7% 94% True False
10 911.25 869.45 41.80 4.6% 14.02 1.5% 94% True False
20 921.49 869.45 52.04 5.7% 14.25 1.6% 75% False False
40 954.28 869.45 84.83 9.3% 15.83 1.7% 46% False False
60 954.28 768.63 185.65 20.4% 18.08 2.0% 75% False False
80 954.28 768.63 185.65 20.4% 19.21 2.1% 75% False False
100 965.00 768.63 196.37 21.6% 19.78 2.2% 71% False False
120 965.00 768.63 196.37 21.6% 21.68 2.4% 71% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 946.02
2.618 932.67
1.618 924.49
1.000 919.43
0.618 916.31
HIGH 911.25
0.618 908.13
0.500 907.16
0.382 906.19
LOW 903.07
0.618 898.01
1.000 894.89
1.618 889.83
2.618 881.65
4.250 868.31
Fisher Pivots for day following 03-Jan-2003
Pivot 1 day 3 day
R1 908.11 902.51
PP 907.64 896.43
S1 907.16 890.35

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

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