S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-2003
Day Change Summary
Previous Current
15-Jan-2003 16-Jan-2003 Change Change % Previous Week
Open 932.17 918.41 -13.76 -1.5% 909.04
High 932.59 926.03 -6.56 -0.7% 932.89
Low 916.70 911.98 -4.72 -0.5% 908.32
Close 918.22 914.60 -3.62 -0.4% 927.57
Range 15.89 14.05 -1.84 -11.6% 24.57
ATR 15.26 15.18 -0.09 -0.6% 0.00
Volume
Daily Pivots for day following 16-Jan-2003
Classic Woodie Camarilla DeMark
R4 959.69 951.19 922.33
R3 945.64 937.14 918.46
R2 931.59 931.59 917.18
R1 923.09 923.09 915.89 920.32
PP 917.54 917.54 917.54 916.15
S1 909.04 909.04 913.31 906.27
S2 903.49 903.49 912.02
S3 889.44 894.99 910.74
S4 875.39 880.94 906.87
Weekly Pivots for week ending 10-Jan-2003
Classic Woodie Camarilla DeMark
R4 996.64 986.67 941.08
R3 972.07 962.10 934.33
R2 947.50 947.50 932.07
R1 937.53 937.53 929.82 942.52
PP 922.93 922.93 922.93 925.42
S1 912.96 912.96 925.32 917.95
S2 898.36 898.36 923.07
S3 873.79 888.39 920.81
S4 849.22 863.82 914.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.05 911.98 23.07 2.5% 13.62 1.5% 11% False True
10 935.05 903.07 31.98 3.5% 14.05 1.5% 36% False False
20 935.05 869.45 65.60 7.2% 14.28 1.6% 69% False False
40 954.28 869.45 84.83 9.3% 14.92 1.6% 53% False False
60 954.28 867.91 86.37 9.4% 16.36 1.8% 54% False False
80 954.28 768.63 185.65 20.3% 18.72 2.0% 79% False False
100 955.82 768.63 187.19 20.5% 19.00 2.1% 78% False False
120 965.00 768.63 196.37 21.5% 20.18 2.2% 74% False False
Crabel Price Patterns
NR True
NR4 False
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 2.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 985.74
2.618 962.81
1.618 948.76
1.000 940.08
0.618 934.71
HIGH 926.03
0.618 920.66
0.500 919.01
0.382 917.35
LOW 911.98
0.618 903.30
1.000 897.93
1.618 889.25
2.618 875.20
4.250 852.27
Fisher Pivots for day following 16-Jan-2003
Pivot 1 day 3 day
R1 919.01 922.29
PP 917.54 919.72
S1 916.07 917.16

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

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