S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jan-2003
Day Change Summary
Previous Current
29-Jan-2003 30-Jan-2003 Change Change % Previous Week
Open 857.78 864.84 7.06 0.8% 901.79
High 868.72 865.48 -3.24 -0.4% 906.00
Low 845.86 843.74 -2.12 -0.3% 859.71
Close 864.36 844.61 -19.75 -2.3% 861.40
Range 22.86 21.74 -1.12 -4.9% 46.29
ATR 16.51 16.88 0.37 2.3% 0.00
Volume
Daily Pivots for day following 30-Jan-2003
Classic Woodie Camarilla DeMark
R4 916.50 902.29 856.57
R3 894.76 880.55 850.59
R2 873.02 873.02 848.60
R1 858.81 858.81 846.60 855.05
PP 851.28 851.28 851.28 849.39
S1 837.07 837.07 842.62 833.31
S2 829.54 829.54 840.62
S3 807.80 815.33 838.63
S4 786.06 793.59 832.65
Weekly Pivots for week ending 24-Jan-2003
Classic Woodie Camarilla DeMark
R4 1,014.57 984.28 886.86
R3 968.28 937.99 874.13
R2 921.99 921.99 869.89
R1 891.70 891.70 865.64 883.70
PP 875.70 875.70 875.70 871.71
S1 845.41 845.41 857.16 837.41
S2 829.41 829.41 852.91
S3 783.12 799.12 848.67
S4 736.83 752.83 835.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 886.28 843.74 42.54 5.0% 20.66 2.4% 2% False True
10 926.03 843.74 82.29 9.7% 17.32 2.1% 1% False True
20 935.05 843.74 91.31 10.8% 16.36 1.9% 1% False True
40 935.05 843.74 91.31 10.8% 15.16 1.8% 1% False True
60 954.28 843.74 110.54 13.1% 15.91 1.9% 1% False True
80 954.28 768.63 185.65 22.0% 17.89 2.1% 41% False False
100 954.28 768.63 185.65 22.0% 18.62 2.2% 41% False False
120 965.00 768.63 196.37 23.2% 19.24 2.3% 39% 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 3.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 957.88
2.618 922.40
1.618 900.66
1.000 887.22
0.618 878.92
HIGH 865.48
0.618 857.18
0.500 854.61
0.382 852.04
LOW 843.74
0.618 830.30
1.000 822.00
1.618 808.56
2.618 786.82
4.250 751.35
Fisher Pivots for day following 30-Jan-2003
Pivot 1 day 3 day
R1 854.61 856.23
PP 851.28 852.36
S1 847.94 848.48

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

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