S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jan-2003
Day Change Summary
Previous Current
30-Jan-2003 31-Jan-2003 Change Change % Previous Week
Open 864.84 842.60 -22.24 -2.6% 859.81
High 865.48 858.33 -7.15 -0.8% 868.72
Low 843.74 840.34 -3.40 -0.4% 840.34
Close 844.61 855.70 11.09 1.3% 855.70
Range 21.74 17.99 -3.75 -17.2% 28.38
ATR 16.88 16.96 0.08 0.5% 0.00
Volume
Daily Pivots for day following 31-Jan-2003
Classic Woodie Camarilla DeMark
R4 905.43 898.55 865.59
R3 887.44 880.56 860.65
R2 869.45 869.45 859.00
R1 862.57 862.57 857.35 866.01
PP 851.46 851.46 851.46 853.18
S1 844.58 844.58 854.05 848.02
S2 833.47 833.47 852.40
S3 815.48 826.59 850.75
S4 797.49 808.60 845.81
Weekly Pivots for week ending 31-Jan-2003
Classic Woodie Camarilla DeMark
R4 940.06 926.26 871.31
R3 911.68 897.88 863.50
R2 883.30 883.30 860.90
R1 869.50 869.50 858.30 862.21
PP 854.92 854.92 854.92 851.28
S1 841.12 841.12 853.10 833.83
S2 826.54 826.54 850.50
S3 798.16 812.74 847.90
S4 769.78 784.36 840.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 868.72 840.34 28.38 3.3% 18.94 2.2% 54% False True
10 911.05 840.34 70.71 8.3% 17.72 2.1% 22% False True
20 935.05 840.34 94.71 11.1% 15.88 1.9% 16% False True
40 935.05 840.34 94.71 11.1% 15.25 1.8% 16% False True
60 954.28 840.34 113.94 13.3% 15.89 1.9% 13% False True
80 954.28 768.63 185.65 21.7% 17.80 2.1% 47% False False
100 954.28 768.63 185.65 21.7% 18.56 2.2% 47% False False
120 965.00 768.63 196.37 22.9% 19.19 2.2% 44% 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 True
Bull Hook False
Stretch 2.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 934.79
2.618 905.43
1.618 887.44
1.000 876.32
0.618 869.45
HIGH 858.33
0.618 851.46
0.500 849.34
0.382 847.21
LOW 840.34
0.618 829.22
1.000 822.35
1.618 811.23
2.618 793.24
4.250 763.88
Fisher Pivots for day following 31-Jan-2003
Pivot 1 day 3 day
R1 853.58 855.31
PP 851.46 854.92
S1 849.34 854.53

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

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