S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-2003
Day Change Summary
Previous Current
31-Jan-2003 03-Feb-2003 Change Change % Previous Week
Open 842.60 856.52 13.92 1.7% 859.81
High 858.33 864.64 6.31 0.7% 868.72
Low 840.34 856.29 15.95 1.9% 840.34
Close 855.70 860.32 4.62 0.5% 855.70
Range 17.99 8.35 -9.64 -53.6% 28.38
ATR 16.96 16.39 -0.57 -3.4% 0.00
Volume
Daily Pivots for day following 03-Feb-2003
Classic Woodie Camarilla DeMark
R4 885.47 881.24 864.91
R3 877.12 872.89 862.62
R2 868.77 868.77 861.85
R1 864.54 864.54 861.09 866.66
PP 860.42 860.42 860.42 861.47
S1 856.19 856.19 859.55 858.31
S2 852.07 852.07 858.79
S3 843.72 847.84 858.02
S4 835.37 839.49 855.73
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% 16.67 1.9% 70% False False
10 906.00 840.34 65.66 7.6% 17.35 2.0% 30% False False
20 935.05 840.34 94.71 11.0% 15.89 1.8% 21% False False
40 935.05 840.34 94.71 11.0% 15.07 1.8% 21% False False
60 954.28 840.34 113.94 13.2% 15.85 1.8% 18% False False
80 954.28 768.63 185.65 21.6% 17.53 2.0% 49% False False
100 954.28 768.63 185.65 21.6% 18.54 2.2% 49% False False
120 965.00 768.63 196.37 22.8% 19.13 2.2% 47% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.85
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 900.13
2.618 886.50
1.618 878.15
1.000 872.99
0.618 869.80
HIGH 864.64
0.618 861.45
0.500 860.47
0.382 859.48
LOW 856.29
0.618 851.13
1.000 847.94
1.618 842.78
2.618 834.43
4.250 820.80
Fisher Pivots for day following 03-Feb-2003
Pivot 1 day 3 day
R1 860.47 857.85
PP 860.42 855.38
S1 860.37 852.91

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

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