S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Feb-2003
Day Change Summary
Previous Current
07-Feb-2003 10-Feb-2003 Change Change % Previous Week
Open 839.29 830.08 -9.21 -1.1% 856.52
High 845.73 837.16 -8.57 -1.0% 864.64
Low 826.70 823.53 -3.17 -0.4% 826.70
Close 829.69 835.97 6.28 0.8% 829.69
Range 19.03 13.63 -5.40 -28.4% 37.94
ATR 16.62 16.41 -0.21 -1.3% 0.00
Volume
Daily Pivots for day following 10-Feb-2003
Classic Woodie Camarilla DeMark
R4 873.11 868.17 843.47
R3 859.48 854.54 839.72
R2 845.85 845.85 838.47
R1 840.91 840.91 837.22 843.38
PP 832.22 832.22 832.22 833.46
S1 827.28 827.28 834.72 829.75
S2 818.59 818.59 833.47
S3 804.96 813.65 832.22
S4 791.33 800.02 828.47
Weekly Pivots for week ending 07-Feb-2003
Classic Woodie Camarilla DeMark
R4 954.16 929.87 850.56
R3 916.22 891.93 840.12
R2 878.28 878.28 836.65
R1 853.99 853.99 833.17 847.17
PP 840.34 840.34 840.34 836.93
S1 816.05 816.05 826.21 809.23
S2 802.40 802.40 822.73
S3 764.46 778.11 819.26
S4 726.52 740.17 808.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.63 823.53 38.10 4.6% 16.20 1.9% 33% False True
10 868.72 823.53 45.19 5.4% 16.44 2.0% 28% False True
20 935.05 823.53 111.52 13.3% 15.97 1.9% 11% False True
40 935.05 823.53 111.52 13.3% 15.10 1.8% 11% False True
60 954.28 823.53 130.75 15.6% 15.53 1.9% 10% False True
80 954.28 823.53 130.75 15.6% 16.72 2.0% 10% False True
100 954.28 768.63 185.65 22.2% 18.37 2.2% 36% False False
120 965.00 768.63 196.37 23.5% 18.72 2.2% 34% 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 3.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 895.09
2.618 872.84
1.618 859.21
1.000 850.79
0.618 845.58
HIGH 837.16
0.618 831.95
0.500 830.35
0.382 828.74
LOW 823.53
0.618 815.11
1.000 809.90
1.618 801.48
2.618 787.85
4.250 765.60
Fisher Pivots for day following 10-Feb-2003
Pivot 1 day 3 day
R1 834.10 835.52
PP 832.22 835.08
S1 830.35 834.63

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

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