S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-2003
Day Change Summary
Previous Current
10-Feb-2003 11-Feb-2003 Change Change % Previous Week
Open 830.08 836.53 6.45 0.8% 856.52
High 837.16 843.02 5.86 0.7% 864.64
Low 823.53 825.09 1.56 0.2% 826.70
Close 835.97 829.20 -6.77 -0.8% 829.69
Range 13.63 17.93 4.30 31.5% 37.94
ATR 16.41 16.52 0.11 0.7% 0.00
Volume
Daily Pivots for day following 11-Feb-2003
Classic Woodie Camarilla DeMark
R4 886.23 875.64 839.06
R3 868.30 857.71 834.13
R2 850.37 850.37 832.49
R1 839.78 839.78 830.84 836.11
PP 832.44 832.44 832.44 830.60
S1 821.85 821.85 827.56 818.18
S2 814.51 814.51 825.91
S3 796.58 803.92 824.27
S4 778.65 785.99 819.34
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% 16.22 2.0% 15% False False
10 868.72 823.53 45.19 5.4% 16.99 2.0% 13% False False
20 932.59 823.53 109.06 13.2% 16.22 2.0% 5% False False
40 935.05 823.53 111.52 13.4% 15.26 1.8% 5% False False
60 954.28 823.53 130.75 15.8% 15.49 1.9% 4% False False
80 954.28 823.53 130.75 15.8% 16.71 2.0% 4% False False
100 954.28 768.63 185.65 22.4% 18.34 2.2% 33% False False
120 965.00 768.63 196.37 23.7% 18.72 2.3% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 919.22
2.618 889.96
1.618 872.03
1.000 860.95
0.618 854.10
HIGH 843.02
0.618 836.17
0.500 834.06
0.382 831.94
LOW 825.09
0.618 814.01
1.000 807.16
1.618 796.08
2.618 778.15
4.250 748.89
Fisher Pivots for day following 11-Feb-2003
Pivot 1 day 3 day
R1 834.06 834.63
PP 832.44 832.82
S1 830.82 831.01

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

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