S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Feb-2003
Day Change Summary
Previous Current
13-Feb-2003 14-Feb-2003 Change Change % Previous Week
Open 818.75 818.32 -0.43 -0.1% 830.08
High 821.25 834.89 13.64 1.7% 843.02
Low 806.29 815.03 8.74 1.1% 806.29
Close 817.37 834.89 17.52 2.1% 834.89
Range 14.96 19.86 4.90 32.8% 36.73
ATR 16.22 16.48 0.26 1.6% 0.00
Volume
Daily Pivots for day following 14-Feb-2003
Classic Woodie Camarilla DeMark
R4 887.85 881.23 845.81
R3 867.99 861.37 840.35
R2 848.13 848.13 838.53
R1 841.51 841.51 836.71 844.82
PP 828.27 828.27 828.27 829.93
S1 821.65 821.65 833.07 824.96
S2 808.41 808.41 831.25
S3 788.55 801.79 829.43
S4 768.69 781.93 823.97
Weekly Pivots for week ending 14-Feb-2003
Classic Woodie Camarilla DeMark
R4 938.26 923.30 855.09
R3 901.53 886.57 844.99
R2 864.80 864.80 841.62
R1 849.84 849.84 838.26 857.32
PP 828.07 828.07 828.07 831.81
S1 813.11 813.11 831.52 820.59
S2 791.34 791.34 828.16
S3 754.61 776.38 824.79
S4 717.88 739.65 814.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.02 806.29 36.73 4.4% 16.00 1.9% 78% False False
10 864.64 806.29 58.35 7.0% 15.57 1.9% 49% False False
20 911.05 806.29 104.76 12.5% 16.64 2.0% 27% False False
40 935.05 806.29 128.76 15.4% 15.46 1.9% 22% False False
60 954.28 806.29 147.99 17.7% 15.49 1.9% 19% False False
80 954.28 806.29 147.99 17.7% 16.43 2.0% 19% False False
100 954.28 768.63 185.65 22.2% 18.31 2.2% 36% False False
120 955.82 768.63 187.19 22.4% 18.61 2.2% 35% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.77
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 919.30
2.618 886.88
1.618 867.02
1.000 854.75
0.618 847.16
HIGH 834.89
0.618 827.30
0.500 824.96
0.382 822.62
LOW 815.03
0.618 802.76
1.000 795.17
1.618 782.90
2.618 763.04
4.250 730.63
Fisher Pivots for day following 14-Feb-2003
Pivot 1 day 3 day
R1 831.58 830.12
PP 828.27 825.36
S1 824.96 820.59

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

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