S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Feb-2003
Day Change Summary
Previous Current
19-Feb-2003 20-Feb-2003 Change Change % Previous Week
Open 850.63 846.01 -4.62 -0.5% 830.08
High 850.63 849.37 -1.26 -0.1% 843.02
Low 838.79 836.56 -2.23 -0.3% 806.29
Close 845.13 837.10 -8.03 -1.0% 834.89
Range 11.84 12.81 0.97 8.2% 36.73
ATR 16.28 16.03 -0.25 -1.5% 0.00
Volume
Daily Pivots for day following 20-Feb-2003
Classic Woodie Camarilla DeMark
R4 879.44 871.08 844.15
R3 866.63 858.27 840.62
R2 853.82 853.82 839.45
R1 845.46 845.46 838.27 843.24
PP 841.01 841.01 841.01 839.90
S1 832.65 832.65 835.93 830.43
S2 828.20 828.20 834.75
S3 815.39 819.84 833.58
S4 802.58 807.03 830.05
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
5 852.87 806.29 46.58 5.6% 15.18 1.8% 66% False False
10 852.87 806.29 46.58 5.6% 15.11 1.8% 66% False False
20 890.25 806.29 83.96 10.0% 16.57 2.0% 37% False False
40 935.05 806.29 128.76 15.4% 15.35 1.8% 24% False False
60 954.28 806.29 147.99 17.7% 15.29 1.8% 21% False False
80 954.28 806.29 147.99 17.7% 16.19 1.9% 21% False False
100 954.28 768.63 185.65 22.2% 18.15 2.2% 37% False False
120 954.28 768.63 185.65 22.2% 18.41 2.2% 37% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 903.81
2.618 882.91
1.618 870.10
1.000 862.18
0.618 857.29
HIGH 849.37
0.618 844.48
0.500 842.97
0.382 841.45
LOW 836.56
0.618 828.64
1.000 823.75
1.618 815.83
2.618 803.02
4.250 782.12
Fisher Pivots for day following 20-Feb-2003
Pivot 1 day 3 day
R1 842.97 844.65
PP 841.01 842.13
S1 839.06 839.62

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

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