S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-2003
Day Change Summary
Previous Current
28-Feb-2003 03-Mar-2003 Change Change % Previous Week
Open 837.70 841.96 4.26 0.5% 847.29
High 847.00 852.34 5.34 0.6% 847.29
Low 837.31 832.74 -4.57 -0.5% 818.54
Close 841.15 834.81 -6.34 -0.8% 841.15
Range 9.69 19.60 9.91 102.3% 28.75
ATR 15.85 16.12 0.27 1.7% 0.00
Volume
Daily Pivots for day following 03-Mar-2003
Classic Woodie Camarilla DeMark
R4 898.76 886.39 845.59
R3 879.16 866.79 840.20
R2 859.56 859.56 838.40
R1 847.19 847.19 836.61 843.58
PP 839.96 839.96 839.96 838.16
S1 827.59 827.59 833.01 823.98
S2 820.36 820.36 831.22
S3 800.76 807.99 829.42
S4 781.16 788.39 824.03
Weekly Pivots for week ending 28-Feb-2003
Classic Woodie Camarilla DeMark
R4 921.91 910.28 856.96
R3 893.16 881.53 849.06
R2 864.41 864.41 846.42
R1 852.78 852.78 843.79 844.22
PP 835.66 835.66 835.66 831.38
S1 824.03 824.03 838.51 815.47
S2 806.91 806.91 835.88
S3 778.16 795.28 833.24
S4 749.41 766.53 825.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.34 818.54 33.80 4.0% 15.64 1.9% 48% True False
10 852.87 818.54 34.33 4.1% 15.52 1.9% 47% False False
20 864.64 806.29 58.35 7.0% 15.55 1.9% 49% False False
40 935.05 806.29 128.76 15.4% 15.71 1.9% 22% False False
60 935.05 806.29 128.76 15.4% 15.35 1.8% 22% False False
80 954.28 806.29 147.99 17.7% 15.81 1.9% 19% False False
100 954.28 768.63 185.65 22.2% 17.35 2.1% 36% False False
120 954.28 768.63 185.65 22.2% 18.05 2.2% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 935.64
2.618 903.65
1.618 884.05
1.000 871.94
0.618 864.45
HIGH 852.34
0.618 844.85
0.500 842.54
0.382 840.23
LOW 832.74
0.618 820.63
1.000 813.14
1.618 801.03
2.618 781.43
4.250 749.44
Fisher Pivots for day following 03-Mar-2003
Pivot 1 day 3 day
R1 842.54 840.03
PP 839.96 838.29
S1 837.39 836.55

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

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