S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-2003
Day Change Summary
Previous Current
07-Mar-2003 10-Mar-2003 Change Change % Previous Week
Open 819.82 826.12 6.30 0.8% 841.96
High 829.55 826.12 -3.43 -0.4% 852.34
Low 811.23 806.57 -4.66 -0.6% 811.23
Close 828.89 807.48 -21.41 -2.6% 828.89
Range 18.32 19.55 1.23 6.7% 41.11
ATR 15.39 15.89 0.49 3.2% 0.00
Volume
Daily Pivots for day following 10-Mar-2003
Classic Woodie Camarilla DeMark
R4 872.04 859.31 818.23
R3 852.49 839.76 812.86
R2 832.94 832.94 811.06
R1 820.21 820.21 809.27 816.80
PP 813.39 813.39 813.39 811.69
S1 800.66 800.66 805.69 797.25
S2 793.84 793.84 803.90
S3 774.29 781.11 802.10
S4 754.74 761.56 796.73
Weekly Pivots for week ending 07-Mar-2003
Classic Woodie Camarilla DeMark
R4 954.15 932.63 851.50
R3 913.04 891.52 840.20
R2 871.93 871.93 836.43
R1 850.41 850.41 832.66 840.62
PP 830.82 830.82 830.82 825.92
S1 809.30 809.30 825.12 799.51
S2 789.71 789.71 821.35
S3 748.60 768.19 817.58
S4 707.49 727.08 806.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 835.43 806.57 28.86 3.6% 14.38 1.8% 3% False True
10 852.34 806.57 45.77 5.7% 15.01 1.9% 2% False True
20 852.87 806.29 46.58 5.8% 15.36 1.9% 3% False False
40 935.05 806.29 128.76 15.9% 15.70 1.9% 1% False False
60 935.05 806.29 128.76 15.9% 15.18 1.9% 1% False False
80 954.28 806.29 147.99 18.3% 15.53 1.9% 1% False False
100 954.28 806.29 147.99 18.3% 16.65 2.1% 1% False False
120 954.28 768.63 185.65 23.0% 18.01 2.2% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 909.21
2.618 877.30
1.618 857.75
1.000 845.67
0.618 838.20
HIGH 826.12
0.618 818.65
0.500 816.35
0.382 814.04
LOW 806.57
0.618 794.49
1.000 787.02
1.618 774.94
2.618 755.39
4.250 723.48
Fisher Pivots for day following 10-Mar-2003
Pivot 1 day 3 day
R1 816.35 818.07
PP 813.39 814.54
S1 810.44 811.01

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

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