S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-2003
Day Change Summary
Previous Current
10-Mar-2003 11-Mar-2003 Change Change % Previous Week
Open 826.12 808.34 -17.78 -2.2% 841.96
High 826.12 814.25 -11.87 -1.4% 852.34
Low 806.57 800.30 -6.27 -0.8% 811.23
Close 807.48 800.73 -6.75 -0.8% 828.89
Range 19.55 13.95 -5.60 -28.6% 41.11
ATR 15.89 15.75 -0.14 -0.9% 0.00
Volume
Daily Pivots for day following 11-Mar-2003
Classic Woodie Camarilla DeMark
R4 846.94 837.79 808.40
R3 832.99 823.84 804.57
R2 819.04 819.04 803.29
R1 809.89 809.89 802.01 807.49
PP 805.09 805.09 805.09 803.90
S1 795.94 795.94 799.45 793.54
S2 791.14 791.14 798.17
S3 777.19 781.99 796.89
S4 763.24 768.04 793.06
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
5 829.87 800.30 29.57 3.7% 14.48 1.8% 1% False True
10 852.34 800.30 52.04 6.5% 14.31 1.8% 1% False True
20 852.87 800.30 52.57 6.6% 15.37 1.9% 1% False True
40 935.05 800.30 134.75 16.8% 15.67 2.0% 0% False True
60 935.05 800.30 134.75 16.8% 15.19 1.9% 0% False True
80 954.28 800.30 153.98 19.2% 15.49 1.9% 0% False True
100 954.28 800.30 153.98 19.2% 16.45 2.1% 0% False True
120 954.28 768.63 185.65 23.2% 17.87 2.2% 17% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 3.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 873.54
2.618 850.77
1.618 836.82
1.000 828.20
0.618 822.87
HIGH 814.25
0.618 808.92
0.500 807.28
0.382 805.63
LOW 800.30
0.618 791.68
1.000 786.35
1.618 777.73
2.618 763.78
4.250 741.01
Fisher Pivots for day following 11-Mar-2003
Pivot 1 day 3 day
R1 807.28 814.93
PP 805.09 810.19
S1 802.91 805.46

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

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