S&P500 Cash Index

Trading Metrics calculated at close of trading on 12-Mar-2003

Day Change Summary
	Previous	Current
	11-Mar-2003	12-Mar-2003	Change	Change %	Previous Week
Open	808.34	799.89	-8.45	-1.0%	841.96
High	814.25	804.19	-10.06	-1.2%	852.34
Low	800.30	788.90	-11.40	-1.4%	811.23
Close	800.73	804.19	3.46	0.4%	828.89
Range	13.95	15.29	1.34	9.6%	41.11
ATR	15.75	15.72	-0.03	-0.2%	0.00
Volume

Daily Pivots for day following 12-Mar-2003
	Classic	Woodie	Camarilla	DeMark
R4	844.96	839.87	812.60
R3	829.67	824.58	808.39
R2	814.38	814.38	806.99
R1	809.29	809.29	805.59	811.84
PP	799.09	799.09	799.09	800.37
S1	794.00	794.00	802.79	796.55
S2	783.80	783.80	801.39
S3	768.51	778.71	799.99
S4	753.22	763.42	795.78

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	829.56	788.90	40.66	5.1%	15.36	1.9%	38%	False	True
10	852.34	788.90	63.44	7.9%	14.49	1.8%	24%	False	True
20	852.87	788.90	63.97	8.0%	15.24	1.9%	24%	False	True
40	932.59	788.90	143.69	17.9%	15.73	2.0%	11%	False	True
60	935.05	788.90	146.15	18.2%	15.26	1.9%	10%	False	True
80	954.28	788.90	165.38	20.6%	15.43	1.9%	9%	False	True
100	954.28	788.90	165.38	20.6%	16.42	2.0%	9%	False	True
120	954.28	768.63	185.65	23.1%	17.83	2.2%	19%	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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	869.17
2.618	844.22
1.618	828.93
1.000	819.48
0.618	813.64
HIGH	804.19
0.618	798.35
0.500	796.55
0.382	794.74
LOW	788.90
0.618	779.45
1.000	773.61
1.618	764.16
2.618	748.87
4.250	723.92

Fisher Pivots for day following 12-Mar-2003
Pivot	1 day	3 day
R1	801.64	807.51
PP	799.09	806.40
S1	796.55	805.30

Download as Excel Spreadsheet

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

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