S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Mar-2003
Day Change Summary
Previous Current
13-Mar-2003 14-Mar-2003 Change Change % Previous Week
Open 806.48 831.89 25.41 3.2% 826.12
High 832.02 841.39 9.37 1.1% 841.39
Low 806.48 828.26 21.78 2.7% 788.90
Close 831.90 833.27 1.37 0.2% 833.27
Range 25.54 13.13 -12.41 -48.6% 52.49
ATR 16.58 16.34 -0.25 -1.5% 0.00
Volume
Daily Pivots for day following 14-Mar-2003
Classic Woodie Camarilla DeMark
R4 873.70 866.61 840.49
R3 860.57 853.48 836.88
R2 847.44 847.44 835.68
R1 840.35 840.35 834.47 843.90
PP 834.31 834.31 834.31 836.08
S1 827.22 827.22 832.07 830.77
S2 821.18 821.18 830.86
S3 808.05 814.09 829.66
S4 794.92 800.96 826.05
Weekly Pivots for week ending 14-Mar-2003
Classic Woodie Camarilla DeMark
R4 978.66 958.45 862.14
R3 926.17 905.96 847.70
R2 873.68 873.68 842.89
R1 853.47 853.47 838.08 863.58
PP 821.19 821.19 821.19 826.24
S1 800.98 800.98 828.46 811.09
S2 768.70 768.70 823.65
S3 716.21 748.49 818.84
S4 663.72 696.00 804.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 841.39 788.90 52.49 6.3% 17.49 2.1% 85% True False
10 852.34 788.90 63.44 7.6% 15.94 1.9% 70% False False
20 852.87 788.90 63.97 7.7% 15.75 1.9% 69% False False
40 926.03 788.90 137.13 16.5% 16.05 1.9% 32% False False
60 935.05 788.90 146.15 17.5% 15.38 1.8% 30% False False
80 954.28 788.90 165.38 19.8% 15.51 1.9% 27% False False
100 954.28 788.90 165.38 19.8% 16.37 2.0% 27% False False
120 954.28 768.63 185.65 22.3% 17.86 2.1% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 897.19
2.618 875.76
1.618 862.63
1.000 854.52
0.618 849.50
HIGH 841.39
0.618 836.37
0.500 834.83
0.382 833.28
LOW 828.26
0.618 820.15
1.000 815.13
1.618 807.02
2.618 793.89
4.250 772.46
Fisher Pivots for day following 14-Mar-2003
Pivot 1 day 3 day
R1 834.83 827.23
PP 834.31 821.19
S1 833.79 815.15

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

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