S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-2003
Day Change Summary
Previous Current
17-Mar-2003 18-Mar-2003 Change Change % Previous Week
Open 832.09 862.78 30.69 3.7% 826.12
High 862.79 866.94 4.15 0.5% 841.39
Low 827.17 857.36 30.19 3.6% 788.90
Close 862.79 866.45 3.66 0.4% 833.27
Range 35.62 9.58 -26.04 -73.1% 52.49
ATR 17.71 17.13 -0.58 -3.3% 0.00
Volume
Daily Pivots for day following 18-Mar-2003
Classic Woodie Camarilla DeMark
R4 892.32 888.97 871.72
R3 882.74 879.39 869.08
R2 873.16 873.16 868.21
R1 869.81 869.81 867.33 871.49
PP 863.58 863.58 863.58 864.42
S1 860.23 860.23 865.57 861.91
S2 854.00 854.00 864.69
S3 844.42 850.65 863.82
S4 834.84 841.07 861.18
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
5 866.94 788.90 78.04 9.0% 19.83 2.3% 99% True False
10 866.94 788.90 78.04 9.0% 17.16 2.0% 99% True False
20 866.94 788.90 78.04 9.0% 16.19 1.9% 99% True False
40 906.00 788.90 117.10 13.5% 16.53 1.9% 66% False False
60 935.05 788.90 146.15 16.9% 15.76 1.8% 53% False False
80 954.28 788.90 165.38 19.1% 15.72 1.8% 47% False False
100 954.28 788.90 165.38 19.1% 16.40 1.9% 47% False False
120 954.28 768.63 185.65 21.4% 17.96 2.1% 53% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.49
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 907.66
2.618 892.02
1.618 882.44
1.000 876.52
0.618 872.86
HIGH 866.94
0.618 863.28
0.500 862.15
0.382 861.02
LOW 857.36
0.618 851.44
1.000 847.78
1.618 841.86
2.618 832.28
4.250 816.65
Fisher Pivots for day following 18-Mar-2003
Pivot 1 day 3 day
R1 865.02 859.99
PP 863.58 853.52
S1 862.15 847.06

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

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