S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-2003
Day Change Summary
Previous Current
18-Mar-2003 19-Mar-2003 Change Change % Previous Week
Open 862.78 865.85 3.07 0.4% 826.12
High 866.94 874.99 8.05 0.9% 841.39
Low 857.36 861.21 3.85 0.4% 788.90
Close 866.45 874.02 7.57 0.9% 833.27
Range 9.58 13.78 4.20 43.8% 52.49
ATR 17.13 16.89 -0.24 -1.4% 0.00
Volume
Daily Pivots for day following 19-Mar-2003
Classic Woodie Camarilla DeMark
R4 911.41 906.50 881.60
R3 897.63 892.72 877.81
R2 883.85 883.85 876.55
R1 878.94 878.94 875.28 881.40
PP 870.07 870.07 870.07 871.30
S1 865.16 865.16 872.76 867.62
S2 856.29 856.29 871.49
S3 842.51 851.38 870.23
S4 828.73 837.60 866.44
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
5 874.99 806.48 68.51 7.8% 19.53 2.2% 99% True False
10 874.99 788.90 86.09 9.8% 17.45 2.0% 99% True False
20 874.99 788.90 86.09 9.8% 16.29 1.9% 99% True False
40 890.25 788.90 101.35 11.6% 16.41 1.9% 84% False False
60 935.05 788.90 146.15 16.7% 15.67 1.8% 58% False False
80 954.28 788.90 165.38 18.9% 15.64 1.8% 51% False False
100 954.28 788.90 165.38 18.9% 16.32 1.9% 51% False False
120 954.28 768.63 185.65 21.2% 17.86 2.0% 57% 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 3.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 933.56
2.618 911.07
1.618 897.29
1.000 888.77
0.618 883.51
HIGH 874.99
0.618 869.73
0.500 868.10
0.382 866.47
LOW 861.21
0.618 852.69
1.000 847.43
1.618 838.91
2.618 825.13
4.250 802.65
Fisher Pivots for day following 19-Mar-2003
Pivot 1 day 3 day
R1 872.05 866.37
PP 870.07 858.73
S1 868.10 851.08

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

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