S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-2003
Day Change Summary
Previous Current
25-Mar-2003 26-Mar-2003 Change Change % Previous Week
Open 864.89 874.54 9.65 1.1% 832.09
High 879.87 875.80 -4.07 -0.5% 895.90
Low 862.59 866.47 3.88 0.4% 827.17
Close 874.74 869.95 -4.79 -0.5% 895.90
Range 17.28 9.33 -7.95 -46.0% 68.73
ATR 18.45 17.80 -0.65 -3.5% 0.00
Volume
Daily Pivots for day following 26-Mar-2003
Classic Woodie Camarilla DeMark
R4 898.73 893.67 875.08
R3 889.40 884.34 872.52
R2 880.07 880.07 871.66
R1 875.01 875.01 870.81 872.88
PP 870.74 870.74 870.74 869.67
S1 865.68 865.68 869.09 863.55
S2 861.41 861.41 868.24
S3 852.08 856.35 867.38
S4 842.75 847.02 864.82
Weekly Pivots for week ending 21-Mar-2003
Classic Woodie Camarilla DeMark
R4 1,079.18 1,056.27 933.70
R3 1,010.45 987.54 914.80
R2 941.72 941.72 908.50
R1 918.81 918.81 902.20 930.27
PP 872.99 872.99 872.99 878.72
S1 850.08 850.08 889.60 861.54
S2 804.26 804.26 883.30
S3 735.53 781.35 877.00
S4 666.80 712.62 858.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.90 859.01 36.89 4.2% 19.84 2.3% 30% False False
10 895.90 806.48 89.42 10.3% 19.69 2.3% 71% False False
20 895.90 788.90 107.00 12.3% 17.09 2.0% 76% False False
40 895.90 788.90 107.00 12.3% 16.79 1.9% 76% False False
60 935.05 788.90 146.15 16.8% 16.31 1.9% 55% False False
80 954.28 788.90 165.38 19.0% 15.83 1.8% 49% False False
100 954.28 788.90 165.38 19.0% 16.26 1.9% 49% False False
120 954.28 768.63 185.65 21.3% 17.60 2.0% 55% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.92
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 915.45
2.618 900.23
1.618 890.90
1.000 885.13
0.618 881.57
HIGH 875.80
0.618 872.24
0.500 871.14
0.382 870.03
LOW 866.47
0.618 860.70
1.000 857.14
1.618 851.37
2.618 842.04
4.250 826.82
Fisher Pivots for day following 26-Mar-2003
Pivot 1 day 3 day
R1 871.14 878.91
PP 870.74 875.92
S1 870.35 872.94

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

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