S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-2003
Day Change Summary
Previous Current
26-Mar-2003 27-Mar-2003 Change Change % Previous Week
Open 874.54 868.56 -5.98 -0.7% 832.09
High 875.80 874.15 -1.65 -0.2% 895.90
Low 866.47 858.09 -8.38 -1.0% 827.17
Close 869.95 868.52 -1.43 -0.2% 895.90
Range 9.33 16.06 6.73 72.1% 68.73
ATR 17.80 17.68 -0.12 -0.7% 0.00
Volume
Daily Pivots for day following 27-Mar-2003
Classic Woodie Camarilla DeMark
R4 915.10 907.87 877.35
R3 899.04 891.81 872.94
R2 882.98 882.98 871.46
R1 875.75 875.75 869.99 871.34
PP 866.92 866.92 866.92 864.71
S1 859.69 859.69 867.05 855.28
S2 850.86 850.86 865.58
S3 834.80 843.63 864.10
S4 818.74 827.57 859.69
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
5 895.90 858.09 37.81 4.4% 18.94 2.2% 28% False True
10 895.90 827.17 68.73 7.9% 18.74 2.2% 60% False False
20 895.90 788.90 107.00 12.3% 17.17 2.0% 74% False False
40 895.90 788.90 107.00 12.3% 16.62 1.9% 74% False False
60 935.05 788.90 146.15 16.8% 16.38 1.9% 54% False False
80 954.28 788.90 165.38 19.0% 15.95 1.8% 48% False False
100 954.28 788.90 165.38 19.0% 16.23 1.9% 48% False False
120 954.28 768.63 185.65 21.4% 17.55 2.0% 54% 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 3.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 942.41
2.618 916.20
1.618 900.14
1.000 890.21
0.618 884.08
HIGH 874.15
0.618 868.02
0.500 866.12
0.382 864.22
LOW 858.09
0.618 848.16
1.000 842.03
1.618 832.10
2.618 816.04
4.250 789.84
Fisher Pivots for day following 27-Mar-2003
Pivot 1 day 3 day
R1 867.72 868.98
PP 866.92 868.83
S1 866.12 868.67

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

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