S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-2003
Day Change Summary
Previous Current
28-Mar-2003 31-Mar-2003 Change Change % Previous Week
Open 866.71 863.18 -3.53 -0.4% 895.79
High 869.88 863.18 -6.70 -0.8% 895.79
Low 860.83 843.68 -17.15 -2.0% 858.09
Close 863.50 848.18 -15.32 -1.8% 863.50
Range 9.05 19.50 10.45 115.5% 37.70
ATR 17.06 17.26 0.20 1.2% 0.00
Volume
Daily Pivots for day following 31-Mar-2003
Classic Woodie Camarilla DeMark
R4 910.18 898.68 858.91
R3 890.68 879.18 853.54
R2 871.18 871.18 851.76
R1 859.68 859.68 849.97 855.68
PP 851.68 851.68 851.68 849.68
S1 840.18 840.18 846.39 836.18
S2 832.18 832.18 844.61
S3 812.68 820.68 842.82
S4 793.18 801.18 837.46
Weekly Pivots for week ending 28-Mar-2003
Classic Woodie Camarilla DeMark
R4 985.56 962.23 884.24
R3 947.86 924.53 873.87
R2 910.16 910.16 870.41
R1 886.83 886.83 866.96 879.65
PP 872.46 872.46 872.46 868.87
S1 849.13 849.13 860.04 841.95
S2 834.76 834.76 856.59
S3 797.06 811.43 853.13
S4 759.36 773.73 842.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 879.87 843.68 36.19 4.3% 14.24 1.7% 12% False True
10 895.90 843.68 52.22 6.2% 16.72 2.0% 9% False True
20 895.90 788.90 107.00 12.6% 17.13 2.0% 55% False False
40 895.90 788.90 107.00 12.6% 16.34 1.9% 55% False False
60 935.05 788.90 146.15 17.2% 16.19 1.9% 41% False False
80 935.05 788.90 146.15 17.2% 15.80 1.9% 41% False False
100 954.28 788.90 165.38 19.5% 16.07 1.9% 36% False False
120 954.28 768.63 185.65 21.9% 17.31 2.0% 43% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.94
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 946.06
2.618 914.23
1.618 894.73
1.000 882.68
0.618 875.23
HIGH 863.18
0.618 855.73
0.500 853.43
0.382 851.13
LOW 843.68
0.618 831.63
1.000 824.18
1.618 812.13
2.618 792.63
4.250 760.81
Fisher Pivots for day following 31-Mar-2003
Pivot 1 day 3 day
R1 853.43 858.92
PP 851.68 855.34
S1 849.93 851.76

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

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