S&P500 Cash Index

Trading Metrics calculated at close of trading on 24-Jun-2003

Day Change Summary
	Previous	Current
	23-Jun-2003	24-Jun-2003	Change	Change %	Previous Week
Open	995.25	980.68	-14.57	-1.5%	989.67
High	995.25	987.84	-7.41	-0.7%	1,015.33
Low	977.40	979.08	1.68	0.2%	989.67
Close	981.64	983.45	1.81	0.2%	995.69
Range	17.85	8.76	-9.09	-50.9%	25.66
ATR	14.23	13.84	-0.39	-2.7%	0.00
Volume

Daily Pivots for day following 24-Jun-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,009.74	1,005.35	988.27
R3	1,000.98	996.59	985.86
R2	992.22	992.22	985.06
R1	987.83	987.83	984.25	990.03
PP	983.46	983.46	983.46	984.55
S1	979.07	979.07	982.65	981.27
S2	974.70	974.70	981.84
S3	965.94	970.31	981.04
S4	957.18	961.55	978.63

Weekly Pivots for week ending 20-Jun-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,077.21	1,062.11	1,009.80
R3	1,051.55	1,036.45	1,002.75
R2	1,025.89	1,025.89	1,000.39
R1	1,010.79	1,010.79	998.04	1,018.34
PP	1,000.23	1,000.23	1,000.23	1,004.01
S1	985.13	985.13	993.34	992.68
S2	974.57	974.57	990.99
S3	948.91	959.47	988.63
S4	923.25	933.81	981.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,015.12	977.40	37.72	3.8%	12.80	1.3%	16%	False	False
10	1,015.33	977.40	37.93	3.9%	13.75	1.4%	16%	False	False
20	1,015.33	946.23	69.10	7.0%	13.64	1.4%	54%	False	False
40	1,015.33	902.83	112.50	11.4%	13.36	1.4%	72%	False	False
60	1,015.33	843.68	171.65	17.5%	13.94	1.4%	81%	False	False
80	1,015.33	788.90	226.43	23.0%	14.74	1.5%	86%	False	False
100	1,015.33	788.90	226.43	23.0%	14.89	1.5%	86%	False	False
120	1,015.33	788.90	226.43	23.0%	15.13	1.5%	86%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,025.07
2.618	1,010.77
1.618	1,002.01
1.000	996.60
0.618	993.25
HIGH	987.84
0.618	984.49
0.500	983.46
0.382	982.43
LOW	979.08
0.618	973.67
1.000	970.32
1.618	964.91
2.618	956.15
4.250	941.85

Fisher Pivots for day following 24-Jun-2003
Pivot	1 day	3 day
R1	983.46	989.75
PP	983.46	987.65
S1	983.45	985.55

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

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