S&P500 Cash Index

Trading Metrics calculated at close of trading on 30-Jun-2003

Day Change Summary
	Previous	Current
	27-Jun-2003	30-Jun-2003	Change	Change %	Previous Week
Open	986.08	977.35	-8.73	-0.9%	995.25
High	988.88	983.61	-5.27	-0.5%	995.25
Low	974.29	973.60	-0.69	-0.1%	973.80
Close	976.22	974.50	-1.72	-0.2%	976.22
Range	14.59	10.01	-4.58	-31.4%	21.45
ATR	14.00	13.71	-0.28	-2.0%	0.00
Volume

Daily Pivots for day following 30-Jun-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,007.27	1,000.89	980.01
R3	997.26	990.88	977.25
R2	987.25	987.25	976.34
R1	980.87	980.87	975.42	979.06
PP	977.24	977.24	977.24	976.33
S1	970.86	970.86	973.58	969.05
S2	967.23	967.23	972.66
S3	957.22	960.85	971.75
S4	947.21	950.84	968.99

Weekly Pivots for week ending 27-Jun-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,046.11	1,032.61	988.02
R3	1,024.66	1,011.16	982.12
R2	1,003.21	1,003.21	980.15
R1	989.71	989.71	978.19	985.74
PP	981.76	981.76	981.76	979.77
S1	968.26	968.26	974.25	964.29
S2	960.31	960.31	972.29
S3	938.86	946.81	970.32
S4	917.41	925.36	964.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	991.64	973.60	18.04	1.9%	12.57	1.3%	5%	False	True
10	1,015.33	973.60	41.73	4.3%	12.64	1.3%	2%	False	True
20	1,015.33	964.47	50.86	5.2%	13.66	1.4%	20%	False	False
40	1,015.33	912.05	103.28	10.6%	13.25	1.4%	60%	False	False
60	1,015.33	862.76	152.57	15.7%	13.77	1.4%	73%	False	False
80	1,015.33	788.90	226.43	23.2%	14.75	1.5%	82%	False	False
100	1,015.33	788.90	226.43	23.2%	14.79	1.5%	82%	False	False
120	1,015.33	788.90	226.43	23.2%	15.00	1.5%	82%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,026.15
2.618	1,009.82
1.618	999.81
1.000	993.62
0.618	989.80
HIGH	983.61
0.618	979.79
0.500	978.61
0.382	977.42
LOW	973.60
0.618	967.41
1.000	963.59
1.618	957.40
2.618	947.39
4.250	931.06

Fisher Pivots for day following 30-Jun-2003
Pivot	1 day	3 day
R1	978.61	981.24
PP	977.24	978.99
S1	975.87	976.75

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

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