S&P500 Cash Index

Trading Metrics calculated at close of trading on 14-Jul-2003

Day Change Summary
	Previous	Current
	11-Jul-2003	14-Jul-2003	Change	Change %	Previous Week
Open	989.53	1,001.08	11.55	1.2%	989.78
High	1,000.86	1,015.41	14.55	1.5%	1,010.43
Low	989.53	1,001.08	11.55	1.2%	983.63
Close	998.14	1,003.86	5.72	0.6%	998.14
Range	11.33	14.33	3.00	26.5%	26.80
ATR	14.07	14.30	0.23	1.6%	0.00
Volume

Daily Pivots for day following 14-Jul-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,049.77	1,041.15	1,011.74
R3	1,035.44	1,026.82	1,007.80
R2	1,021.11	1,021.11	1,006.49
R1	1,012.49	1,012.49	1,005.17	1,016.80
PP	1,006.78	1,006.78	1,006.78	1,008.94
S1	998.16	998.16	1,002.55	1,002.47
S2	992.45	992.45	1,001.23
S3	978.12	983.83	999.92
S4	963.79	969.50	995.98

Weekly Pivots for week ending 11-Jul-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,077.80	1,064.77	1,012.88
R3	1,051.00	1,037.97	1,005.51
R2	1,024.20	1,024.20	1,003.05
R1	1,011.17	1,011.17	1,000.60	1,017.69
PP	997.40	997.40	997.40	1,000.66
S1	984.37	984.37	995.68	990.89
S2	970.60	970.60	993.23
S3	943.80	957.57	990.77
S4	917.00	930.77	983.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,015.41	983.63	31.78	3.2%	12.94	1.3%	64%	True	False
10	1,015.41	962.10	53.31	5.3%	13.38	1.3%	78%	True	False
20	1,015.41	962.10	53.31	5.3%	13.57	1.4%	78%	True	False
40	1,015.41	912.05	103.36	10.3%	13.78	1.4%	89%	True	False
60	1,015.41	879.20	136.21	13.6%	13.58	1.4%	92%	True	False
80	1,015.41	843.68	171.73	17.1%	14.23	1.4%	93%	True	False
100	1,015.41	788.90	226.51	22.6%	14.64	1.5%	95%	True	False
120	1,015.41	788.90	226.51	22.6%	14.96	1.5%	95%	True	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	2.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,076.31
2.618	1,052.93
1.618	1,038.60
1.000	1,029.74
0.618	1,024.27
HIGH	1,015.41
0.618	1,009.94
0.500	1,008.25
0.382	1,006.55
LOW	1,001.08
0.618	992.22
1.000	986.75
1.618	977.89
2.618	963.56
4.250	940.18

Fisher Pivots for day following 14-Jul-2003
Pivot	1 day	3 day
R1	1,008.25	1,002.41
PP	1,006.78	1,000.97
S1	1,005.32	999.52

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

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