S&P500 Cash Index

Trading Metrics calculated at close of trading on 28-Jul-2003

Day Change Summary
	Previous	Current
	25-Jul-2003	28-Jul-2003	Change	Change %	Previous Week
Open	981.81	999.00	17.19	1.8%	992.91
High	998.71	1,000.68	1.97	0.2%	998.89
Low	977.42	993.59	16.17	1.7%	975.63
Close	998.68	996.52	-2.16	-0.2%	998.68
Range	21.29	7.09	-14.20	-66.7%	23.26
ATR	14.86	14.30	-0.55	-3.7%	0.00
Volume

Daily Pivots for day following 28-Jul-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,018.20	1,014.45	1,000.42
R3	1,011.11	1,007.36	998.47
R2	1,004.02	1,004.02	997.82
R1	1,000.27	1,000.27	997.17	998.60
PP	996.93	996.93	996.93	996.10
S1	993.18	993.18	995.87	991.51
S2	989.84	989.84	995.22
S3	982.75	986.09	994.57
S4	975.66	979.00	992.62

Weekly Pivots for week ending 25-Jul-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,060.85	1,053.02	1,011.47
R3	1,037.59	1,029.76	1,005.08
R2	1,014.33	1,014.33	1,002.94
R1	1,006.50	1,006.50	1,000.81	1,010.42
PP	991.07	991.07	991.07	993.02
S1	983.24	983.24	996.55	987.16
S2	967.81	967.81	994.42
S3	944.55	959.98	992.28
S4	921.29	936.72	985.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,000.68	976.08	24.60	2.5%	14.10	1.4%	83%	True	False
10	1,009.61	975.63	33.98	3.4%	14.28	1.4%	61%	False	False
20	1,015.41	962.10	53.31	5.3%	13.83	1.4%	65%	False	False
40	1,015.41	962.10	53.31	5.3%	13.84	1.4%	65%	False	False
60	1,015.41	912.05	103.36	10.4%	13.58	1.4%	82%	False	False
80	1,015.41	862.76	152.65	15.3%	13.78	1.4%	88%	False	False
100	1,015.41	788.90	226.51	22.7%	14.56	1.5%	92%	False	False
120	1,015.41	788.90	226.51	22.7%	14.71	1.5%	92%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	2.65
Narrowest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	1,030.81
2.618	1,019.24
1.618	1,012.15
1.000	1,007.77
0.618	1,005.06
HIGH	1,000.68
0.618	997.97
0.500	997.14
0.382	996.30
LOW	993.59
0.618	989.21
1.000	986.50
1.618	982.12
2.618	975.03
4.250	963.46

Fisher Pivots for day following 28-Jul-2003
Pivot	1 day	3 day
R1	997.14	994.03
PP	996.93	991.54
S1	996.73	989.05

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

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