S&P500 Cash Index

Trading Metrics calculated at close of trading on 15-Aug-2003

Day Change Summary
	Previous	Current
	14-Aug-2003	15-Aug-2003	Change	Change %	Previous Week
Open	984.30	990.19	5.89	0.6%	977.98
High	991.91	992.39	0.48	0.0%	992.50
Low	980.36	986.44	6.08	0.6%	974.21
Close	990.51	990.67	0.16	0.0%	990.67
Range	11.55	5.95	-5.60	-48.5%	18.29
ATR	13.08	12.57	-0.51	-3.9%	0.00
Volume

Daily Pivots for day following 15-Aug-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,007.68	1,005.13	993.94
R3	1,001.73	999.18	992.31
R2	995.78	995.78	991.76
R1	993.23	993.23	991.22	994.51
PP	989.83	989.83	989.83	990.47
S1	987.28	987.28	990.12	988.56
S2	983.88	983.88	989.58
S3	977.93	981.33	989.03
S4	971.98	975.38	987.40

Weekly Pivots for week ending 15-Aug-2003
	Classic	Woodie	Camarilla	DeMark
R4	1,040.66	1,033.96	1,000.73
R3	1,022.37	1,015.67	995.70
R2	1,004.08	1,004.08	994.02
R1	997.38	997.38	992.35	1,000.73
PP	985.79	985.79	985.79	987.47
S1	979.09	979.09	988.99	982.44
S2	967.50	967.50	987.32
S3	949.21	960.80	985.64
S4	930.92	942.51	980.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.50	974.21	18.29	1.8%	10.18	1.0%	90%	False	False
10	992.50	960.84	31.66	3.2%	12.02	1.2%	94%	False	False
20	1,004.59	960.84	43.75	4.4%	12.80	1.3%	68%	False	False
40	1,015.41	960.84	54.57	5.5%	13.10	1.3%	55%	False	False
60	1,015.41	922.54	92.87	9.4%	13.46	1.4%	73%	False	False
80	1,015.41	897.52	117.89	11.9%	13.33	1.3%	79%	False	False
100	1,015.41	843.68	171.73	17.3%	13.60	1.4%	86%	False	False
120	1,015.41	788.90	226.51	22.9%	14.21	1.4%	89%	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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.66
Narrowest range in 161 trading days

Fibonacci Retracements and Extensions
4.250	1,017.68
2.618	1,007.97
1.618	1,002.02
1.000	998.34
0.618	996.07
HIGH	992.39
0.618	990.12
0.500	989.42
0.382	988.71
LOW	986.44
0.618	982.76
1.000	980.49
1.618	976.81
2.618	970.86
4.250	961.15

Fisher Pivots for day following 15-Aug-2003
Pivot	1 day	3 day
R1	990.25	989.26
PP	989.83	987.84
S1	989.42	986.43

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

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