S&P500 Cash Index

Trading Metrics calculated at close of trading on 23-Mar-2020

Day Change Summary
	Previous	Current
	20-Mar-2020	23-Mar-2020	Change	Change %	Previous Week
Open	2,431.94	2,290.71	-141.23	-5.8%	2,508.59
High	2,453.01	2,300.73	-152.28	-6.2%	2,562.98
Low	2,295.56	2,191.86	-103.70	-4.5%	2,280.52
Close	2,304.92	2,237.40	-67.52	-2.9%	2,304.92
Range	157.45	108.87	-48.58	-30.9%	282.46
ATR	148.89	146.33	-2.56	-1.7%	0.00
Volume

Daily Pivots for day following 23-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	2,569.94	2,512.54	2,297.28
R3	2,461.07	2,403.67	2,267.34
R2	2,352.20	2,352.20	2,257.36
R1	2,294.80	2,294.80	2,247.38	2,269.07
PP	2,243.33	2,243.33	2,243.33	2,230.46
S1	2,185.93	2,185.93	2,227.42	2,160.20
S2	2,134.46	2,134.46	2,217.44
S3	2,025.59	2,077.06	2,207.46
S4	1,916.72	1,968.19	2,177.52

Weekly Pivots for week ending 20-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,230.19	3,050.01	2,460.27
R3	2,947.73	2,767.55	2,382.60
R2	2,665.27	2,665.27	2,356.70
R1	2,485.09	2,485.09	2,330.81	2,433.95
PP	2,382.81	2,382.81	2,382.81	2,357.24
S1	2,202.63	2,202.63	2,279.03	2,151.49
S2	2,100.35	2,100.35	2,253.14
S3	1,817.89	1,920.17	2,227.24
S4	1,535.43	1,637.71	2,149.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2,553.93	2,191.86	362.07	16.2%	154.69	6.9%	13%	False	True
10	2,882.59	2,191.86	690.73	30.9%	162.08	7.2%	7%	False	True
20	3,245.58	2,191.86	1,053.72	47.1%	137.10	6.1%	4%	False	True
40	3,393.52	2,191.86	1,201.66	53.7%	82.87	3.7%	4%	False	True
60	3,393.52	2,191.86	1,201.66	53.7%	62.14	2.8%	4%	False	True
80	3,393.52	2,191.86	1,201.66	53.7%	50.44	2.3%	4%	False	True
100	3,393.52	2,191.86	1,201.66	53.7%	43.61	1.9%	4%	False	True
120	3,393.52	2,191.86	1,201.66	53.7%	40.71	1.8%	4%	False	True

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	False
Bear Hook	False
Bull Hook	False
Stretch	41.03
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	2,763.43
2.618	2,585.75
1.618	2,476.88
1.000	2,409.60
0.618	2,368.01
HIGH	2,300.73
0.618	2,259.14
0.500	2,246.30
0.382	2,233.45
LOW	2,191.86
0.618	2,124.58
1.000	2,082.99
1.618	2,015.71
2.618	1,906.84
4.250	1,729.16

Fisher Pivots for day following 23-Mar-2020
Pivot	1 day	3 day
R1	2,246.30	2,329.42
PP	2,243.33	2,298.74
S1	2,240.37	2,268.07

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

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