S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jun-2002
Day Change Summary
Previous Current
20-Jun-2002 21-Jun-2002 Change Change % Previous Week
Open 1,019.76 1,004.48 -15.28 -1.5% 1,009.28
High 1,023.33 1,005.89 -17.44 -1.7% 1,040.83
Low 1,004.59 985.65 -18.94 -1.9% 985.65
Close 1,006.29 989.14 -17.15 -1.7% 989.14
Range 18.74 20.24 1.50 8.0% 55.18
ATR 18.41 18.57 0.16 0.9% 0.00
Volume
Daily Pivots for day following 21-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,054.28 1,041.95 1,000.27
R3 1,034.04 1,021.71 994.71
R2 1,013.80 1,013.80 992.85
R1 1,001.47 1,001.47 991.00 997.52
PP 993.56 993.56 993.56 991.58
S1 981.23 981.23 987.28 977.28
S2 973.32 973.32 985.43
S3 953.08 960.99 983.57
S4 932.84 940.75 978.01
Weekly Pivots for week ending 21-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,170.75 1,135.12 1,019.49
R3 1,115.57 1,079.94 1,004.31
R2 1,060.39 1,060.39 999.26
R1 1,024.76 1,024.76 994.20 1,014.99
PP 1,005.21 1,005.21 1,005.21 1,000.32
S1 969.58 969.58 984.08 959.81
S2 950.03 950.03 979.02
S3 894.85 914.40 973.97
S4 839.67 859.22 958.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,040.83 985.65 55.18 5.6% 19.10 1.9% 6% False True
10 1,040.83 981.63 59.20 6.0% 19.65 2.0% 13% False False
20 1,095.99 981.63 114.36 11.6% 18.15 1.8% 7% False False
40 1,106.59 981.63 124.96 12.6% 17.72 1.8% 6% False False
60 1,154.45 981.63 172.82 17.5% 16.52 1.7% 4% False False
80 1,173.94 981.63 192.31 19.4% 16.07 1.6% 4% False False
100 1,173.94 981.63 192.31 19.4% 16.47 1.7% 4% False False
120 1,176.97 981.63 195.34 19.7% 16.08 1.6% 4% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,091.91
2.618 1,058.88
1.618 1,038.64
1.000 1,026.13
0.618 1,018.40
HIGH 1,005.89
0.618 998.16
0.500 995.77
0.382 993.38
LOW 985.65
0.618 973.14
1.000 965.41
1.618 952.90
2.618 932.66
4.250 899.63
Fisher Pivots for day following 21-Jun-2002
Pivot 1 day 3 day
R1 995.77 1,011.63
PP 993.56 1,004.13
S1 991.35 996.64

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

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