S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jun-2002
Day Change Summary
Previous Current
25-Jun-2002 26-Jun-2002 Change Change % Previous Week
Open 998.31 970.61 -27.70 -2.8% 1,009.28
High 1,005.88 977.43 -28.45 -2.8% 1,040.83
Low 974.21 952.92 -21.29 -2.2% 985.65
Close 976.14 973.53 -2.61 -0.3% 989.14
Range 31.67 24.51 -7.16 -22.6% 55.18
ATR 20.35 20.65 0.30 1.5% 0.00
Volume
Daily Pivots for day following 26-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,041.49 1,032.02 987.01
R3 1,016.98 1,007.51 980.27
R2 992.47 992.47 978.02
R1 983.00 983.00 975.78 987.74
PP 967.96 967.96 967.96 970.33
S1 958.49 958.49 971.28 963.23
S2 943.45 943.45 969.04
S3 918.94 933.98 966.79
S4 894.43 909.47 960.05
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 1,023.33 952.92 70.41 7.2% 25.28 2.6% 29% False True
10 1,040.83 952.92 87.91 9.0% 22.58 2.3% 23% False True
20 1,079.93 952.92 127.01 13.0% 20.69 2.1% 16% False True
40 1,106.59 952.92 153.67 15.8% 18.54 1.9% 13% False True
60 1,138.85 952.92 185.93 19.1% 17.45 1.8% 11% False True
80 1,173.94 952.92 221.02 22.7% 16.40 1.7% 9% False True
100 1,173.94 952.92 221.02 22.7% 16.74 1.7% 9% False True
120 1,176.97 952.92 224.05 23.0% 16.45 1.7% 9% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 4.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,081.60
2.618 1,041.60
1.618 1,017.09
1.000 1,001.94
0.618 992.58
HIGH 977.43
0.618 968.07
0.500 965.18
0.382 962.28
LOW 952.92
0.618 937.77
1.000 928.41
1.618 913.26
2.618 888.75
4.250 848.75
Fisher Pivots for day following 26-Jun-2002
Pivot 1 day 3 day
R1 970.75 979.40
PP 967.96 977.44
S1 965.18 975.49

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

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