S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jul-2002
Day Change Summary
Previous Current
28-Jun-2002 01-Jul-2002 Change Change % Previous Week
Open 990.19 989.15 -1.04 -0.1% 988.82
High 1,001.79 994.46 -7.33 -0.7% 1,005.88
Low 988.31 967.43 -20.88 -2.1% 952.92
Close 989.82 968.65 -21.17 -2.1% 989.82
Range 13.48 27.03 13.55 100.5% 52.96
ATR 20.55 21.01 0.46 2.3% 0.00
Volume
Daily Pivots for day following 01-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,057.94 1,040.32 983.52
R3 1,030.91 1,013.29 976.08
R2 1,003.88 1,003.88 973.61
R1 986.26 986.26 971.13 981.56
PP 976.85 976.85 976.85 974.49
S1 959.23 959.23 966.17 954.53
S2 949.82 949.82 963.69
S3 922.79 932.20 961.22
S4 895.76 905.17 953.78
Weekly Pivots for week ending 28-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,141.75 1,118.75 1,018.95
R3 1,088.79 1,065.79 1,004.38
R2 1,035.83 1,035.83 999.53
R1 1,012.83 1,012.83 994.67 1,024.33
PP 982.87 982.87 982.87 988.63
S1 959.87 959.87 984.97 971.37
S2 929.91 929.91 980.11
S3 876.95 906.91 975.26
S4 823.99 853.95 960.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.88 952.92 52.96 5.5% 24.72 2.6% 30% False False
10 1,040.83 952.92 87.91 9.1% 22.35 2.3% 18% False False
20 1,050.11 952.92 97.19 10.0% 21.06 2.2% 16% False False
40 1,106.59 952.92 153.67 15.9% 18.97 2.0% 10% False False
60 1,133.00 952.92 180.08 18.6% 17.85 1.8% 9% False False
80 1,173.94 952.92 221.02 22.8% 16.61 1.7% 7% False False
100 1,173.94 952.92 221.02 22.8% 16.78 1.7% 7% False False
120 1,174.26 952.92 221.34 22.9% 16.70 1.7% 7% 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 5.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,109.34
2.618 1,065.22
1.618 1,038.19
1.000 1,021.49
0.618 1,011.16
HIGH 994.46
0.618 984.13
0.500 980.95
0.382 977.76
LOW 967.43
0.618 950.73
1.000 940.40
1.618 923.70
2.618 896.67
4.250 852.55
Fisher Pivots for day following 01-Jul-2002
Pivot 1 day 3 day
R1 980.95 982.77
PP 976.85 978.06
S1 972.75 973.36

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

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