S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jul-2002
Day Change Summary
Previous Current
03-Jul-2002 05-Jul-2002 Change Change % Previous Week
Open 946.03 956.03 10.00 1.1% 989.15
High 954.30 989.07 34.77 3.6% 994.46
Low 934.87 956.03 21.16 2.3% 934.87
Close 953.99 989.03 35.04 3.7% 989.03
Range 19.43 33.04 13.61 70.0% 59.59
ATR 21.04 22.04 1.00 4.8% 0.00
Volume
Daily Pivots for day following 05-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,077.16 1,066.14 1,007.20
R3 1,044.12 1,033.10 998.12
R2 1,011.08 1,011.08 995.09
R1 1,000.06 1,000.06 992.06 1,005.57
PP 978.04 978.04 978.04 980.80
S1 967.02 967.02 986.00 972.53
S2 945.00 945.00 982.97
S3 911.96 933.98 979.94
S4 878.92 900.94 970.86
Weekly Pivots for week ending 05-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,151.56 1,129.88 1,021.80
R3 1,091.97 1,070.29 1,005.42
R2 1,032.38 1,032.38 999.95
R1 1,010.70 1,010.70 994.49 991.75
PP 972.79 972.79 972.79 963.31
S1 951.11 951.11 983.57 932.16
S2 913.20 913.20 978.11
S3 853.61 891.52 972.64
S4 794.02 831.93 956.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.79 934.87 66.92 6.8% 23.21 2.3% 81% False False
10 1,005.89 934.87 71.02 7.2% 25.06 2.5% 76% False False
20 1,040.83 934.87 105.96 10.7% 22.37 2.3% 51% False False
40 1,106.59 934.87 171.72 17.4% 19.20 1.9% 32% False False
60 1,133.00 934.87 198.13 20.0% 18.47 1.9% 27% False False
80 1,173.94 934.87 239.07 24.2% 17.09 1.7% 23% False False
100 1,173.94 934.87 239.07 24.2% 17.04 1.7% 23% False False
120 1,173.94 934.87 239.07 24.2% 16.96 1.7% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.60
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 1,129.49
2.618 1,075.57
1.618 1,042.53
1.000 1,022.11
0.618 1,009.49
HIGH 989.07
0.618 976.45
0.500 972.55
0.382 968.65
LOW 956.03
0.618 935.61
1.000 922.99
1.618 902.57
2.618 869.53
4.250 815.61
Fisher Pivots for day following 05-Jul-2002
Pivot 1 day 3 day
R1 983.54 980.01
PP 978.04 970.99
S1 972.55 961.97

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

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