S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-2002
Day Change Summary
Previous Current
08-Jul-2002 09-Jul-2002 Change Change % Previous Week
Open 987.88 976.91 -10.97 -1.1% 989.15
High 993.56 979.63 -13.93 -1.4% 994.46
Low 972.91 951.71 -21.20 -2.2% 934.87
Close 976.98 952.83 -24.15 -2.5% 989.03
Range 20.65 27.92 7.27 35.2% 59.59
ATR 21.94 22.37 0.43 1.9% 0.00
Volume
Daily Pivots for day following 09-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,045.15 1,026.91 968.19
R3 1,017.23 998.99 960.51
R2 989.31 989.31 957.95
R1 971.07 971.07 955.39 966.23
PP 961.39 961.39 961.39 958.97
S1 943.15 943.15 950.27 938.31
S2 933.47 933.47 947.71
S3 905.55 915.23 945.15
S4 877.63 887.31 937.47
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
5 993.56 934.87 58.69 6.2% 24.82 2.6% 31% False False
10 1,005.88 934.87 71.01 7.5% 24.77 2.6% 25% False False
20 1,040.83 934.87 105.96 11.1% 23.14 2.4% 17% False False
40 1,106.59 934.87 171.72 18.0% 19.52 2.0% 10% False False
60 1,133.00 934.87 198.13 20.8% 18.64 2.0% 9% False False
80 1,173.94 934.87 239.07 25.1% 17.46 1.8% 8% False False
100 1,173.94 934.87 239.07 25.1% 17.31 1.8% 8% False False
120 1,173.94 934.87 239.07 25.1% 17.20 1.8% 8% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,098.29
2.618 1,052.72
1.618 1,024.80
1.000 1,007.55
0.618 996.88
HIGH 979.63
0.618 968.96
0.500 965.67
0.382 962.38
LOW 951.71
0.618 934.46
1.000 923.79
1.618 906.54
2.618 878.62
4.250 833.05
Fisher Pivots for day following 09-Jul-2002
Pivot 1 day 3 day
R1 965.67 972.64
PP 961.39 966.03
S1 957.11 959.43

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

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