S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-2002
Day Change Summary
Previous Current
12-Jul-2002 15-Jul-2002 Change Change % Previous Week
Open 929.06 920.99 -8.07 -0.9% 987.88
High 934.31 920.99 -13.32 -1.4% 993.56
Low 913.71 876.46 -37.25 -4.1% 900.94
Close 921.39 917.93 -3.46 -0.4% 921.39
Range 20.60 44.53 23.93 116.2% 92.62
ATR 23.47 25.01 1.53 6.5% 0.00
Volume
Daily Pivots for day following 15-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,038.72 1,022.85 942.42
R3 994.19 978.32 930.18
R2 949.66 949.66 926.09
R1 933.79 933.79 922.01 919.46
PP 905.13 905.13 905.13 897.96
S1 889.26 889.26 913.85 874.93
S2 860.60 860.60 909.77
S3 816.07 844.73 905.68
S4 771.54 800.20 893.44
Weekly Pivots for week ending 12-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,216.49 1,161.56 972.33
R3 1,123.87 1,068.94 946.86
R2 1,031.25 1,031.25 938.37
R1 976.32 976.32 929.88 957.48
PP 938.63 938.63 938.63 929.21
S1 883.70 883.70 912.90 864.86
S2 846.01 846.01 904.41
S3 753.39 791.08 895.92
S4 660.77 698.46 870.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979.63 876.46 103.17 11.2% 31.46 3.4% 40% False True
10 994.46 876.46 118.00 12.9% 28.05 3.1% 35% False True
20 1,040.83 876.46 164.37 17.9% 25.19 2.7% 25% False True
40 1,106.59 876.46 230.13 25.1% 21.05 2.3% 18% False True
60 1,128.82 876.46 252.36 27.5% 19.64 2.1% 16% False True
80 1,156.49 876.46 280.03 30.5% 18.42 2.0% 15% False True
100 1,173.94 876.46 297.48 32.4% 17.91 2.0% 14% False True
120 1,173.94 876.46 297.48 32.4% 17.83 1.9% 14% False True
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 3.89
Widest range in 205 trading days
Fibonacci Retracements and Extensions
4.250 1,110.24
2.618 1,037.57
1.618 993.04
1.000 965.52
0.618 948.51
HIGH 920.99
0.618 903.98
0.500 898.73
0.382 893.47
LOW 876.46
0.618 848.94
1.000 831.93
1.618 804.41
2.618 759.88
4.250 687.21
Fisher Pivots for day following 15-Jul-2002
Pivot 1 day 3 day
R1 911.53 913.75
PP 905.13 909.57
S1 898.73 905.39

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

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