S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-2002
Day Change Summary
Previous Current
15-Jul-2002 16-Jul-2002 Change Change % Previous Week
Open 920.99 916.96 -4.03 -0.4% 987.88
High 920.99 918.65 -2.34 -0.3% 993.56
Low 876.46 897.13 20.67 2.4% 900.94
Close 917.93 900.94 -16.99 -1.9% 921.39
Range 44.53 21.52 -23.01 -51.7% 92.62
ATR 25.01 24.76 -0.25 -1.0% 0.00
Volume
Daily Pivots for day following 16-Jul-2002
Classic Woodie Camarilla DeMark
R4 970.13 957.06 912.78
R3 948.61 935.54 906.86
R2 927.09 927.09 904.89
R1 914.02 914.02 902.91 909.80
PP 905.57 905.57 905.57 903.46
S1 892.50 892.50 898.97 888.28
S2 884.05 884.05 896.99
S3 862.53 870.98 895.02
S4 841.01 849.46 889.10
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
5 956.34 876.46 79.88 8.9% 30.18 3.4% 31% False False
10 993.56 876.46 117.10 13.0% 27.50 3.1% 21% False False
20 1,040.83 876.46 164.37 18.2% 24.93 2.8% 15% False False
40 1,104.10 876.46 227.64 25.3% 21.35 2.4% 11% False False
60 1,122.68 876.46 246.22 27.3% 19.89 2.2% 10% False False
80 1,156.49 876.46 280.03 31.1% 18.49 2.1% 9% False False
100 1,173.94 876.46 297.48 33.0% 17.91 2.0% 8% False False
120 1,173.94 876.46 297.48 33.0% 17.89 2.0% 8% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,010.11
2.618 974.99
1.618 953.47
1.000 940.17
0.618 931.95
HIGH 918.65
0.618 910.43
0.500 907.89
0.382 905.35
LOW 897.13
0.618 883.83
1.000 875.61
1.618 862.31
2.618 840.79
4.250 805.67
Fisher Pivots for day following 16-Jul-2002
Pivot 1 day 3 day
R1 907.89 905.39
PP 905.57 903.90
S1 903.26 902.42

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

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