S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jul-2002
Day Change Summary
Previous Current
23-Jul-2002 24-Jul-2002 Change Change % Previous Week
Open 819.90 797.71 -22.19 -2.7% 920.99
High 827.69 844.29 16.60 2.0% 926.52
Low 796.13 775.68 -20.45 -2.6% 842.07
Close 797.70 843.43 45.73 5.7% 847.75
Range 31.56 68.61 37.05 117.4% 84.45
ATR 27.72 30.64 2.92 10.5% 0.00
Volume
Daily Pivots for day following 24-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,026.96 1,003.81 881.17
R3 958.35 935.20 862.30
R2 889.74 889.74 856.01
R1 866.59 866.59 849.72 878.17
PP 821.13 821.13 821.13 826.92
S1 797.98 797.98 837.14 809.56
S2 752.52 752.52 830.85
S3 683.91 729.37 824.56
S4 615.30 660.76 805.69
Weekly Pivots for week ending 19-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,125.46 1,071.06 894.20
R3 1,041.01 986.61 870.97
R2 956.56 956.56 863.23
R1 902.16 902.16 855.49 887.14
PP 872.11 872.11 872.11 864.60
S1 817.71 817.71 840.01 802.69
S2 787.66 787.66 832.27
S3 703.21 733.26 824.53
S4 618.76 648.81 801.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 907.80 775.68 132.12 15.7% 40.78 4.8% 51% False True
10 934.31 775.68 158.63 18.8% 35.03 4.2% 43% False True
20 1,001.79 775.68 226.11 26.8% 30.12 3.6% 30% False True
40 1,079.93 775.68 304.25 36.1% 24.97 3.0% 22% False True
60 1,106.59 775.68 330.91 39.2% 22.31 2.6% 20% False True
80 1,143.01 775.68 367.33 43.6% 20.40 2.4% 18% False True
100 1,173.94 775.68 398.26 47.2% 19.13 2.3% 17% False True
120 1,173.94 775.68 398.26 47.2% 18.86 2.2% 17% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.10
Widest range in 387 trading days
Fibonacci Retracements and Extensions
4.250 1,135.88
2.618 1,023.91
1.618 955.30
1.000 912.90
0.618 886.69
HIGH 844.29
0.618 818.08
0.500 809.99
0.382 801.89
LOW 775.68
0.618 733.28
1.000 707.07
1.618 664.67
2.618 596.06
4.250 484.09
Fisher Pivots for day following 24-Jul-2002
Pivot 1 day 3 day
R1 832.28 833.92
PP 821.13 824.41
S1 809.99 814.91

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

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