S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jul-2002
Day Change Summary
Previous Current
24-Jul-2002 25-Jul-2002 Change Change % Previous Week
Open 797.71 843.42 45.71 5.7% 920.99
High 844.29 853.83 9.54 1.1% 926.52
Low 775.68 816.11 40.43 5.2% 842.07
Close 843.43 838.68 -4.75 -0.6% 847.75
Range 68.61 37.72 -30.89 -45.0% 84.45
ATR 30.64 31.14 0.51 1.7% 0.00
Volume
Daily Pivots for day following 25-Jul-2002
Classic Woodie Camarilla DeMark
R4 949.37 931.74 859.43
R3 911.65 894.02 849.05
R2 873.93 873.93 845.60
R1 856.30 856.30 842.14 846.26
PP 836.21 836.21 836.21 831.18
S1 818.58 818.58 835.22 808.54
S2 798.49 798.49 831.76
S3 760.77 780.86 828.31
S4 723.05 743.14 817.93
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
5 877.75 775.68 102.07 12.2% 42.89 5.1% 62% False False
10 934.31 775.68 158.63 18.9% 35.98 4.3% 40% False False
20 1,001.79 775.68 226.11 27.0% 30.78 3.7% 28% False False
40 1,079.93 775.68 304.25 36.3% 25.74 3.1% 21% False False
60 1,106.59 775.68 330.91 39.5% 22.62 2.7% 19% False False
80 1,138.85 775.68 363.17 43.3% 20.78 2.5% 17% False False
100 1,173.94 775.68 398.26 47.5% 19.28 2.3% 16% False False
120 1,173.94 775.68 398.26 47.5% 19.08 2.3% 16% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 6.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,014.14
2.618 952.58
1.618 914.86
1.000 891.55
0.618 877.14
HIGH 853.83
0.618 839.42
0.500 834.97
0.382 830.52
LOW 816.11
0.618 792.80
1.000 778.39
1.618 755.08
2.618 717.36
4.250 655.80
Fisher Pivots for day following 25-Jul-2002
Pivot 1 day 3 day
R1 837.44 830.71
PP 836.21 822.73
S1 834.97 814.76

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

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