S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jul-2002
Day Change Summary
Previous Current
25-Jul-2002 26-Jul-2002 Change Change % Previous Week
Open 843.42 840.67 -2.75 -0.3% 847.76
High 853.83 852.85 -0.98 -0.1% 854.13
Low 816.11 835.92 19.81 2.4% 775.68
Close 838.68 852.84 14.16 1.7% 852.84
Range 37.72 16.93 -20.79 -55.1% 78.45
ATR 31.14 30.13 -1.02 -3.3% 0.00
Volume
Daily Pivots for day following 26-Jul-2002
Classic Woodie Camarilla DeMark
R4 897.99 892.35 862.15
R3 881.06 875.42 857.50
R2 864.13 864.13 855.94
R1 858.49 858.49 854.39 861.31
PP 847.20 847.20 847.20 848.62
S1 841.56 841.56 851.29 844.38
S2 830.27 830.27 849.74
S3 813.34 824.63 848.18
S4 796.41 807.70 843.53
Weekly Pivots for week ending 26-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,062.90 1,036.32 895.99
R3 984.45 957.87 874.41
R2 906.00 906.00 867.22
R1 879.42 879.42 860.03 892.71
PP 827.55 827.55 827.55 834.20
S1 800.97 800.97 845.65 814.26
S2 749.10 749.10 838.46
S3 670.65 722.52 831.27
S4 592.20 644.07 809.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.13 775.68 78.45 9.2% 39.14 4.6% 98% False False
10 926.52 775.68 150.84 17.7% 35.61 4.2% 51% False False
20 1,001.79 775.68 226.11 26.5% 30.28 3.6% 34% False False
40 1,079.93 775.68 304.25 35.7% 25.78 3.0% 25% False False
60 1,106.59 775.68 330.91 38.8% 22.52 2.6% 23% False False
80 1,133.31 775.68 357.63 41.9% 20.75 2.4% 22% False False
100 1,173.94 775.68 398.26 46.7% 19.32 2.3% 19% False False
120 1,173.94 775.68 398.26 46.7% 18.98 2.2% 19% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.16
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 924.80
2.618 897.17
1.618 880.24
1.000 869.78
0.618 863.31
HIGH 852.85
0.618 846.38
0.500 844.39
0.382 842.39
LOW 835.92
0.618 825.46
1.000 818.99
1.618 808.53
2.618 791.60
4.250 763.97
Fisher Pivots for day following 26-Jul-2002
Pivot 1 day 3 day
R1 850.02 840.15
PP 847.20 827.45
S1 844.39 814.76

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

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