S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-2002
Day Change Summary
Previous Current
29-Jul-2002 30-Jul-2002 Change Change % Previous Week
Open 855.20 895.90 40.70 4.8% 847.76
High 898.96 909.81 10.85 1.2% 854.13
Low 855.20 884.70 29.50 3.4% 775.68
Close 898.96 902.78 3.82 0.4% 852.84
Range 43.76 25.11 -18.65 -42.6% 78.45
ATR 31.27 30.83 -0.44 -1.4% 0.00
Volume
Daily Pivots for day following 30-Jul-2002
Classic Woodie Camarilla DeMark
R4 974.43 963.71 916.59
R3 949.32 938.60 909.69
R2 924.21 924.21 907.38
R1 913.49 913.49 905.08 918.85
PP 899.10 899.10 899.10 901.78
S1 888.38 888.38 900.48 893.74
S2 873.99 873.99 898.18
S3 848.88 863.27 895.87
S4 823.77 838.16 888.97
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
5 909.81 775.68 134.13 14.9% 38.43 4.3% 95% True False
10 926.52 775.68 150.84 16.7% 35.89 4.0% 84% False False
20 993.56 775.68 217.88 24.1% 31.70 3.5% 58% False False
40 1,050.11 775.68 274.43 30.4% 26.38 2.9% 46% False False
60 1,106.59 775.68 330.91 36.7% 23.21 2.6% 38% False False
80 1,133.00 775.68 357.32 39.6% 21.31 2.4% 36% False False
100 1,173.94 775.68 398.26 44.1% 19.63 2.2% 32% False False
120 1,173.94 775.68 398.26 44.1% 19.27 2.1% 32% 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 7.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,016.53
2.618 975.55
1.618 950.44
1.000 934.92
0.618 925.33
HIGH 909.81
0.618 900.22
0.500 897.26
0.382 894.29
LOW 884.70
0.618 869.18
1.000 859.59
1.618 844.07
2.618 818.96
4.250 777.98
Fisher Pivots for day following 30-Jul-2002
Pivot 1 day 3 day
R1 900.94 892.81
PP 899.10 882.84
S1 897.26 872.87

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

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