S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Aug-2002
Day Change Summary
Previous Current
31-Jul-2002 01-Aug-2002 Change Change % Previous Week
Open 901.20 910.70 9.50 1.1% 847.76
High 911.64 910.70 -0.94 -0.1% 854.13
Low 889.88 882.48 -7.40 -0.8% 775.68
Close 911.62 884.66 -26.96 -3.0% 852.84
Range 21.76 28.22 6.46 29.7% 78.45
ATR 30.18 30.11 -0.07 -0.2% 0.00
Volume
Daily Pivots for day following 01-Aug-2002
Classic Woodie Camarilla DeMark
R4 977.27 959.19 900.18
R3 949.05 930.97 892.42
R2 920.83 920.83 889.83
R1 902.75 902.75 887.25 897.68
PP 892.61 892.61 892.61 890.08
S1 874.53 874.53 882.07 869.46
S2 864.39 864.39 879.49
S3 836.17 846.31 876.90
S4 807.95 818.09 869.14
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
5 911.64 835.92 75.72 8.6% 27.16 3.1% 64% False False
10 911.64 775.68 135.96 15.4% 35.02 4.0% 80% False False
20 993.56 775.68 217.88 24.6% 32.07 3.6% 50% False False
40 1,049.33 775.68 273.65 30.9% 26.96 3.0% 40% False False
60 1,106.59 775.68 330.91 37.4% 23.49 2.7% 33% False False
80 1,133.00 775.68 357.32 40.4% 21.62 2.4% 30% False False
100 1,173.94 775.68 398.26 45.0% 19.87 2.2% 27% False False
120 1,173.94 775.68 398.26 45.0% 19.42 2.2% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,030.64
2.618 984.58
1.618 956.36
1.000 938.92
0.618 928.14
HIGH 910.70
0.618 899.92
0.500 896.59
0.382 893.26
LOW 882.48
0.618 865.04
1.000 854.26
1.618 836.82
2.618 808.60
4.250 762.55
Fisher Pivots for day following 01-Aug-2002
Pivot 1 day 3 day
R1 896.59 897.06
PP 892.61 892.93
S1 888.64 888.79

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

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