S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Aug-2002
Day Change Summary
Previous Current
01-Aug-2002 02-Aug-2002 Change Change % Previous Week
Open 910.70 884.40 -26.30 -2.9% 855.20
High 910.70 884.72 -25.98 -2.9% 911.64
Low 882.48 853.95 -28.53 -3.2% 853.95
Close 884.66 864.24 -20.42 -2.3% 864.24
Range 28.22 30.77 2.55 9.0% 57.69
ATR 30.11 30.16 0.05 0.2% 0.00
Volume
Daily Pivots for day following 02-Aug-2002
Classic Woodie Camarilla DeMark
R4 959.95 942.86 881.16
R3 929.18 912.09 872.70
R2 898.41 898.41 869.88
R1 881.32 881.32 867.06 874.48
PP 867.64 867.64 867.64 864.22
S1 850.55 850.55 861.42 843.71
S2 836.87 836.87 858.60
S3 806.10 819.78 855.78
S4 775.33 789.01 847.32
Weekly Pivots for week ending 02-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,049.68 1,014.65 895.97
R3 991.99 956.96 880.10
R2 934.30 934.30 874.82
R1 899.27 899.27 869.53 916.79
PP 876.61 876.61 876.61 885.37
S1 841.58 841.58 858.95 859.10
S2 818.92 818.92 853.66
S3 761.23 783.89 848.38
S4 703.54 726.20 832.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.64 853.95 57.69 6.7% 29.92 3.5% 18% False True
10 911.64 775.68 135.96 15.7% 34.53 4.0% 65% False False
20 993.56 775.68 217.88 25.2% 31.96 3.7% 41% False False
40 1,040.83 775.68 265.15 30.7% 27.16 3.1% 33% False False
60 1,106.59 775.68 330.91 38.3% 23.46 2.7% 27% False False
80 1,133.00 775.68 357.32 41.3% 21.84 2.5% 25% False False
100 1,173.94 775.68 398.26 46.1% 20.06 2.3% 22% False False
120 1,173.94 775.68 398.26 46.1% 19.53 2.3% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 7.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,015.49
2.618 965.28
1.618 934.51
1.000 915.49
0.618 903.74
HIGH 884.72
0.618 872.97
0.500 869.34
0.382 865.70
LOW 853.95
0.618 834.93
1.000 823.18
1.618 804.16
2.618 773.39
4.250 723.18
Fisher Pivots for day following 02-Aug-2002
Pivot 1 day 3 day
R1 869.34 882.80
PP 867.64 876.61
S1 865.94 870.43

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

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