S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Aug-2002
Day Change Summary
Previous Current
05-Aug-2002 06-Aug-2002 Change Change % Previous Week
Open 863.60 837.09 -26.51 -3.1% 855.20
High 864.07 874.44 10.37 1.2% 911.64
Low 833.44 837.09 3.65 0.4% 853.95
Close 834.60 859.57 24.97 3.0% 864.24
Range 30.63 37.35 6.72 21.9% 57.69
ATR 30.20 30.89 0.69 2.3% 0.00
Volume
Daily Pivots for day following 06-Aug-2002
Classic Woodie Camarilla DeMark
R4 969.08 951.68 880.11
R3 931.73 914.33 869.84
R2 894.38 894.38 866.42
R1 876.98 876.98 862.99 885.68
PP 857.03 857.03 857.03 861.39
S1 839.63 839.63 856.15 848.33
S2 819.68 819.68 852.72
S3 782.33 802.28 849.30
S4 744.98 764.93 839.03
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
5 911.64 833.44 78.20 9.1% 29.75 3.5% 33% False False
10 911.64 775.68 135.96 15.8% 34.09 4.0% 62% False False
20 956.34 775.68 180.66 21.0% 32.93 3.8% 46% False False
40 1,040.83 775.68 265.15 30.8% 28.03 3.3% 32% False False
60 1,106.59 775.68 330.91 38.5% 23.99 2.8% 25% False False
80 1,133.00 775.68 357.32 41.6% 22.22 2.6% 23% False False
100 1,173.94 775.68 398.26 46.3% 20.55 2.4% 21% False False
120 1,173.94 775.68 398.26 46.3% 19.92 2.3% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.96
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,033.18
2.618 972.22
1.618 934.87
1.000 911.79
0.618 897.52
HIGH 874.44
0.618 860.17
0.500 855.77
0.382 851.36
LOW 837.09
0.618 814.01
1.000 799.74
1.618 776.66
2.618 739.31
4.250 678.35
Fisher Pivots for day following 06-Aug-2002
Pivot 1 day 3 day
R1 858.30 859.41
PP 857.03 859.24
S1 855.77 859.08

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

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