S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Aug-2002
Day Change Summary
Previous Current
06-Aug-2002 07-Aug-2002 Change Change % Previous Week
Open 837.09 863.57 26.48 3.2% 855.20
High 874.44 878.74 4.30 0.5% 911.64
Low 837.09 854.15 17.06 2.0% 853.95
Close 859.57 876.77 17.20 2.0% 864.24
Range 37.35 24.59 -12.76 -34.2% 57.69
ATR 30.89 30.44 -0.45 -1.5% 0.00
Volume
Daily Pivots for day following 07-Aug-2002
Classic Woodie Camarilla DeMark
R4 943.66 934.80 890.29
R3 919.07 910.21 883.53
R2 894.48 894.48 881.28
R1 885.62 885.62 879.02 890.05
PP 869.89 869.89 869.89 872.10
S1 861.03 861.03 874.52 865.46
S2 845.30 845.30 872.26
S3 820.71 836.44 870.01
S4 796.12 811.85 863.25
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
5 910.70 833.44 77.26 8.8% 30.31 3.5% 56% False False
10 911.64 816.11 95.53 10.9% 29.68 3.4% 63% False False
20 934.31 775.68 158.63 18.1% 32.36 3.7% 64% False False
40 1,040.83 775.68 265.15 30.2% 27.99 3.2% 38% False False
60 1,106.59 775.68 330.91 37.7% 24.05 2.7% 31% False False
80 1,133.00 775.68 357.32 40.8% 22.33 2.5% 28% False False
100 1,173.94 775.68 398.26 45.4% 20.67 2.4% 25% False False
120 1,173.94 775.68 398.26 45.4% 20.02 2.3% 25% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 4.70
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 983.25
2.618 943.12
1.618 918.53
1.000 903.33
0.618 893.94
HIGH 878.74
0.618 869.35
0.500 866.45
0.382 863.54
LOW 854.15
0.618 838.95
1.000 829.56
1.618 814.36
2.618 789.77
4.250 749.64
Fisher Pivots for day following 07-Aug-2002
Pivot 1 day 3 day
R1 873.33 869.88
PP 869.89 862.98
S1 866.45 856.09

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

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