S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Aug-2002
Day Change Summary
Previous Current
07-Aug-2002 08-Aug-2002 Change Change % Previous Week
Open 863.57 876.49 12.92 1.5% 855.20
High 878.74 905.84 27.10 3.1% 911.64
Low 854.15 875.17 21.02 2.5% 853.95
Close 876.77 905.46 28.69 3.3% 864.24
Range 24.59 30.67 6.08 24.7% 57.69
ATR 30.44 30.46 0.02 0.1% 0.00
Volume
Daily Pivots for day following 08-Aug-2002
Classic Woodie Camarilla DeMark
R4 987.50 977.15 922.33
R3 956.83 946.48 913.89
R2 926.16 926.16 911.08
R1 915.81 915.81 908.27 920.99
PP 895.49 895.49 895.49 898.08
S1 885.14 885.14 902.65 890.32
S2 864.82 864.82 899.84
S3 834.15 854.47 897.03
S4 803.48 823.80 888.59
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
5 905.84 833.44 72.40 8.0% 30.80 3.4% 99% True False
10 911.64 833.44 78.20 8.6% 28.98 3.2% 92% False False
20 934.31 775.68 158.63 17.5% 32.48 3.6% 82% False False
40 1,040.83 775.68 265.15 29.3% 28.28 3.1% 49% False False
60 1,106.59 775.68 330.91 36.5% 24.20 2.7% 39% False False
80 1,133.00 775.68 357.32 39.5% 22.42 2.5% 36% False False
100 1,173.94 775.68 398.26 44.0% 20.84 2.3% 33% False False
120 1,173.94 775.68 398.26 44.0% 20.16 2.2% 33% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,036.19
2.618 986.13
1.618 955.46
1.000 936.51
0.618 924.79
HIGH 905.84
0.618 894.12
0.500 890.51
0.382 886.89
LOW 875.17
0.618 856.22
1.000 844.50
1.618 825.55
2.618 794.88
4.250 744.82
Fisher Pivots for day following 08-Aug-2002
Pivot 1 day 3 day
R1 900.48 894.13
PP 895.49 882.80
S1 890.51 871.47

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

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