S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Aug-2002
Day Change Summary
Previous Current
13-Aug-2002 14-Aug-2002 Change Change % Previous Week
Open 902.82 884.91 -17.91 -2.0% 863.60
High 911.71 920.21 8.50 0.9% 913.95
Low 883.62 876.20 -7.42 -0.8% 833.44
Close 884.21 919.62 35.41 4.0% 908.64
Range 28.09 44.01 15.92 56.7% 80.51
ATR 28.90 29.98 1.08 3.7% 0.00
Volume
Daily Pivots for day following 14-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,037.37 1,022.51 943.83
R3 993.36 978.50 931.72
R2 949.35 949.35 927.69
R1 934.49 934.49 923.65 941.92
PP 905.34 905.34 905.34 909.06
S1 890.48 890.48 915.59 897.91
S2 861.33 861.33 911.55
S3 817.32 846.47 907.52
S4 773.31 802.46 895.41
Weekly Pivots for week ending 09-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,126.87 1,098.27 952.92
R3 1,046.36 1,017.76 930.78
R2 965.85 965.85 923.40
R1 937.25 937.25 916.02 951.55
PP 885.34 885.34 885.34 892.50
S1 856.74 856.74 901.26 871.04
S2 804.83 804.83 893.88
S3 724.32 776.23 886.50
S4 643.81 695.72 864.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 920.21 875.17 45.04 4.9% 28.42 3.1% 99% True False
10 920.21 833.44 86.77 9.4% 29.37 3.2% 99% True False
20 920.21 775.68 144.53 15.7% 32.14 3.5% 100% True False
40 1,037.61 775.68 261.93 28.5% 29.07 3.2% 55% False False
60 1,099.55 775.68 323.87 35.2% 25.25 2.7% 44% False False
80 1,111.17 775.68 335.49 36.5% 23.14 2.5% 43% False False
100 1,154.45 775.68 378.77 41.2% 21.42 2.3% 38% False False
120 1,173.94 775.68 398.26 43.3% 20.38 2.2% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.06
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,107.25
2.618 1,035.43
1.618 991.42
1.000 964.22
0.618 947.41
HIGH 920.21
0.618 903.40
0.500 898.21
0.382 893.01
LOW 876.20
0.618 849.00
1.000 832.19
1.618 804.99
2.618 760.98
4.250 689.16
Fisher Pivots for day following 14-Aug-2002
Pivot 1 day 3 day
R1 912.48 912.48
PP 905.34 905.34
S1 898.21 898.21

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

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