S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Aug-2002
Day Change Summary
Previous Current
14-Aug-2002 15-Aug-2002 Change Change % Previous Week
Open 884.91 920.25 35.34 4.0% 863.60
High 920.21 933.29 13.08 1.4% 913.95
Low 876.20 918.17 41.97 4.8% 833.44
Close 919.62 930.25 10.63 1.2% 908.64
Range 44.01 15.12 -28.89 -65.6% 80.51
ATR 29.98 28.92 -1.06 -3.5% 0.00
Volume
Daily Pivots for day following 15-Aug-2002
Classic Woodie Camarilla DeMark
R4 972.60 966.54 938.57
R3 957.48 951.42 934.41
R2 942.36 942.36 933.02
R1 936.30 936.30 931.64 939.33
PP 927.24 927.24 927.24 928.75
S1 921.18 921.18 928.86 924.21
S2 912.12 912.12 927.48
S3 897.00 906.06 926.09
S4 881.88 890.94 921.93
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
5 933.29 876.20 57.09 6.1% 25.31 2.7% 95% True False
10 933.29 833.44 99.85 10.7% 28.06 3.0% 97% True False
20 933.29 775.68 157.61 16.9% 31.54 3.4% 98% True False
40 1,023.33 775.68 247.65 26.6% 28.96 3.1% 62% False False
60 1,097.10 775.68 321.42 34.6% 25.16 2.7% 48% False False
80 1,108.46 775.68 332.78 35.8% 23.17 2.5% 46% False False
100 1,154.45 775.68 378.77 40.7% 21.38 2.3% 41% False False
120 1,173.94 775.68 398.26 42.8% 20.32 2.2% 39% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.26
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 997.55
2.618 972.87
1.618 957.75
1.000 948.41
0.618 942.63
HIGH 933.29
0.618 927.51
0.500 925.73
0.382 923.95
LOW 918.17
0.618 908.83
1.000 903.05
1.618 893.71
2.618 878.59
4.250 853.91
Fisher Pivots for day following 15-Aug-2002
Pivot 1 day 3 day
R1 928.74 921.75
PP 927.24 913.25
S1 925.73 904.75

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

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