S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Aug-2002
Day Change Summary
Previous Current
15-Aug-2002 16-Aug-2002 Change Change % Previous Week
Open 920.25 928.64 8.39 0.9% 908.54
High 933.29 935.38 2.09 0.2% 935.38
Low 918.17 916.21 -1.96 -0.2% 876.20
Close 930.25 928.77 -1.48 -0.2% 928.77
Range 15.12 19.17 4.05 26.8% 59.18
ATR 28.92 28.22 -0.70 -2.4% 0.00
Volume
Daily Pivots for day following 16-Aug-2002
Classic Woodie Camarilla DeMark
R4 984.30 975.70 939.31
R3 965.13 956.53 934.04
R2 945.96 945.96 932.28
R1 937.36 937.36 930.53 941.66
PP 926.79 926.79 926.79 928.94
S1 918.19 918.19 927.01 922.49
S2 907.62 907.62 925.26
S3 888.45 899.02 923.50
S4 869.28 879.85 918.23
Weekly Pivots for week ending 16-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,090.99 1,069.06 961.32
R3 1,031.81 1,009.88 945.04
R2 972.63 972.63 939.62
R1 950.70 950.70 934.19 961.67
PP 913.45 913.45 913.45 918.93
S1 891.52 891.52 923.35 902.49
S2 854.27 854.27 917.92
S3 795.09 832.34 912.50
S4 735.91 773.16 896.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.38 876.20 59.18 6.4% 24.51 2.6% 89% True False
10 935.38 833.44 101.94 11.0% 26.90 2.9% 94% True False
20 935.38 775.68 159.70 17.2% 30.71 3.3% 96% True False
40 1,005.89 775.68 230.21 24.8% 28.97 3.1% 67% False False
60 1,097.10 775.68 321.42 34.6% 25.30 2.7% 48% False False
80 1,106.59 775.68 330.91 35.6% 23.21 2.5% 46% False False
100 1,154.45 775.68 378.77 40.8% 21.41 2.3% 40% False False
120 1,173.94 775.68 398.26 42.9% 20.37 2.2% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,016.85
2.618 985.57
1.618 966.40
1.000 954.55
0.618 947.23
HIGH 935.38
0.618 928.06
0.500 925.80
0.382 923.53
LOW 916.21
0.618 904.36
1.000 897.04
1.618 885.19
2.618 866.02
4.250 834.74
Fisher Pivots for day following 16-Aug-2002
Pivot 1 day 3 day
R1 927.78 921.11
PP 926.79 913.45
S1 925.80 905.79

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

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