S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Aug-2002
Day Change Summary
Previous Current
21-Aug-2002 22-Aug-2002 Change Change % Previous Week
Open 939.03 949.52 10.49 1.1% 908.54
High 951.59 965.00 13.41 1.4% 935.38
Low 931.32 946.43 15.11 1.6% 876.20
Close 949.36 962.70 13.34 1.4% 928.77
Range 20.27 18.57 -1.70 -8.4% 59.18
ATR 26.77 26.18 -0.59 -2.2% 0.00
Volume
Daily Pivots for day following 22-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,013.75 1,006.80 972.91
R3 995.18 988.23 967.81
R2 976.61 976.61 966.10
R1 969.66 969.66 964.40 973.14
PP 958.04 958.04 958.04 959.78
S1 951.09 951.09 961.00 954.57
S2 939.47 939.47 959.30
S3 920.90 932.52 957.59
S4 902.33 913.95 952.49
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
5 965.00 916.21 48.79 5.1% 19.83 2.1% 95% True False
10 965.00 876.20 88.80 9.2% 22.57 2.3% 97% True False
20 965.00 833.44 131.56 13.7% 25.78 2.7% 98% True False
40 1,001.79 775.68 226.11 23.5% 28.28 2.9% 83% False False
60 1,079.93 775.68 304.25 31.6% 25.75 2.7% 61% False False
80 1,106.59 775.68 330.91 34.4% 23.41 2.4% 57% False False
100 1,138.85 775.68 363.17 37.7% 21.78 2.3% 51% False False
120 1,173.94 775.68 398.26 41.4% 20.36 2.1% 47% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,043.92
2.618 1,013.62
1.618 995.05
1.000 983.57
0.618 976.48
HIGH 965.00
0.618 957.91
0.500 955.72
0.382 953.52
LOW 946.43
0.618 934.95
1.000 927.86
1.618 916.38
2.618 897.81
4.250 867.51
Fisher Pivots for day following 22-Aug-2002
Pivot 1 day 3 day
R1 960.37 957.85
PP 958.04 953.01
S1 955.72 948.16

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

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