S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Aug-2002
Day Change Summary
Previous Current
22-Aug-2002 23-Aug-2002 Change Change % Previous Week
Open 949.52 960.59 11.07 1.2% 928.71
High 965.00 960.59 -4.41 -0.5% 965.00
Low 946.43 937.17 -9.26 -1.0% 927.21
Close 962.70 940.86 -21.84 -2.3% 940.86
Range 18.57 23.42 4.85 26.1% 37.79
ATR 26.18 26.14 -0.05 -0.2% 0.00
Volume
Daily Pivots for day following 23-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,016.47 1,002.08 953.74
R3 993.05 978.66 947.30
R2 969.63 969.63 945.15
R1 955.24 955.24 943.01 950.73
PP 946.21 946.21 946.21 943.95
S1 931.82 931.82 938.71 927.31
S2 922.79 922.79 936.57
S3 899.37 908.40 934.42
S4 875.95 884.98 927.98
Weekly Pivots for week ending 23-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,057.73 1,037.08 961.64
R3 1,019.94 999.29 951.25
R2 982.15 982.15 947.79
R1 961.50 961.50 944.32 971.83
PP 944.36 944.36 944.36 949.52
S1 923.71 923.71 937.40 934.04
S2 906.57 906.57 933.93
S3 868.78 885.92 930.47
S4 830.99 848.13 920.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965.00 927.21 37.79 4.0% 20.68 2.2% 36% False False
10 965.00 876.20 88.80 9.4% 22.60 2.4% 73% False False
20 965.00 833.44 131.56 14.0% 26.10 2.8% 82% False False
40 1,001.79 775.68 226.11 24.0% 28.19 3.0% 73% False False
60 1,079.93 775.68 304.25 32.3% 25.89 2.8% 54% False False
80 1,106.59 775.68 330.91 35.2% 23.41 2.5% 50% False False
100 1,133.31 775.68 357.63 38.0% 21.82 2.3% 46% False False
120 1,173.94 775.68 398.26 42.3% 20.45 2.2% 41% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.87
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,060.13
2.618 1,021.90
1.618 998.48
1.000 984.01
0.618 975.06
HIGH 960.59
0.618 951.64
0.500 948.88
0.382 946.12
LOW 937.17
0.618 922.70
1.000 913.75
1.618 899.28
2.618 875.86
4.250 837.64
Fisher Pivots for day following 23-Aug-2002
Pivot 1 day 3 day
R1 948.88 948.16
PP 946.21 945.73
S1 943.53 943.29

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

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