S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Aug-2002
Day Change Summary
Previous Current
27-Aug-2002 28-Aug-2002 Change Change % Previous Week
Open 947.96 932.72 -15.24 -1.6% 928.71
High 955.82 932.72 -23.10 -2.4% 965.00
Low 930.36 913.21 -17.15 -1.8% 927.21
Close 934.82 917.87 -16.95 -1.8% 940.86
Range 25.46 19.51 -5.95 -23.4% 37.79
ATR 25.71 25.41 -0.29 -1.1% 0.00
Volume
Daily Pivots for day following 28-Aug-2002
Classic Woodie Camarilla DeMark
R4 979.80 968.34 928.60
R3 960.29 948.83 923.24
R2 940.78 940.78 921.45
R1 929.32 929.32 919.66 925.30
PP 921.27 921.27 921.27 919.25
S1 909.81 909.81 916.08 905.79
S2 901.76 901.76 914.29
S3 882.25 890.30 912.50
S4 862.74 870.79 907.14
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
5 965.00 913.21 51.79 5.6% 21.47 2.3% 9% False True
10 965.00 913.21 51.79 5.6% 20.31 2.2% 9% False True
20 965.00 833.44 131.56 14.3% 24.84 2.7% 64% False False
40 993.56 775.68 217.88 23.7% 28.23 3.1% 65% False False
60 1,050.11 775.68 274.43 29.9% 25.97 2.8% 52% False False
80 1,106.59 775.68 330.91 36.1% 23.60 2.6% 43% False False
100 1,133.00 775.68 357.32 38.9% 22.10 2.4% 40% False False
120 1,173.94 775.68 398.26 43.4% 20.57 2.2% 36% False False
Crabel Price Patterns
NR True
NR4 True
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 3.80
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,015.64
2.618 983.80
1.618 964.29
1.000 952.23
0.618 944.78
HIGH 932.72
0.618 925.27
0.500 922.97
0.382 920.66
LOW 913.21
0.618 901.15
1.000 893.70
1.618 881.64
2.618 862.13
4.250 830.29
Fisher Pivots for day following 28-Aug-2002
Pivot 1 day 3 day
R1 922.97 934.52
PP 921.27 928.97
S1 919.57 923.42

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

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