S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Aug-2002
Day Change Summary
Previous Current
28-Aug-2002 29-Aug-2002 Change Change % Previous Week
Open 932.72 914.65 -18.07 -1.9% 928.71
High 932.72 924.59 -8.13 -0.9% 965.00
Low 913.21 903.33 -9.88 -1.1% 927.21
Close 917.87 917.80 -0.07 0.0% 940.86
Range 19.51 21.26 1.75 9.0% 37.79
ATR 25.41 25.12 -0.30 -1.2% 0.00
Volume
Daily Pivots for day following 29-Aug-2002
Classic Woodie Camarilla DeMark
R4 979.02 969.67 929.49
R3 957.76 948.41 923.65
R2 936.50 936.50 921.70
R1 927.15 927.15 919.75 931.83
PP 915.24 915.24 915.24 917.58
S1 905.89 905.89 915.85 910.57
S2 893.98 893.98 913.90
S3 872.72 884.63 911.95
S4 851.46 863.37 906.11
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
5 960.59 903.33 57.26 6.2% 22.01 2.4% 25% False True
10 965.00 903.33 61.67 6.7% 20.92 2.3% 23% False True
20 965.00 833.44 131.56 14.3% 24.49 2.7% 64% False False
40 993.56 775.68 217.88 23.7% 28.28 3.1% 65% False False
60 1,049.33 775.68 273.65 29.8% 26.13 2.8% 52% False False
80 1,106.59 775.68 330.91 36.1% 23.74 2.6% 43% False False
100 1,133.00 775.68 357.32 38.9% 22.20 2.4% 40% False False
120 1,173.94 775.68 398.26 43.4% 20.64 2.2% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,014.95
2.618 980.25
1.618 958.99
1.000 945.85
0.618 937.73
HIGH 924.59
0.618 916.47
0.500 913.96
0.382 911.45
LOW 903.33
0.618 890.19
1.000 882.07
1.618 868.93
2.618 847.67
4.250 812.98
Fisher Pivots for day following 29-Aug-2002
Pivot 1 day 3 day
R1 916.52 929.58
PP 915.24 925.65
S1 913.96 921.73

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

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