S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Aug-2002
Day Change Summary
Previous Current
29-Aug-2002 30-Aug-2002 Change Change % Previous Week
Open 914.65 916.49 1.84 0.2% 941.77
High 924.59 928.15 3.56 0.4% 955.82
Low 903.33 910.17 6.84 0.8% 903.33
Close 917.80 916.07 -1.73 -0.2% 916.07
Range 21.26 17.98 -3.28 -15.4% 52.49
ATR 25.12 24.61 -0.51 -2.0% 0.00
Volume
Daily Pivots for day following 30-Aug-2002
Classic Woodie Camarilla DeMark
R4 972.07 962.05 925.96
R3 954.09 944.07 921.01
R2 936.11 936.11 919.37
R1 926.09 926.09 917.72 922.11
PP 918.13 918.13 918.13 916.14
S1 908.11 908.11 914.42 904.13
S2 900.15 900.15 912.77
S3 882.17 890.13 911.13
S4 864.19 872.15 906.18
Weekly Pivots for week ending 30-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,082.54 1,051.80 944.94
R3 1,030.05 999.31 930.50
R2 977.56 977.56 925.69
R1 946.82 946.82 920.88 935.95
PP 925.07 925.07 925.07 919.64
S1 894.33 894.33 911.26 883.46
S2 872.58 872.58 906.45
S3 820.09 841.84 901.64
S4 767.60 789.35 887.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 955.82 903.33 52.49 5.7% 20.92 2.3% 24% False False
10 965.00 903.33 61.67 6.7% 20.80 2.3% 21% False False
20 965.00 833.44 131.56 14.4% 23.85 2.6% 63% False False
40 993.56 775.68 217.88 23.8% 27.90 3.0% 64% False False
60 1,040.83 775.68 265.15 28.9% 26.06 2.8% 53% False False
80 1,106.59 775.68 330.91 36.1% 23.55 2.6% 42% False False
100 1,133.00 775.68 357.32 39.0% 22.24 2.4% 39% False False
120 1,173.94 775.68 398.26 43.5% 20.69 2.3% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.55
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,004.57
2.618 975.22
1.618 957.24
1.000 946.13
0.618 939.26
HIGH 928.15
0.618 921.28
0.500 919.16
0.382 917.04
LOW 910.17
0.618 899.06
1.000 892.19
1.618 881.08
2.618 863.10
4.250 833.76
Fisher Pivots for day following 30-Aug-2002
Pivot 1 day 3 day
R1 919.16 918.03
PP 918.13 917.37
S1 917.10 916.72

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

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