S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Sep-2002
Day Change Summary
Previous Current
30-Aug-2002 03-Sep-2002 Change Change % Previous Week
Open 916.49 914.18 -2.31 -0.3% 941.77
High 928.15 914.18 -13.97 -1.5% 955.82
Low 910.17 877.51 -32.66 -3.6% 903.33
Close 916.07 878.02 -38.05 -4.2% 916.07
Range 17.98 36.67 18.69 103.9% 52.49
ATR 24.61 25.60 1.00 4.1% 0.00
Volume
Daily Pivots for day following 03-Sep-2002
Classic Woodie Camarilla DeMark
R4 999.91 975.64 898.19
R3 963.24 938.97 888.10
R2 926.57 926.57 884.74
R1 902.30 902.30 881.38 896.10
PP 889.90 889.90 889.90 886.81
S1 865.63 865.63 874.66 859.43
S2 853.23 853.23 871.30
S3 816.56 828.96 867.94
S4 779.89 792.29 857.85
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
5 955.82 877.51 78.31 8.9% 24.18 2.8% 1% False True
10 965.00 877.51 87.49 10.0% 22.07 2.5% 1% False True
20 965.00 837.09 127.91 14.6% 24.15 2.8% 32% False False
40 979.63 775.68 203.95 23.2% 28.30 3.2% 50% False False
60 1,040.83 775.68 265.15 30.2% 26.33 3.0% 39% False False
80 1,106.59 775.68 330.91 37.7% 23.83 2.7% 31% False False
100 1,133.00 775.68 357.32 40.7% 22.33 2.5% 29% False False
120 1,173.94 775.68 398.26 45.4% 20.90 2.4% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.40
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,070.03
2.618 1,010.18
1.618 973.51
1.000 950.85
0.618 936.84
HIGH 914.18
0.618 900.17
0.500 895.85
0.382 891.52
LOW 877.51
0.618 854.85
1.000 840.84
1.618 818.18
2.618 781.51
4.250 721.66
Fisher Pivots for day following 03-Sep-2002
Pivot 1 day 3 day
R1 895.85 902.83
PP 889.90 894.56
S1 883.96 886.29

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

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