S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Sep-2002
Day Change Summary
Previous Current
04-Sep-2002 05-Sep-2002 Change Change % Previous Week
Open 878.65 890.32 11.67 1.3% 941.77
High 896.10 890.32 -5.78 -0.6% 955.82
Low 875.73 870.50 -5.23 -0.6% 903.33
Close 893.40 879.15 -14.25 -1.6% 916.07
Range 20.37 19.82 -0.55 -2.7% 52.49
ATR 25.23 25.06 -0.17 -0.7% 0.00
Volume
Daily Pivots for day following 05-Sep-2002
Classic Woodie Camarilla DeMark
R4 939.45 929.12 890.05
R3 919.63 909.30 884.60
R2 899.81 899.81 882.78
R1 889.48 889.48 880.97 884.74
PP 879.99 879.99 879.99 877.62
S1 869.66 869.66 877.33 864.92
S2 860.17 860.17 875.52
S3 840.35 849.84 873.70
S4 820.53 830.02 868.25
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
5 928.15 870.50 57.65 6.6% 23.22 2.6% 15% False True
10 965.00 870.50 94.50 10.7% 22.34 2.5% 9% False True
20 965.00 870.50 94.50 10.7% 23.06 2.6% 9% False True
40 965.00 775.68 189.32 21.5% 27.71 3.2% 55% False False
60 1,040.83 775.68 265.15 30.2% 26.35 3.0% 39% False False
80 1,106.59 775.68 330.91 37.6% 23.80 2.7% 31% False False
100 1,133.00 775.68 357.32 40.6% 22.48 2.6% 29% False False
120 1,173.94 775.68 398.26 45.3% 21.07 2.4% 26% False False
Crabel Price Patterns
NR True
NR4 False
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 3.92
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 974.56
2.618 942.21
1.618 922.39
1.000 910.14
0.618 902.57
HIGH 890.32
0.618 882.75
0.500 880.41
0.382 878.07
LOW 870.50
0.618 858.25
1.000 850.68
1.618 838.43
2.618 818.61
4.250 786.27
Fisher Pivots for day following 05-Sep-2002
Pivot 1 day 3 day
R1 880.41 892.34
PP 879.99 887.94
S1 879.57 883.55

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

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