S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Sep-2002
Day Change Summary
Previous Current
09-Sep-2002 10-Sep-2002 Change Change % Previous Week
Open 893.39 903.33 9.94 1.1% 914.18
High 907.34 909.89 2.55 0.3% 914.18
Low 882.92 900.50 17.58 2.0% 870.50
Close 902.96 909.58 6.62 0.7% 893.92
Range 24.42 9.39 -15.03 -61.5% 43.68
ATR 24.68 23.58 -1.09 -4.4% 0.00
Volume
Daily Pivots for day following 10-Sep-2002
Classic Woodie Camarilla DeMark
R4 934.83 931.59 914.74
R3 925.44 922.20 912.16
R2 916.05 916.05 911.30
R1 912.81 912.81 910.44 914.43
PP 906.66 906.66 906.66 907.47
S1 903.42 903.42 908.72 905.04
S2 897.27 897.27 907.86
S3 887.88 894.03 907.00
S4 878.49 884.64 904.42
Weekly Pivots for week ending 06-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,023.91 1,002.59 917.94
R3 980.23 958.91 905.93
R2 936.55 936.55 901.93
R1 915.23 915.23 897.92 904.05
PP 892.87 892.87 892.87 887.28
S1 871.55 871.55 889.92 860.37
S2 849.19 849.19 885.91
S3 805.51 827.87 881.91
S4 761.83 784.19 869.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 909.89 870.50 39.39 4.3% 17.97 2.0% 99% True False
10 955.82 870.50 85.32 9.4% 21.08 2.3% 46% False False
20 965.00 870.50 94.50 10.4% 22.05 2.4% 41% False False
40 965.00 775.68 189.32 20.8% 26.62 2.9% 71% False False
60 1,040.83 775.68 265.15 29.2% 26.14 2.9% 50% False False
80 1,106.59 775.68 330.91 36.4% 23.84 2.6% 40% False False
100 1,128.82 775.68 353.14 38.8% 22.43 2.5% 38% False False
120 1,156.49 775.68 380.81 41.9% 21.15 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 4.03
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 949.80
2.618 934.47
1.618 925.08
1.000 919.28
0.618 915.69
HIGH 909.89
0.618 906.30
0.500 905.20
0.382 904.09
LOW 900.50
0.618 894.70
1.000 891.11
1.618 885.31
2.618 875.92
4.250 860.59
Fisher Pivots for day following 10-Sep-2002
Pivot 1 day 3 day
R1 908.12 905.19
PP 906.66 900.80
S1 905.20 896.41

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

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