S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Sep-2002
Day Change Summary
Previous Current
10-Sep-2002 11-Sep-2002 Change Change % Previous Week
Open 903.33 910.63 7.30 0.8% 914.18
High 909.89 924.02 14.13 1.6% 914.18
Low 900.50 908.47 7.97 0.9% 870.50
Close 909.58 909.45 -0.13 0.0% 893.92
Range 9.39 15.55 6.16 65.6% 43.68
ATR 23.58 23.01 -0.57 -2.4% 0.00
Volume
Daily Pivots for day following 11-Sep-2002
Classic Woodie Camarilla DeMark
R4 960.63 950.59 918.00
R3 945.08 935.04 913.73
R2 929.53 929.53 912.30
R1 919.49 919.49 910.88 916.74
PP 913.98 913.98 913.98 912.60
S1 903.94 903.94 908.02 901.19
S2 898.43 898.43 906.60
S3 882.88 888.39 905.17
S4 867.33 872.84 900.90
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
5 924.02 870.50 53.52 5.9% 17.01 1.9% 73% True False
10 932.72 870.50 62.22 6.8% 20.08 2.2% 63% False False
20 965.00 870.50 94.50 10.4% 21.42 2.4% 41% False False
40 965.00 775.68 189.32 20.8% 26.47 2.9% 71% False False
60 1,040.83 775.68 265.15 29.2% 25.95 2.9% 50% False False
80 1,104.10 775.68 328.42 36.1% 23.91 2.6% 41% False False
100 1,122.68 775.68 347.00 38.2% 22.52 2.5% 39% False False
120 1,156.49 775.68 380.81 41.9% 21.15 2.3% 35% 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 3.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990.11
2.618 964.73
1.618 949.18
1.000 939.57
0.618 933.63
HIGH 924.02
0.618 918.08
0.500 916.25
0.382 914.41
LOW 908.47
0.618 898.86
1.000 892.92
1.618 883.31
2.618 867.76
4.250 842.38
Fisher Pivots for day following 11-Sep-2002
Pivot 1 day 3 day
R1 916.25 907.46
PP 913.98 905.46
S1 911.72 903.47

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

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