S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Sep-2002
Day Change Summary
Previous Current
13-Sep-2002 16-Sep-2002 Change Change % Previous Week
Open 886.36 889.08 2.72 0.3% 893.39
High 892.75 891.84 -0.91 -0.1% 924.02
Low 877.05 878.91 1.86 0.2% 877.05
Close 889.81 891.10 1.29 0.1% 889.81
Range 15.70 12.93 -2.77 -17.6% 46.97
ATR 22.59 21.90 -0.69 -3.1% 0.00
Volume
Daily Pivots for day following 16-Sep-2002
Classic Woodie Camarilla DeMark
R4 926.07 921.52 898.21
R3 913.14 908.59 894.66
R2 900.21 900.21 893.47
R1 895.66 895.66 892.29 897.94
PP 887.28 887.28 887.28 888.42
S1 882.73 882.73 889.91 885.01
S2 874.35 874.35 888.73
S3 861.42 869.80 887.54
S4 848.49 856.87 883.99
Weekly Pivots for week ending 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,037.87 1,010.81 915.64
R3 990.90 963.84 902.73
R2 943.93 943.93 898.42
R1 916.87 916.87 894.12 906.92
PP 896.96 896.96 896.96 891.98
S1 869.90 869.90 885.50 859.95
S2 849.99 849.99 881.20
S3 803.02 822.93 876.89
S4 756.05 775.96 863.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.02 877.05 46.97 5.3% 15.42 1.7% 30% False False
10 924.02 870.50 53.52 6.0% 19.42 2.2% 38% False False
20 965.00 870.50 94.50 10.6% 20.11 2.3% 22% False False
40 965.00 775.68 189.32 21.2% 25.41 2.9% 61% False False
60 1,005.89 775.68 230.21 25.8% 26.02 2.9% 50% False False
80 1,097.10 775.68 321.42 36.1% 24.00 2.7% 36% False False
100 1,106.59 775.68 330.91 37.1% 22.59 2.5% 35% False False
120 1,154.45 775.68 378.77 42.5% 21.20 2.4% 30% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 946.79
2.618 925.69
1.618 912.76
1.000 904.77
0.618 899.83
HIGH 891.84
0.618 886.90
0.500 885.38
0.382 883.85
LOW 878.91
0.618 870.92
1.000 865.98
1.618 857.99
2.618 845.06
4.250 823.96
Fisher Pivots for day following 16-Sep-2002
Pivot 1 day 3 day
R1 889.19 892.71
PP 887.28 892.17
S1 885.38 891.64

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

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