S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Sep-2002
Day Change Summary
Previous Current
16-Sep-2002 17-Sep-2002 Change Change % Previous Week
Open 889.08 893.12 4.04 0.5% 893.39
High 891.84 902.68 10.84 1.2% 924.02
Low 878.91 872.38 -6.53 -0.7% 877.05
Close 891.10 873.52 -17.58 -2.0% 889.81
Range 12.93 30.30 17.37 134.3% 46.97
ATR 21.90 22.50 0.60 2.7% 0.00
Volume
Daily Pivots for day following 17-Sep-2002
Classic Woodie Camarilla DeMark
R4 973.76 953.94 890.19
R3 943.46 923.64 881.85
R2 913.16 913.16 879.08
R1 893.34 893.34 876.30 888.10
PP 882.86 882.86 882.86 880.24
S1 863.04 863.04 870.74 857.80
S2 852.56 852.56 867.97
S3 822.26 832.74 865.19
S4 791.96 802.44 856.86
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
5 924.02 872.38 51.64 5.9% 19.60 2.2% 2% False True
10 924.02 870.50 53.52 6.1% 18.79 2.2% 6% False False
20 965.00 870.50 94.50 10.8% 20.43 2.3% 3% False False
40 965.00 775.68 189.32 21.7% 25.15 2.9% 52% False False
60 1,005.88 775.68 230.20 26.4% 26.18 3.0% 43% False False
80 1,095.99 775.68 320.31 36.7% 24.18 2.8% 31% False False
100 1,106.59 775.68 330.91 37.9% 22.80 2.6% 30% False False
120 1,154.45 775.68 378.77 43.4% 21.35 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.71
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,031.46
2.618 982.01
1.618 951.71
1.000 932.98
0.618 921.41
HIGH 902.68
0.618 891.11
0.500 887.53
0.382 883.95
LOW 872.38
0.618 853.65
1.000 842.08
1.618 823.35
2.618 793.05
4.250 743.61
Fisher Pivots for day following 17-Sep-2002
Pivot 1 day 3 day
R1 887.53 887.53
PP 882.86 882.86
S1 878.19 878.19

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

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