S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Sep-2002
Day Change Summary
Previous Current
19-Sep-2002 20-Sep-2002 Change Change % Previous Week
Open 867.14 844.47 -22.67 -2.6% 889.08
High 867.14 849.32 -17.82 -2.1% 902.68
Low 843.09 839.09 -4.00 -0.5% 839.09
Close 843.32 845.39 2.07 0.2% 845.39
Range 24.05 10.23 -13.82 -57.5% 63.59
ATR 22.68 21.79 -0.89 -3.9% 0.00
Volume
Daily Pivots for day following 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 875.29 870.57 851.02
R3 865.06 860.34 848.20
R2 854.83 854.83 847.27
R1 850.11 850.11 846.33 852.47
PP 844.60 844.60 844.60 845.78
S1 839.88 839.88 844.45 842.24
S2 834.37 834.37 843.51
S3 824.14 829.65 842.58
S4 813.91 819.42 839.76
Weekly Pivots for week ending 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,053.16 1,012.86 880.36
R3 989.57 949.27 862.88
R2 925.98 925.98 857.05
R1 885.68 885.68 851.22 874.04
PP 862.39 862.39 862.39 856.56
S1 822.09 822.09 839.56 810.45
S2 798.80 798.80 833.73
S3 735.21 758.50 827.90
S4 671.62 694.91 810.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.68 839.09 63.59 7.5% 19.71 2.3% 10% False True
10 924.02 839.09 84.93 10.0% 18.72 2.2% 7% False True
20 960.59 839.09 121.50 14.4% 20.39 2.4% 5% False True
40 965.00 833.44 131.56 15.6% 23.09 2.7% 9% False False
60 1,001.79 775.68 226.11 26.7% 25.65 3.0% 31% False False
80 1,079.93 775.68 304.25 36.0% 24.41 2.9% 23% False False
100 1,106.59 775.68 330.91 39.1% 22.80 2.7% 21% False False
120 1,138.85 775.68 363.17 43.0% 21.55 2.5% 19% 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 4.68
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 892.80
2.618 876.10
1.618 865.87
1.000 859.55
0.618 855.64
HIGH 849.32
0.618 845.41
0.500 844.21
0.382 843.00
LOW 839.09
0.618 832.77
1.000 828.86
1.618 822.54
2.618 812.31
4.250 795.61
Fisher Pivots for day following 20-Sep-2002
Pivot 1 day 3 day
R1 845.00 858.77
PP 844.60 854.31
S1 844.21 849.85

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

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