S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Sep-2002
Day Change Summary
Previous Current
23-Sep-2002 24-Sep-2002 Change Change % Previous Week
Open 843.68 832.05 -11.63 -1.4% 889.08
High 843.68 833.32 -10.36 -1.2% 902.68
Low 825.76 817.38 -8.38 -1.0% 839.09
Close 833.70 819.29 -14.41 -1.7% 845.39
Range 17.92 15.94 -1.98 -11.0% 63.59
ATR 21.64 21.26 -0.38 -1.8% 0.00
Volume
Daily Pivots for day following 24-Sep-2002
Classic Woodie Camarilla DeMark
R4 871.15 861.16 828.06
R3 855.21 845.22 823.67
R2 839.27 839.27 822.21
R1 829.28 829.28 820.75 826.31
PP 823.33 823.33 823.33 821.84
S1 813.34 813.34 817.83 810.37
S2 807.39 807.39 816.37
S3 791.45 797.40 814.91
S4 775.51 781.46 810.52
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
5 878.45 817.38 61.07 7.5% 17.84 2.2% 3% False True
10 924.02 817.38 106.64 13.0% 18.72 2.3% 2% False True
20 955.82 817.38 138.44 16.9% 19.90 2.4% 1% False True
40 965.00 817.38 147.62 18.0% 22.41 2.7% 1% False True
60 994.46 775.68 218.78 26.7% 25.54 3.1% 20% False False
80 1,070.74 775.68 295.06 36.0% 24.47 3.0% 15% False False
100 1,106.59 775.68 330.91 40.4% 22.79 2.8% 13% False False
120 1,133.31 775.68 357.63 43.7% 21.59 2.6% 12% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.07
2.618 875.05
1.618 859.11
1.000 849.26
0.618 843.17
HIGH 833.32
0.618 827.23
0.500 825.35
0.382 823.47
LOW 817.38
0.618 807.53
1.000 801.44
1.618 791.59
2.618 775.65
4.250 749.64
Fisher Pivots for day following 24-Sep-2002
Pivot 1 day 3 day
R1 825.35 833.35
PP 823.33 828.66
S1 821.31 823.98

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

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