S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Sep-2002
Day Change Summary
Previous Current
24-Sep-2002 25-Sep-2002 Change Change % Previous Week
Open 832.05 819.27 -12.78 -1.5% 889.08
High 833.32 844.22 10.90 1.3% 902.68
Low 817.38 818.46 1.08 0.1% 839.09
Close 819.29 839.66 20.37 2.5% 845.39
Range 15.94 25.76 9.82 61.6% 63.59
ATR 21.26 21.58 0.32 1.5% 0.00
Volume
Daily Pivots for day following 25-Sep-2002
Classic Woodie Camarilla DeMark
R4 911.39 901.29 853.83
R3 885.63 875.53 846.74
R2 859.87 859.87 844.38
R1 849.77 849.77 842.02 854.82
PP 834.11 834.11 834.11 836.64
S1 824.01 824.01 837.30 829.06
S2 808.35 808.35 834.94
S3 782.59 798.25 832.58
S4 756.83 772.49 825.49
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
5 867.14 817.38 49.76 5.9% 18.78 2.2% 45% False False
10 908.36 817.38 90.98 10.8% 19.74 2.4% 24% False False
20 932.72 817.38 115.34 13.7% 19.91 2.4% 19% False False
40 965.00 817.38 147.62 17.6% 22.43 2.7% 15% False False
60 993.56 775.68 217.88 25.9% 25.52 3.0% 29% False False
80 1,050.11 775.68 274.43 32.7% 24.40 2.9% 23% False False
100 1,106.59 775.68 330.91 39.4% 22.90 2.7% 19% False False
120 1,133.00 775.68 357.32 42.6% 21.69 2.6% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 953.70
2.618 911.66
1.618 885.90
1.000 869.98
0.618 860.14
HIGH 844.22
0.618 834.38
0.500 831.34
0.382 828.30
LOW 818.46
0.618 802.54
1.000 792.70
1.618 776.78
2.618 751.02
4.250 708.98
Fisher Pivots for day following 25-Sep-2002
Pivot 1 day 3 day
R1 836.89 836.71
PP 834.11 833.75
S1 831.34 830.80

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

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