S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Sep-2002
Day Change Summary
Previous Current
27-Sep-2002 30-Sep-2002 Change Change % Previous Week
Open 853.75 825.77 -27.98 -3.3% 843.68
High 854.95 825.77 -29.18 -3.4% 856.60
Low 826.84 800.20 -26.64 -3.2% 817.38
Close 827.37 815.28 -12.09 -1.5% 827.37
Range 28.11 25.57 -2.54 -9.0% 39.22
ATR 21.74 22.13 0.39 1.8% 0.00
Volume
Daily Pivots for day following 30-Sep-2002
Classic Woodie Camarilla DeMark
R4 890.46 878.44 829.34
R3 864.89 852.87 822.31
R2 839.32 839.32 819.97
R1 827.30 827.30 817.62 820.53
PP 813.75 813.75 813.75 810.36
S1 801.73 801.73 812.94 794.96
S2 788.18 788.18 810.59
S3 762.61 776.16 808.25
S4 737.04 750.59 801.22
Weekly Pivots for week ending 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 951.44 928.63 848.94
R3 912.22 889.41 838.16
R2 873.00 873.00 834.56
R1 850.19 850.19 830.97 841.99
PP 833.78 833.78 833.78 829.68
S1 810.97 810.97 823.77 802.77
S2 794.56 794.56 820.18
S3 755.34 771.75 816.58
S4 716.12 732.53 805.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 856.60 800.20 56.40 6.9% 22.14 2.7% 27% False True
10 902.68 800.20 102.48 12.6% 21.43 2.6% 15% False True
20 924.02 800.20 123.82 15.2% 20.43 2.5% 12% False True
40 965.00 800.20 164.80 20.2% 22.14 2.7% 9% False True
60 993.56 775.68 217.88 26.7% 25.41 3.1% 18% False False
80 1,040.83 775.68 265.15 32.5% 24.65 3.0% 15% False False
100 1,106.59 775.68 330.91 40.6% 22.93 2.8% 12% False False
120 1,133.00 775.68 357.32 43.8% 21.94 2.7% 11% 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 2.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 934.44
2.618 892.71
1.618 867.14
1.000 851.34
0.618 841.57
HIGH 825.77
0.618 816.00
0.500 812.99
0.382 809.97
LOW 800.20
0.618 784.40
1.000 774.63
1.618 758.83
2.618 733.26
4.250 691.53
Fisher Pivots for day following 30-Sep-2002
Pivot 1 day 3 day
R1 814.52 828.40
PP 813.75 824.03
S1 812.99 819.65

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

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