S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Oct-2002
Day Change Summary
Previous Current
30-Sep-2002 01-Oct-2002 Change Change % Previous Week
Open 825.77 816.78 -8.99 -1.1% 843.68
High 825.77 847.93 22.16 2.7% 856.60
Low 800.20 812.82 12.62 1.6% 817.38
Close 815.28 847.91 32.63 4.0% 827.37
Range 25.57 35.11 9.54 37.3% 39.22
ATR 22.13 23.05 0.93 4.2% 0.00
Volume
Daily Pivots for day following 01-Oct-2002
Classic Woodie Camarilla DeMark
R4 941.55 929.84 867.22
R3 906.44 894.73 857.57
R2 871.33 871.33 854.35
R1 859.62 859.62 851.13 865.48
PP 836.22 836.22 836.22 839.15
S1 824.51 824.51 844.69 830.37
S2 801.11 801.11 841.47
S3 766.00 789.40 838.25
S4 730.89 754.29 828.60
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 6.7% 25.98 3.1% 85% False False
10 878.45 800.20 78.25 9.2% 21.91 2.6% 61% False False
20 924.02 800.20 123.82 14.6% 20.35 2.4% 39% False False
40 965.00 800.20 164.80 19.4% 22.25 2.6% 29% False False
60 979.63 775.68 203.95 24.1% 25.65 3.0% 35% False False
80 1,040.83 775.68 265.15 31.3% 24.83 2.9% 27% False False
100 1,106.59 775.68 330.91 39.0% 23.13 2.7% 22% False False
120 1,133.00 775.68 357.32 42.1% 22.00 2.6% 20% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.98
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 997.15
2.618 939.85
1.618 904.74
1.000 883.04
0.618 869.63
HIGH 847.93
0.618 834.52
0.500 830.38
0.382 826.23
LOW 812.82
0.618 791.12
1.000 777.71
1.618 756.01
2.618 720.90
4.250 663.60
Fisher Pivots for day following 01-Oct-2002
Pivot 1 day 3 day
R1 842.07 841.13
PP 836.22 834.35
S1 830.38 827.58

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

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