S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Oct-2002
Day Change Summary
Previous Current
01-Oct-2002 02-Oct-2002 Change Change % Previous Week
Open 816.78 843.77 26.99 3.3% 843.68
High 847.93 851.93 4.00 0.5% 856.60
Low 812.82 826.50 13.68 1.7% 817.38
Close 847.91 827.91 -20.00 -2.4% 827.37
Range 35.11 25.43 -9.68 -27.6% 39.22
ATR 23.05 23.22 0.17 0.7% 0.00
Volume
Daily Pivots for day following 02-Oct-2002
Classic Woodie Camarilla DeMark
R4 911.74 895.25 841.90
R3 886.31 869.82 834.90
R2 860.88 860.88 832.57
R1 844.39 844.39 830.24 839.92
PP 835.45 835.45 835.45 833.21
S1 818.96 818.96 825.58 814.49
S2 810.02 810.02 823.25
S3 784.59 793.53 820.92
S4 759.16 768.10 813.92
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 6.8% 25.91 3.1% 49% False False
10 867.14 800.20 66.94 8.1% 22.35 2.7% 41% False False
20 924.02 800.20 123.82 15.0% 20.60 2.5% 22% False False
40 965.00 800.20 164.80 19.9% 21.95 2.7% 17% False False
60 965.00 775.68 189.32 22.9% 25.61 3.1% 28% False False
80 1,040.83 775.68 265.15 32.0% 24.99 3.0% 20% False False
100 1,106.59 775.68 330.91 40.0% 23.17 2.8% 16% False False
120 1,133.00 775.68 357.32 43.2% 22.13 2.7% 15% False False
Crabel Price Patterns
NR True
NR4 True
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 2.03
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 960.01
2.618 918.51
1.618 893.08
1.000 877.36
0.618 867.65
HIGH 851.93
0.618 842.22
0.500 839.22
0.382 836.21
LOW 826.50
0.618 810.78
1.000 801.07
1.618 785.35
2.618 759.92
4.250 718.42
Fisher Pivots for day following 02-Oct-2002
Pivot 1 day 3 day
R1 839.22 827.30
PP 835.45 826.68
S1 831.68 826.07

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

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