S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Oct-2002
Day Change Summary
Previous Current
10-Oct-2002 11-Oct-2002 Change Change % Previous Week
Open 777.07 806.05 28.98 3.7% 799.98
High 806.51 843.27 36.76 4.6% 843.27
Low 768.63 806.05 37.42 4.9% 768.63
Close 803.92 835.32 31.40 3.9% 835.32
Range 37.88 37.22 -0.66 -1.7% 74.64
ATR 25.17 26.18 1.01 4.0% 0.00
Volume
Daily Pivots for day following 11-Oct-2002
Classic Woodie Camarilla DeMark
R4 939.87 924.82 855.79
R3 902.65 887.60 845.56
R2 865.43 865.43 842.14
R1 850.38 850.38 838.73 857.91
PP 828.21 828.21 828.21 831.98
S1 813.16 813.16 831.91 820.69
S2 790.99 790.99 828.50
S3 753.77 775.94 825.08
S4 716.55 738.72 814.85
Weekly Pivots for week ending 11-Oct-2002
Classic Woodie Camarilla DeMark
R4 1,039.66 1,012.13 876.37
R3 965.02 937.49 855.85
R2 890.38 890.38 849.00
R1 862.85 862.85 842.16 876.62
PP 815.74 815.74 815.74 822.62
S1 788.21 788.21 828.48 801.98
S2 741.10 741.10 821.64
S3 666.46 713.57 814.79
S4 591.82 638.93 794.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 843.27 768.63 74.64 8.9% 30.17 3.6% 89% True False
10 851.93 768.63 83.30 10.0% 29.15 3.5% 80% False False
20 902.68 768.63 134.05 16.0% 24.66 3.0% 50% False False
40 965.00 768.63 196.37 23.5% 22.54 2.7% 34% False False
60 965.00 768.63 196.37 23.5% 25.54 3.1% 34% False False
80 1,023.33 768.63 254.70 30.5% 25.75 3.1% 26% False False
100 1,097.10 768.63 328.47 39.3% 24.11 2.9% 20% False False
120 1,108.46 768.63 339.83 40.7% 22.96 2.7% 20% 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 5.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,001.46
2.618 940.71
1.618 903.49
1.000 880.49
0.618 866.27
HIGH 843.27
0.618 829.05
0.500 824.66
0.382 820.27
LOW 806.05
0.618 783.05
1.000 768.83
1.618 745.83
2.618 708.61
4.250 647.87
Fisher Pivots for day following 11-Oct-2002
Pivot 1 day 3 day
R1 831.77 825.53
PP 828.21 815.74
S1 824.66 805.95

Download as Excel Spreadsheet

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

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