S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-2002
Day Change Summary
Previous Current
11-Oct-2002 14-Oct-2002 Change Change % Previous Week
Open 806.05 833.86 27.81 3.5% 799.98
High 843.27 844.39 1.12 0.1% 843.27
Low 806.05 828.37 22.32 2.8% 768.63
Close 835.32 841.44 6.12 0.7% 835.32
Range 37.22 16.02 -21.20 -57.0% 74.64
ATR 26.18 25.45 -0.73 -2.8% 0.00
Volume
Daily Pivots for day following 14-Oct-2002
Classic Woodie Camarilla DeMark
R4 886.13 879.80 850.25
R3 870.11 863.78 845.85
R2 854.09 854.09 844.38
R1 847.76 847.76 842.91 850.93
PP 838.07 838.07 838.07 839.65
S1 831.74 831.74 839.97 834.91
S2 822.05 822.05 838.50
S3 806.03 815.72 837.03
S4 790.01 799.70 832.63
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
5 844.39 768.63 75.76 9.0% 28.32 3.4% 96% True False
10 851.93 768.63 83.30 9.9% 28.20 3.4% 87% False False
20 902.68 768.63 134.05 15.9% 24.81 2.9% 54% False False
40 965.00 768.63 196.37 23.3% 22.46 2.7% 37% False False
60 965.00 768.63 196.37 23.3% 25.21 3.0% 37% False False
80 1,005.89 768.63 237.26 28.2% 25.72 3.1% 31% False False
100 1,097.10 768.63 328.47 39.0% 24.17 2.9% 22% False False
120 1,106.59 768.63 337.96 40.2% 22.96 2.7% 22% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.65
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 912.48
2.618 886.33
1.618 870.31
1.000 860.41
0.618 854.29
HIGH 844.39
0.618 838.27
0.500 836.38
0.382 834.49
LOW 828.37
0.618 818.47
1.000 812.35
1.618 802.45
2.618 786.43
4.250 760.29
Fisher Pivots for day following 14-Oct-2002
Pivot 1 day 3 day
R1 839.75 829.80
PP 838.07 818.15
S1 836.38 806.51

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

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