S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Oct-2002
Day Change Summary
Previous Current
14-Oct-2002 15-Oct-2002 Change Change % Previous Week
Open 833.86 847.62 13.76 1.7% 799.98
High 844.39 881.27 36.88 4.4% 843.27
Low 828.37 847.62 19.25 2.3% 768.63
Close 841.44 881.27 39.83 4.7% 835.32
Range 16.02 33.65 17.63 110.0% 74.64
ATR 25.45 26.48 1.03 4.0% 0.00
Volume
Daily Pivots for day following 15-Oct-2002
Classic Woodie Camarilla DeMark
R4 971.00 959.79 899.78
R3 937.35 926.14 890.52
R2 903.70 903.70 887.44
R1 892.49 892.49 884.35 898.10
PP 870.05 870.05 870.05 872.86
S1 858.84 858.84 878.19 864.45
S2 836.40 836.40 875.10
S3 802.75 825.19 872.02
S4 769.10 791.54 862.76
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
5 881.27 768.63 112.64 12.8% 29.18 3.3% 100% True False
10 881.27 768.63 112.64 12.8% 28.05 3.2% 100% True False
20 881.27 768.63 112.64 12.8% 24.98 2.8% 100% True False
40 965.00 768.63 196.37 22.3% 22.70 2.6% 57% False False
60 965.00 768.63 196.37 22.3% 25.09 2.8% 57% False False
80 1,005.88 768.63 237.25 26.9% 25.88 2.9% 47% False False
100 1,095.99 768.63 327.36 37.1% 24.34 2.8% 34% False False
120 1,106.59 768.63 337.96 38.3% 23.16 2.6% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,024.28
2.618 969.37
1.618 935.72
1.000 914.92
0.618 902.07
HIGH 881.27
0.618 868.42
0.500 864.45
0.382 860.47
LOW 847.62
0.618 826.82
1.000 813.97
1.618 793.17
2.618 759.52
4.250 704.61
Fisher Pivots for day following 15-Oct-2002
Pivot 1 day 3 day
R1 875.66 868.73
PP 870.05 856.20
S1 864.45 843.66

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

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