S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Oct-2002
Day Change Summary
Previous Current
16-Oct-2002 17-Oct-2002 Change Change % Previous Week
Open 875.37 862.22 -13.15 -1.5% 799.98
High 875.37 885.35 9.98 1.1% 843.27
Low 856.28 862.22 5.94 0.7% 768.63
Close 860.02 879.20 19.18 2.2% 835.32
Range 19.09 23.13 4.04 21.2% 74.64
ATR 26.37 26.30 -0.07 -0.3% 0.00
Volume
Daily Pivots for day following 17-Oct-2002
Classic Woodie Camarilla DeMark
R4 944.98 935.22 891.92
R3 921.85 912.09 885.56
R2 898.72 898.72 883.44
R1 888.96 888.96 881.32 893.84
PP 875.59 875.59 875.59 878.03
S1 865.83 865.83 877.08 870.71
S2 852.46 852.46 874.96
S3 829.33 842.70 872.84
S4 806.20 819.57 866.48
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
5 885.35 806.05 79.30 9.0% 25.82 2.9% 92% True False
10 885.35 768.63 116.72 13.3% 27.45 3.1% 95% True False
20 885.35 768.63 116.72 13.3% 24.84 2.8% 95% True False
40 965.00 768.63 196.37 22.3% 22.82 2.6% 56% False False
60 965.00 768.63 196.37 22.3% 24.13 2.7% 56% False False
80 1,001.79 768.63 233.16 26.5% 25.62 2.9% 47% False False
100 1,079.93 768.63 311.30 35.4% 24.46 2.8% 36% False False
120 1,106.59 768.63 337.96 38.4% 23.22 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 3.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983.65
2.618 945.90
1.618 922.77
1.000 908.48
0.618 899.64
HIGH 885.35
0.618 876.51
0.500 873.79
0.382 871.06
LOW 862.22
0.618 847.93
1.000 839.09
1.618 824.80
2.618 801.67
4.250 763.92
Fisher Pivots for day following 17-Oct-2002
Pivot 1 day 3 day
R1 877.40 874.96
PP 875.59 870.72
S1 873.79 866.49

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

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