S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Oct-2002
Day Change Summary
Previous Current
17-Oct-2002 18-Oct-2002 Change Change % Previous Week
Open 862.22 879.05 16.83 2.0% 833.86
High 885.35 886.68 1.33 0.2% 886.68
Low 862.22 866.58 4.36 0.5% 828.37
Close 879.20 884.39 5.19 0.6% 884.39
Range 23.13 20.10 -3.03 -13.1% 58.31
ATR 26.30 25.86 -0.44 -1.7% 0.00
Volume
Daily Pivots for day following 18-Oct-2002
Classic Woodie Camarilla DeMark
R4 939.52 932.05 895.45
R3 919.42 911.95 889.92
R2 899.32 899.32 888.08
R1 891.85 891.85 886.23 895.59
PP 879.22 879.22 879.22 881.08
S1 871.75 871.75 882.55 875.49
S2 859.12 859.12 880.71
S3 839.02 851.65 878.86
S4 818.92 831.55 873.34
Weekly Pivots for week ending 18-Oct-2002
Classic Woodie Camarilla DeMark
R4 1,041.41 1,021.21 916.46
R3 983.10 962.90 900.43
R2 924.79 924.79 895.08
R1 904.59 904.59 889.74 914.69
PP 866.48 866.48 866.48 871.53
S1 846.28 846.28 879.04 856.38
S2 808.17 808.17 873.70
S3 749.86 787.97 868.35
S4 691.55 729.66 852.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 886.68 828.37 58.31 6.6% 22.40 2.5% 96% True False
10 886.68 768.63 118.05 13.3% 26.28 3.0% 98% True False
20 886.68 768.63 118.05 13.3% 25.33 2.9% 98% True False
40 960.59 768.63 191.96 21.7% 22.86 2.6% 60% False False
60 965.00 768.63 196.37 22.2% 23.83 2.7% 59% False False
80 1,001.79 768.63 233.16 26.4% 25.57 2.9% 50% False False
100 1,079.93 768.63 311.30 35.2% 24.59 2.8% 37% False False
120 1,106.59 768.63 337.96 38.2% 23.23 2.6% 34% 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 3.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 972.11
2.618 939.30
1.618 919.20
1.000 906.78
0.618 899.10
HIGH 886.68
0.618 879.00
0.500 876.63
0.382 874.26
LOW 866.58
0.618 854.16
1.000 846.48
1.618 834.06
2.618 813.96
4.250 781.16
Fisher Pivots for day following 18-Oct-2002
Pivot 1 day 3 day
R1 881.80 880.09
PP 879.22 875.78
S1 876.63 871.48

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

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