S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-2002
Day Change Summary
Previous Current
21-Oct-2002 22-Oct-2002 Change Change % Previous Week
Open 882.07 896.45 14.38 1.6% 833.86
High 900.69 896.45 -4.24 -0.5% 886.68
Low 873.06 882.40 9.34 1.1% 828.37
Close 899.72 890.16 -9.56 -1.1% 884.39
Range 27.63 14.05 -13.58 -49.1% 58.31
ATR 25.98 25.36 -0.62 -2.4% 0.00
Volume
Daily Pivots for day following 22-Oct-2002
Classic Woodie Camarilla DeMark
R4 931.82 925.04 897.89
R3 917.77 910.99 894.02
R2 903.72 903.72 892.74
R1 896.94 896.94 891.45 893.31
PP 889.67 889.67 889.67 887.85
S1 882.89 882.89 888.87 879.26
S2 875.62 875.62 887.58
S3 861.57 868.84 886.30
S4 847.52 854.79 882.43
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
5 900.69 856.28 44.41 5.0% 20.80 2.3% 76% False False
10 900.69 768.63 132.06 14.8% 24.99 2.8% 92% False False
20 900.69 768.63 132.06 14.8% 25.72 2.9% 92% False False
40 955.82 768.63 187.19 21.0% 22.81 2.6% 65% False False
60 965.00 768.63 196.37 22.1% 23.52 2.6% 62% False False
80 994.46 768.63 225.83 25.4% 25.59 2.9% 54% False False
100 1,070.74 768.63 302.11 33.9% 24.72 2.8% 40% False False
120 1,106.59 768.63 337.96 38.0% 23.28 2.6% 36% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.06
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 956.16
2.618 933.23
1.618 919.18
1.000 910.50
0.618 905.13
HIGH 896.45
0.618 891.08
0.500 889.43
0.382 887.77
LOW 882.40
0.618 873.72
1.000 868.35
1.618 859.67
2.618 845.62
4.250 822.69
Fisher Pivots for day following 22-Oct-2002
Pivot 1 day 3 day
R1 889.92 887.99
PP 889.67 885.81
S1 889.43 883.64

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

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