S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-2002
Day Change Summary
Previous Current
25-Oct-2002 28-Oct-2002 Change Change % Previous Week
Open 882.48 900.82 18.34 2.1% 882.07
High 897.71 907.44 9.73 1.1% 902.94
Low 877.03 886.15 9.12 1.0% 873.06
Close 897.65 890.23 -7.42 -0.8% 897.65
Range 20.68 21.29 0.61 2.9% 29.88
ATR 24.75 24.50 -0.25 -1.0% 0.00
Volume
Daily Pivots for day following 28-Oct-2002
Classic Woodie Camarilla DeMark
R4 958.48 945.64 901.94
R3 937.19 924.35 896.08
R2 915.90 915.90 894.13
R1 903.06 903.06 892.18 898.84
PP 894.61 894.61 894.61 892.49
S1 881.77 881.77 888.28 877.55
S2 873.32 873.32 886.33
S3 852.03 860.48 884.38
S4 830.74 839.19 878.52
Weekly Pivots for week ending 25-Oct-2002
Classic Woodie Camarilla DeMark
R4 980.86 969.13 914.08
R3 950.98 939.25 905.87
R2 921.10 921.10 903.13
R1 909.37 909.37 900.39 915.24
PP 891.22 891.22 891.22 894.15
S1 879.49 879.49 894.91 885.36
S2 861.34 861.34 892.17
S3 831.46 849.61 889.43
S4 801.58 819.73 881.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 907.44 873.82 33.62 3.8% 20.46 2.3% 49% True False
10 907.44 847.62 59.82 6.7% 22.59 2.5% 71% True False
20 907.44 768.63 138.81 15.6% 25.39 2.9% 88% True False
40 924.02 768.63 155.39 17.5% 22.91 2.6% 78% False False
60 965.00 768.63 196.37 22.1% 23.22 2.6% 62% False False
80 993.56 768.63 224.93 25.3% 25.41 2.9% 54% False False
100 1,040.83 768.63 272.20 30.6% 24.80 2.8% 45% False False
120 1,106.59 768.63 337.96 38.0% 23.34 2.6% 36% 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 True
Bear Hook False
Bull Hook False
Stretch 4.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 997.92
2.618 963.18
1.618 941.89
1.000 928.73
0.618 920.60
HIGH 907.44
0.618 899.31
0.500 896.80
0.382 894.28
LOW 886.15
0.618 872.99
1.000 864.86
1.618 851.70
2.618 830.41
4.250 795.67
Fisher Pivots for day following 28-Oct-2002
Pivot 1 day 3 day
R1 896.80 892.24
PP 894.61 891.57
S1 892.42 890.90

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

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