S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-2002
Day Change Summary
Previous Current
29-Oct-2002 30-Oct-2002 Change Change % Previous Week
Open 889.88 883.13 -6.75 -0.8% 882.07
High 890.64 895.28 4.64 0.5% 902.94
Low 867.91 879.19 11.28 1.3% 873.06
Close 882.15 890.71 8.56 1.0% 897.65
Range 22.73 16.09 -6.64 -29.2% 29.88
ATR 24.37 23.78 -0.59 -2.4% 0.00
Volume
Daily Pivots for day following 30-Oct-2002
Classic Woodie Camarilla DeMark
R4 936.66 929.78 899.56
R3 920.57 913.69 895.13
R2 904.48 904.48 893.66
R1 897.60 897.60 892.18 901.04
PP 888.39 888.39 888.39 890.12
S1 881.51 881.51 889.24 884.95
S2 872.30 872.30 887.76
S3 856.21 865.42 886.29
S4 840.12 849.33 881.86
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
5 907.44 867.91 39.53 4.4% 20.95 2.4% 58% False False
10 907.44 862.22 45.22 5.1% 21.20 2.4% 63% False False
20 907.44 768.63 138.81 15.6% 24.31 2.7% 88% False False
40 924.02 768.63 155.39 17.4% 22.45 2.5% 79% False False
60 965.00 768.63 196.37 22.0% 22.74 2.6% 62% False False
80 965.00 768.63 196.37 22.0% 25.28 2.8% 62% False False
100 1,040.83 768.63 272.20 30.6% 24.85 2.8% 45% False False
120 1,106.59 768.63 337.96 37.9% 23.36 2.6% 36% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 4.60
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 963.66
2.618 937.40
1.618 921.31
1.000 911.37
0.618 905.22
HIGH 895.28
0.618 889.13
0.500 887.24
0.382 885.34
LOW 879.19
0.618 869.25
1.000 863.10
1.618 853.16
2.618 837.07
4.250 810.81
Fisher Pivots for day following 30-Oct-2002
Pivot 1 day 3 day
R1 889.55 889.70
PP 888.39 888.69
S1 887.24 887.68

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

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