S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Nov-2002
Day Change Summary
Previous Current
31-Oct-2002 01-Nov-2002 Change Change % Previous Week
Open 891.10 884.33 -6.77 -0.8% 900.82
High 898.83 903.42 4.59 0.5% 907.44
Low 879.75 877.71 -2.04 -0.2% 867.91
Close 885.76 900.96 15.20 1.7% 900.96
Range 19.08 25.71 6.63 34.7% 39.53
ATR 23.45 23.61 0.16 0.7% 0.00
Volume
Daily Pivots for day following 01-Nov-2002
Classic Woodie Camarilla DeMark
R4 971.16 961.77 915.10
R3 945.45 936.06 908.03
R2 919.74 919.74 905.67
R1 910.35 910.35 903.32 915.05
PP 894.03 894.03 894.03 896.38
S1 884.64 884.64 898.60 889.34
S2 868.32 868.32 896.25
S3 842.61 858.93 893.89
S4 816.90 833.22 886.82
Weekly Pivots for week ending 01-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,010.69 995.36 922.70
R3 971.16 955.83 911.83
R2 931.63 931.63 908.21
R1 916.30 916.30 904.58 923.97
PP 892.10 892.10 892.10 895.94
S1 876.77 876.77 897.34 884.44
S2 852.57 852.57 893.71
S3 813.04 837.24 890.09
S4 773.51 797.71 879.22
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% 20.98 2.3% 84% False False
10 907.44 867.91 39.53 4.4% 21.35 2.4% 84% False False
20 907.44 768.63 138.81 15.4% 23.82 2.6% 95% False False
40 924.02 768.63 155.39 17.2% 22.68 2.5% 85% False False
60 965.00 768.63 196.37 21.8% 22.56 2.5% 67% False False
80 965.00 768.63 196.37 21.8% 25.04 2.8% 67% False False
100 1,040.83 768.63 272.20 30.2% 24.85 2.8% 49% False False
120 1,106.59 768.63 337.96 37.5% 23.38 2.6% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.27
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,012.69
2.618 970.73
1.618 945.02
1.000 929.13
0.618 919.31
HIGH 903.42
0.618 893.60
0.500 890.57
0.382 887.53
LOW 877.71
0.618 861.82
1.000 852.00
1.618 836.11
2.618 810.40
4.250 768.44
Fisher Pivots for day following 01-Nov-2002
Pivot 1 day 3 day
R1 897.50 897.50
PP 894.03 894.03
S1 890.57 890.57

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

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