S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Nov-2002
Day Change Summary
Previous Current
01-Nov-2002 04-Nov-2002 Change Change % Previous Week
Open 884.33 905.57 21.24 2.4% 900.82
High 903.42 924.58 21.16 2.3% 907.44
Low 877.71 905.45 27.74 3.2% 867.91
Close 900.96 908.35 7.39 0.8% 900.96
Range 25.71 19.13 -6.58 -25.6% 39.53
ATR 23.61 23.61 0.00 0.0% 0.00
Volume
Daily Pivots for day following 04-Nov-2002
Classic Woodie Camarilla DeMark
R4 970.18 958.40 918.87
R3 951.05 939.27 913.61
R2 931.92 931.92 911.86
R1 920.14 920.14 910.10 926.03
PP 912.79 912.79 912.79 915.74
S1 901.01 901.01 906.60 906.90
S2 893.66 893.66 904.84
S3 874.53 881.88 903.09
S4 855.40 862.75 897.83
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
5 924.58 867.91 56.67 6.2% 20.55 2.3% 71% True False
10 924.58 867.91 56.67 6.2% 20.50 2.3% 71% True False
20 924.58 768.63 155.95 17.2% 23.51 2.6% 90% True False
40 924.58 768.63 155.95 17.2% 22.55 2.5% 90% True False
60 965.00 768.63 196.37 21.6% 22.49 2.5% 71% False False
80 965.00 768.63 196.37 21.6% 25.02 2.8% 71% False False
100 1,040.83 768.63 272.20 30.0% 24.89 2.7% 51% False False
120 1,106.59 768.63 337.96 37.2% 23.41 2.6% 41% 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 4.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.88
2.618 974.66
1.618 955.53
1.000 943.71
0.618 936.40
HIGH 924.58
0.618 917.27
0.500 915.02
0.382 912.76
LOW 905.45
0.618 893.63
1.000 886.32
1.618 874.50
2.618 855.37
4.250 824.15
Fisher Pivots for day following 04-Nov-2002
Pivot 1 day 3 day
R1 915.02 905.95
PP 912.79 903.55
S1 910.57 901.15

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

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