S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Nov-2002
Day Change Summary
Previous Current
04-Nov-2002 05-Nov-2002 Change Change % Previous Week
Open 905.57 906.79 1.22 0.1% 900.82
High 924.58 915.83 -8.75 -0.9% 907.44
Low 905.45 904.91 -0.54 -0.1% 867.91
Close 908.35 915.39 7.04 0.8% 900.96
Range 19.13 10.92 -8.21 -42.9% 39.53
ATR 23.61 22.70 -0.91 -3.8% 0.00
Volume
Daily Pivots for day following 05-Nov-2002
Classic Woodie Camarilla DeMark
R4 944.80 941.02 921.40
R3 933.88 930.10 918.39
R2 922.96 922.96 917.39
R1 919.18 919.18 916.39 921.07
PP 912.04 912.04 912.04 912.99
S1 908.26 908.26 914.39 910.15
S2 901.12 901.12 913.39
S3 890.20 897.34 912.39
S4 879.28 886.42 909.38
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
5 924.58 877.71 46.87 5.1% 18.19 2.0% 80% False False
10 924.58 867.91 56.67 6.2% 20.19 2.2% 84% False False
20 924.58 768.63 155.95 17.0% 22.59 2.5% 94% False False
40 924.58 768.63 155.95 17.0% 22.59 2.5% 94% False False
60 965.00 768.63 196.37 21.5% 22.41 2.4% 75% False False
80 965.00 768.63 196.37 21.5% 24.60 2.7% 75% False False
100 1,040.83 768.63 272.20 29.7% 24.72 2.7% 54% False False
120 1,106.59 768.63 337.96 36.9% 23.42 2.6% 43% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.57
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 962.24
2.618 944.42
1.618 933.50
1.000 926.75
0.618 922.58
HIGH 915.83
0.618 911.66
0.500 910.37
0.382 909.08
LOW 904.91
0.618 898.16
1.000 893.99
1.618 887.24
2.618 876.32
4.250 858.50
Fisher Pivots for day following 05-Nov-2002
Pivot 1 day 3 day
R1 913.72 910.64
PP 912.04 905.89
S1 910.37 901.15

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

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