S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-2002
Day Change Summary
Previous Current
05-Nov-2002 06-Nov-2002 Change Change % Previous Week
Open 906.79 916.51 9.72 1.1% 900.82
High 915.83 925.66 9.83 1.1% 907.44
Low 904.91 905.00 0.09 0.0% 867.91
Close 915.39 923.76 8.37 0.9% 900.96
Range 10.92 20.66 9.74 89.2% 39.53
ATR 22.70 22.56 -0.15 -0.6% 0.00
Volume
Daily Pivots for day following 06-Nov-2002
Classic Woodie Camarilla DeMark
R4 980.12 972.60 935.12
R3 959.46 951.94 929.44
R2 938.80 938.80 927.55
R1 931.28 931.28 925.65 935.04
PP 918.14 918.14 918.14 920.02
S1 910.62 910.62 921.87 914.38
S2 897.48 897.48 919.97
S3 876.82 889.96 918.08
S4 856.16 869.30 912.40
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
5 925.66 877.71 47.95 5.2% 19.10 2.1% 96% True False
10 925.66 867.91 57.75 6.3% 20.02 2.2% 97% True False
20 925.66 768.63 157.03 17.0% 22.57 2.4% 99% True False
40 925.66 768.63 157.03 17.0% 22.71 2.5% 99% True False
60 965.00 768.63 196.37 21.3% 22.28 2.4% 79% False False
80 965.00 768.63 196.37 21.3% 24.59 2.7% 79% False False
100 1,040.83 768.63 272.20 29.5% 24.66 2.7% 57% False False
120 1,104.10 768.63 335.47 36.3% 23.51 2.5% 46% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,013.47
2.618 979.75
1.618 959.09
1.000 946.32
0.618 938.43
HIGH 925.66
0.618 917.77
0.500 915.33
0.382 912.89
LOW 905.00
0.618 892.23
1.000 884.34
1.618 871.57
2.618 850.91
4.250 817.20
Fisher Pivots for day following 06-Nov-2002
Pivot 1 day 3 day
R1 920.95 920.94
PP 918.14 918.11
S1 915.33 915.29

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

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