S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-2002
Day Change Summary
Previous Current
11-Nov-2002 12-Nov-2002 Change Change % Previous Week
Open 894.09 877.39 -16.70 -1.9% 905.57
High 894.09 894.30 0.21 0.0% 925.66
Low 874.63 877.39 2.76 0.3% 891.62
Close 876.19 882.95 6.76 0.8% 894.74
Range 19.46 16.91 -2.55 -13.1% 34.04
ATR 22.27 21.97 -0.30 -1.3% 0.00
Volume
Daily Pivots for day following 12-Nov-2002
Classic Woodie Camarilla DeMark
R4 935.61 926.19 892.25
R3 918.70 909.28 887.60
R2 901.79 901.79 886.05
R1 892.37 892.37 884.50 897.08
PP 884.88 884.88 884.88 887.24
S1 875.46 875.46 881.40 880.17
S2 867.97 867.97 879.85
S3 851.06 858.55 878.30
S4 834.15 841.64 873.65
Weekly Pivots for week ending 08-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,006.13 984.47 913.46
R3 972.09 950.43 904.10
R2 938.05 938.05 900.98
R1 916.39 916.39 897.86 910.20
PP 904.01 904.01 904.01 900.91
S1 882.35 882.35 891.62 876.16
S2 869.97 869.97 888.50
S3 835.93 848.31 885.38
S4 801.89 814.27 876.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 925.66 874.63 51.03 5.8% 20.01 2.3% 16% False False
10 925.66 874.63 51.03 5.8% 19.10 2.2% 16% False False
20 925.66 856.28 69.38 7.9% 20.30 2.3% 38% False False
40 925.66 768.63 157.03 17.8% 22.64 2.6% 73% False False
60 965.00 768.63 196.37 22.2% 21.90 2.5% 58% False False
80 965.00 768.63 196.37 22.2% 23.89 2.7% 58% False False
100 1,005.88 768.63 237.25 26.9% 24.77 2.8% 48% False False
120 1,095.99 768.63 327.36 37.1% 23.66 2.7% 35% 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 False
Bear Hook False
Bull Hook False
Stretch 3.74
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 966.17
2.618 938.57
1.618 921.66
1.000 911.21
0.618 904.75
HIGH 894.30
0.618 887.84
0.500 885.85
0.382 883.85
LOW 877.39
0.618 866.94
1.000 860.48
1.618 850.03
2.618 833.12
4.250 805.52
Fisher Pivots for day following 12-Nov-2002
Pivot 1 day 3 day
R1 885.85 892.37
PP 884.88 889.23
S1 883.92 886.09

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

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