S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-2002
Day Change Summary
Previous Current
12-Nov-2002 13-Nov-2002 Change Change % Previous Week
Open 877.39 882.06 4.67 0.5% 905.57
High 894.30 892.51 -1.79 -0.2% 925.66
Low 877.39 872.05 -5.34 -0.6% 891.62
Close 882.95 882.53 -0.42 0.0% 894.74
Range 16.91 20.46 3.55 21.0% 34.04
ATR 21.97 21.86 -0.11 -0.5% 0.00
Volume
Daily Pivots for day following 13-Nov-2002
Classic Woodie Camarilla DeMark
R4 943.74 933.60 893.78
R3 923.28 913.14 888.16
R2 902.82 902.82 886.28
R1 892.68 892.68 884.41 897.75
PP 882.36 882.36 882.36 884.90
S1 872.22 872.22 880.65 877.29
S2 861.90 861.90 878.78
S3 841.44 851.76 876.90
S4 820.98 831.30 871.28
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
5 923.19 872.05 51.14 5.8% 19.97 2.3% 20% False True
10 925.66 872.05 53.61 6.1% 19.53 2.2% 20% False True
20 925.66 862.22 63.44 7.2% 20.36 2.3% 32% False False
40 925.66 768.63 157.03 17.8% 22.62 2.6% 73% False False
60 965.00 768.63 196.37 22.3% 21.96 2.5% 58% False False
80 965.00 768.63 196.37 22.3% 23.75 2.7% 58% False False
100 1,005.88 768.63 237.25 26.9% 24.66 2.8% 48% False False
120 1,085.98 768.63 317.35 36.0% 23.72 2.7% 36% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 979.47
2.618 946.07
1.618 925.61
1.000 912.97
0.618 905.15
HIGH 892.51
0.618 884.69
0.500 882.28
0.382 879.87
LOW 872.05
0.618 859.41
1.000 851.59
1.618 838.95
2.618 818.49
4.250 785.10
Fisher Pivots for day following 13-Nov-2002
Pivot 1 day 3 day
R1 882.45 883.18
PP 882.36 882.96
S1 882.28 882.75

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

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