S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Nov-2002
Day Change Summary
Previous Current
13-Nov-2002 14-Nov-2002 Change Change % Previous Week
Open 882.06 887.29 5.23 0.6% 905.57
High 892.51 904.27 11.76 1.3% 925.66
Low 872.05 887.29 15.24 1.7% 891.62
Close 882.53 904.27 21.74 2.5% 894.74
Range 20.46 16.98 -3.48 -17.0% 34.04
ATR 21.86 21.85 -0.01 0.0% 0.00
Volume
Daily Pivots for day following 14-Nov-2002
Classic Woodie Camarilla DeMark
R4 949.55 943.89 913.61
R3 932.57 926.91 908.94
R2 915.59 915.59 907.38
R1 909.93 909.93 905.83 912.76
PP 898.61 898.61 898.61 900.03
S1 892.95 892.95 902.71 895.78
S2 881.63 881.63 901.16
S3 864.65 875.97 899.60
S4 847.67 858.99 894.93
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
5 910.11 872.05 38.06 4.2% 18.46 2.0% 85% False False
10 925.66 872.05 53.61 5.9% 19.32 2.1% 60% False False
20 925.66 866.58 59.08 6.5% 20.06 2.2% 64% False False
40 925.66 768.63 157.03 17.4% 22.45 2.5% 86% False False
60 965.00 768.63 196.37 21.7% 21.90 2.4% 69% False False
80 965.00 768.63 196.37 21.7% 23.11 2.6% 69% False False
100 1,001.79 768.63 233.16 25.8% 24.51 2.7% 58% False False
120 1,079.93 768.63 311.30 34.4% 23.73 2.6% 44% 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 3.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 976.44
2.618 948.72
1.618 931.74
1.000 921.25
0.618 914.76
HIGH 904.27
0.618 897.78
0.500 895.78
0.382 893.78
LOW 887.29
0.618 876.80
1.000 870.31
1.618 859.82
2.618 842.84
4.250 815.13
Fisher Pivots for day following 14-Nov-2002
Pivot 1 day 3 day
R1 901.44 898.90
PP 898.61 893.53
S1 895.78 888.16

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

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