S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Nov-2002
Day Change Summary
Previous Current
14-Nov-2002 15-Nov-2002 Change Change % Previous Week
Open 887.29 901.87 14.58 1.6% 894.09
High 904.27 910.21 5.94 0.7% 910.21
Low 887.29 895.35 8.06 0.9% 872.05
Close 904.27 909.83 5.56 0.6% 909.83
Range 16.98 14.86 -2.12 -12.5% 38.16
ATR 21.85 21.35 -0.50 -2.3% 0.00
Volume
Daily Pivots for day following 15-Nov-2002
Classic Woodie Camarilla DeMark
R4 949.71 944.63 918.00
R3 934.85 929.77 913.92
R2 919.99 919.99 912.55
R1 914.91 914.91 911.19 917.45
PP 905.13 905.13 905.13 906.40
S1 900.05 900.05 908.47 902.59
S2 890.27 890.27 907.11
S3 875.41 885.19 905.74
S4 860.55 870.33 901.66
Weekly Pivots for week ending 15-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,011.84 999.00 930.82
R3 973.68 960.84 920.32
R2 935.52 935.52 916.83
R1 922.68 922.68 913.33 929.10
PP 897.36 897.36 897.36 900.58
S1 884.52 884.52 906.33 890.94
S2 859.20 859.20 902.83
S3 821.04 846.36 899.34
S4 782.88 808.20 888.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 910.21 872.05 38.16 4.2% 17.73 1.9% 99% True False
10 925.66 872.05 53.61 5.9% 18.24 2.0% 70% False False
20 925.66 867.91 57.75 6.3% 19.80 2.2% 73% False False
40 925.66 768.63 157.03 17.3% 22.56 2.5% 90% False False
60 960.59 768.63 191.96 21.1% 21.84 2.4% 74% False False
80 965.00 768.63 196.37 21.6% 22.82 2.5% 72% False False
100 1,001.79 768.63 233.16 25.6% 24.41 2.7% 61% False False
120 1,079.93 768.63 311.30 34.2% 23.79 2.6% 45% 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 3.56
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 973.37
2.618 949.11
1.618 934.25
1.000 925.07
0.618 919.39
HIGH 910.21
0.618 904.53
0.500 902.78
0.382 901.03
LOW 895.35
0.618 886.17
1.000 880.49
1.618 871.31
2.618 856.45
4.250 832.20
Fisher Pivots for day following 15-Nov-2002
Pivot 1 day 3 day
R1 907.48 903.60
PP 905.13 897.36
S1 902.78 891.13

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

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