S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-2002
Day Change Summary
Previous Current
15-Nov-2002 18-Nov-2002 Change Change % Previous Week
Open 901.87 909.84 7.97 0.9% 894.09
High 910.21 915.91 5.70 0.6% 910.21
Low 895.35 899.48 4.13 0.5% 872.05
Close 909.83 900.36 -9.47 -1.0% 909.83
Range 14.86 16.43 1.57 10.6% 38.16
ATR 21.35 21.00 -0.35 -1.6% 0.00
Volume
Daily Pivots for day following 18-Nov-2002
Classic Woodie Camarilla DeMark
R4 954.54 943.88 909.40
R3 938.11 927.45 904.88
R2 921.68 921.68 903.37
R1 911.02 911.02 901.87 908.14
PP 905.25 905.25 905.25 903.81
S1 894.59 894.59 898.85 891.71
S2 888.82 888.82 897.35
S3 872.39 878.16 895.84
S4 855.96 861.73 891.32
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
5 915.91 872.05 43.86 4.9% 17.13 1.9% 65% True False
10 925.66 872.05 53.61 6.0% 17.97 2.0% 53% False False
20 925.66 867.91 57.75 6.4% 19.24 2.1% 56% False False
40 925.66 768.63 157.03 17.4% 22.52 2.5% 84% False False
60 955.82 768.63 187.19 20.8% 21.72 2.4% 70% False False
80 965.00 768.63 196.37 21.8% 22.82 2.5% 67% False False
100 1,001.79 768.63 233.16 25.9% 24.31 2.7% 56% False False
120 1,079.93 768.63 311.30 34.6% 23.80 2.6% 42% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 985.74
2.618 958.92
1.618 942.49
1.000 932.34
0.618 926.06
HIGH 915.91
0.618 909.63
0.500 907.70
0.382 905.76
LOW 899.48
0.618 889.33
1.000 883.05
1.618 872.90
2.618 856.47
4.250 829.65
Fisher Pivots for day following 18-Nov-2002
Pivot 1 day 3 day
R1 907.70 901.60
PP 905.25 901.19
S1 902.81 900.77

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

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