S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-2002
Day Change Summary
Previous Current
18-Nov-2002 19-Nov-2002 Change Change % Previous Week
Open 909.84 899.37 -10.47 -1.2% 894.09
High 915.91 905.45 -10.46 -1.1% 910.21
Low 899.48 893.09 -6.39 -0.7% 872.05
Close 900.36 896.74 -3.62 -0.4% 909.83
Range 16.43 12.36 -4.07 -24.8% 38.16
ATR 21.00 20.39 -0.62 -2.9% 0.00
Volume
Daily Pivots for day following 19-Nov-2002
Classic Woodie Camarilla DeMark
R4 935.51 928.48 903.54
R3 923.15 916.12 900.14
R2 910.79 910.79 899.01
R1 903.76 903.76 897.87 901.10
PP 898.43 898.43 898.43 897.09
S1 891.40 891.40 895.61 888.74
S2 886.07 886.07 894.47
S3 873.71 879.04 893.34
S4 861.35 866.68 889.94
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% 16.22 1.8% 56% False False
10 925.66 872.05 53.61 6.0% 18.11 2.0% 46% False False
20 925.66 867.91 57.75 6.4% 19.15 2.1% 50% False False
40 925.66 768.63 157.03 17.5% 22.44 2.5% 82% False False
60 955.82 768.63 187.19 20.9% 21.59 2.4% 68% False False
80 965.00 768.63 196.37 21.9% 22.42 2.5% 65% False False
100 994.46 768.63 225.83 25.2% 24.30 2.7% 57% False False
120 1,070.74 768.63 302.11 33.7% 23.79 2.7% 42% 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 4.57
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 957.98
2.618 937.81
1.618 925.45
1.000 917.81
0.618 913.09
HIGH 905.45
0.618 900.73
0.500 899.27
0.382 897.81
LOW 893.09
0.618 885.45
1.000 880.73
1.618 873.09
2.618 860.73
4.250 840.56
Fisher Pivots for day following 19-Nov-2002
Pivot 1 day 3 day
R1 899.27 904.50
PP 898.43 901.91
S1 897.58 899.33

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

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