S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-2002
Day Change Summary
Previous Current
20-Nov-2002 21-Nov-2002 Change Change % Previous Week
Open 897.10 914.40 17.30 1.9% 894.09
High 915.01 935.13 20.12 2.2% 910.21
Low 894.93 914.40 19.47 2.2% 872.05
Close 914.15 933.76 19.61 2.1% 909.83
Range 20.08 20.73 0.65 3.2% 38.16
ATR 20.36 20.41 0.04 0.2% 0.00
Volume
Daily Pivots for day following 21-Nov-2002
Classic Woodie Camarilla DeMark
R4 989.95 982.59 945.16
R3 969.22 961.86 939.46
R2 948.49 948.49 937.56
R1 941.13 941.13 935.66 944.81
PP 927.76 927.76 927.76 929.61
S1 920.40 920.40 931.86 924.08
S2 907.03 907.03 929.96
S3 886.30 899.67 928.06
S4 865.57 878.94 922.36
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
5 935.13 893.09 42.04 4.5% 16.89 1.8% 97% True False
10 935.13 872.05 63.08 6.8% 17.68 1.9% 98% True False
20 935.13 867.91 67.22 7.2% 18.88 2.0% 98% True False
40 935.13 768.63 166.50 17.8% 22.43 2.4% 99% True False
60 935.13 768.63 166.50 17.8% 21.52 2.3% 99% True False
80 965.00 768.63 196.37 21.0% 22.35 2.4% 84% False False
100 993.56 768.63 224.93 24.1% 24.21 2.6% 73% False False
120 1,050.11 768.63 281.48 30.1% 23.74 2.5% 59% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.88
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,023.23
2.618 989.40
1.618 968.67
1.000 955.86
0.618 947.94
HIGH 935.13
0.618 927.21
0.500 924.77
0.382 922.32
LOW 914.40
0.618 901.59
1.000 893.67
1.618 880.86
2.618 860.13
4.250 826.30
Fisher Pivots for day following 21-Nov-2002
Pivot 1 day 3 day
R1 930.76 927.21
PP 927.76 920.66
S1 924.77 914.11

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

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