S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-2002
Day Change Summary
Previous Current
25-Nov-2002 26-Nov-2002 Change Change % Previous Week
Open 930.69 929.95 -0.74 -0.1% 909.84
High 937.15 929.95 -7.20 -0.8% 937.28
Low 923.31 912.10 -11.21 -1.2% 893.09
Close 932.87 913.31 -19.56 -2.1% 930.55
Range 13.84 17.85 4.01 29.0% 44.19
ATR 19.17 19.29 0.11 0.6% 0.00
Volume
Daily Pivots for day following 26-Nov-2002
Classic Woodie Camarilla DeMark
R4 972.00 960.51 923.13
R3 954.15 942.66 918.22
R2 936.30 936.30 916.58
R1 924.81 924.81 914.95 921.63
PP 918.45 918.45 918.45 916.87
S1 906.96 906.96 911.67 903.78
S2 900.60 900.60 910.04
S3 882.75 889.11 908.40
S4 864.90 871.26 903.49
Weekly Pivots for week ending 22-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,052.88 1,035.90 954.85
R3 1,008.69 991.71 942.70
R2 964.50 964.50 938.65
R1 947.52 947.52 934.60 956.01
PP 920.31 920.31 920.31 924.55
S1 903.33 903.33 926.50 911.82
S2 876.12 876.12 922.45
S3 831.93 859.14 918.40
S4 787.74 814.95 906.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937.28 894.93 42.35 4.6% 16.27 1.8% 43% False False
10 937.28 872.05 65.23 7.1% 16.25 1.8% 63% False False
20 937.28 872.05 65.23 7.1% 17.67 1.9% 63% False False
40 937.28 768.63 168.65 18.5% 21.22 2.3% 86% False False
60 937.28 768.63 168.65 18.5% 20.93 2.3% 86% False False
80 965.00 768.63 196.37 21.5% 21.74 2.4% 74% False False
100 979.63 768.63 211.00 23.1% 23.88 2.6% 69% False False
120 1,040.83 768.63 272.20 29.8% 23.63 2.6% 53% 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 4.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,005.81
2.618 976.68
1.618 958.83
1.000 947.80
0.618 940.98
HIGH 929.95
0.618 923.13
0.500 921.03
0.382 918.92
LOW 912.10
0.618 901.07
1.000 894.25
1.618 883.22
2.618 865.37
4.250 836.24
Fisher Pivots for day following 26-Nov-2002
Pivot 1 day 3 day
R1 921.03 924.69
PP 918.45 920.90
S1 915.88 917.10

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

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