S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Dec-2002
Day Change Summary
Previous Current
03-Dec-2002 04-Dec-2002 Change Change % Previous Week
Open 932.89 917.51 -15.38 -1.6% 930.69
High 932.89 925.25 -7.64 -0.8% 941.82
Low 918.73 909.51 -9.22 -1.0% 912.10
Close 920.75 917.58 -3.17 -0.3% 936.31
Range 14.16 15.74 1.58 11.2% 29.72
ATR 19.16 18.92 -0.24 -1.3% 0.00
Volume
Daily Pivots for day following 04-Dec-2002
Classic Woodie Camarilla DeMark
R4 964.67 956.86 926.24
R3 948.93 941.12 921.91
R2 933.19 933.19 920.47
R1 925.38 925.38 919.02 929.29
PP 917.45 917.45 917.45 919.40
S1 909.64 909.64 916.14 913.55
S2 901.71 901.71 914.69
S3 885.97 893.90 913.25
S4 870.23 878.16 908.92
Weekly Pivots for week ending 29-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,019.24 1,007.49 952.66
R3 989.52 977.77 944.48
R2 959.80 959.80 941.76
R1 948.05 948.05 939.03 953.93
PP 930.08 930.08 930.08 933.01
S1 918.33 918.33 933.59 924.21
S2 900.36 900.36 930.86
S3 870.64 888.61 928.14
S4 840.92 858.89 919.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 954.28 909.51 44.77 4.9% 17.15 1.9% 18% False True
10 954.28 894.93 59.35 6.5% 16.71 1.8% 38% False False
20 954.28 872.05 82.23 9.0% 17.41 1.9% 55% False False
40 954.28 768.63 185.65 20.2% 20.00 2.2% 80% False False
60 954.28 768.63 185.65 20.2% 20.86 2.3% 80% False False
80 965.00 768.63 196.37 21.4% 21.16 2.3% 76% False False
100 965.00 768.63 196.37 21.4% 23.16 2.5% 76% False False
120 1,040.83 768.63 272.20 29.7% 23.50 2.6% 55% 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 3.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 992.15
2.618 966.46
1.618 950.72
1.000 940.99
0.618 934.98
HIGH 925.25
0.618 919.24
0.500 917.38
0.382 915.52
LOW 909.51
0.618 899.78
1.000 893.77
1.618 884.04
2.618 868.30
4.250 842.62
Fisher Pivots for day following 04-Dec-2002
Pivot 1 day 3 day
R1 917.51 931.90
PP 917.45 927.12
S1 917.38 922.35

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

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