S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Dec-2002
Day Change Summary
Previous Current
05-Dec-2002 06-Dec-2002 Change Change % Previous Week
Open 919.59 903.90 -15.69 -1.7% 941.57
High 921.49 915.48 -6.01 -0.7% 954.28
Low 905.90 895.96 -9.94 -1.1% 895.96
Close 906.55 912.23 5.68 0.6% 912.23
Range 15.59 19.52 3.93 25.2% 58.32
ATR 18.68 18.74 0.06 0.3% 0.00
Volume
Daily Pivots for day following 06-Dec-2002
Classic Woodie Camarilla DeMark
R4 966.45 958.86 922.97
R3 946.93 939.34 917.60
R2 927.41 927.41 915.81
R1 919.82 919.82 914.02 923.62
PP 907.89 907.89 907.89 909.79
S1 900.30 900.30 910.44 904.10
S2 888.37 888.37 908.65
S3 868.85 880.78 906.86
S4 849.33 861.26 901.49
Weekly Pivots for week ending 06-Dec-2002
Classic Woodie Camarilla DeMark
R4 1,095.78 1,062.33 944.31
R3 1,037.46 1,004.01 928.27
R2 979.14 979.14 922.92
R1 945.69 945.69 917.58 933.26
PP 920.82 920.82 920.82 914.61
S1 887.37 887.37 906.88 874.94
S2 862.50 862.50 901.54
S3 804.18 829.05 896.19
S4 745.86 770.73 880.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 954.28 895.96 58.32 6.4% 18.31 2.0% 28% False True
10 954.28 895.96 58.32 6.4% 16.14 1.8% 28% False True
20 954.28 872.05 82.23 9.0% 16.91 1.9% 49% False False
40 954.28 806.05 148.23 16.2% 19.40 2.1% 72% False False
60 954.28 768.63 185.65 20.4% 20.80 2.3% 77% False False
80 965.00 768.63 196.37 21.5% 20.70 2.3% 73% False False
100 965.00 768.63 196.37 21.5% 22.99 2.5% 73% False False
120 1,037.61 768.63 268.98 29.5% 23.49 2.6% 53% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 998.44
2.618 966.58
1.618 947.06
1.000 935.00
0.618 927.54
HIGH 915.48
0.618 908.02
0.500 905.72
0.382 903.42
LOW 895.96
0.618 883.90
1.000 876.44
1.618 864.38
2.618 844.86
4.250 813.00
Fisher Pivots for day following 06-Dec-2002
Pivot 1 day 3 day
R1 910.06 911.69
PP 907.89 911.15
S1 905.72 910.61

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

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