S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Dec-2002
Day Change Summary
Previous Current
09-Dec-2002 10-Dec-2002 Change Change % Previous Week
Open 910.96 892.86 -18.10 -2.0% 941.57
High 910.96 904.95 -6.01 -0.7% 954.28
Low 891.97 892.71 0.74 0.1% 895.96
Close 892.00 904.45 12.45 1.4% 912.23
Range 18.99 12.24 -6.75 -35.5% 58.32
ATR 18.85 18.43 -0.42 -2.2% 0.00
Volume
Daily Pivots for day following 10-Dec-2002
Classic Woodie Camarilla DeMark
R4 937.42 933.18 911.18
R3 925.18 920.94 907.82
R2 912.94 912.94 906.69
R1 908.70 908.70 905.57 910.82
PP 900.70 900.70 900.70 901.77
S1 896.46 896.46 903.33 898.58
S2 888.46 888.46 902.21
S3 876.22 884.22 901.08
S4 863.98 871.98 897.72
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
5 925.25 891.97 33.28 3.7% 16.42 1.8% 38% False False
10 954.28 891.97 62.31 6.9% 17.00 1.9% 20% False False
20 954.28 872.05 82.23 9.1% 16.57 1.8% 39% False False
40 954.28 847.62 106.66 11.8% 18.85 2.1% 53% False False
60 954.28 768.63 185.65 20.5% 20.84 2.3% 73% False False
80 965.00 768.63 196.37 21.7% 20.66 2.3% 69% False False
100 965.00 768.63 196.37 21.7% 22.67 2.5% 69% False False
120 1,005.89 768.63 237.26 26.2% 23.43 2.6% 57% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 956.97
2.618 936.99
1.618 924.75
1.000 917.19
0.618 912.51
HIGH 904.95
0.618 900.27
0.500 898.83
0.382 897.39
LOW 892.71
0.618 885.15
1.000 880.47
1.618 872.91
2.618 860.67
4.250 840.69
Fisher Pivots for day following 10-Dec-2002
Pivot 1 day 3 day
R1 902.58 904.21
PP 900.70 903.97
S1 898.83 903.73

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

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