S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-2002
Day Change Summary
Previous Current
11-Dec-2002 12-Dec-2002 Change Change % Previous Week
Open 903.57 906.34 2.77 0.3% 941.57
High 909.94 908.37 -1.57 -0.2% 954.28
Low 896.48 897.00 0.52 0.1% 895.96
Close 904.96 901.58 -3.38 -0.4% 912.23
Range 13.46 11.37 -2.09 -15.5% 58.32
ATR 18.07 17.59 -0.48 -2.6% 0.00
Volume
Daily Pivots for day following 12-Dec-2002
Classic Woodie Camarilla DeMark
R4 936.43 930.37 907.83
R3 925.06 919.00 904.71
R2 913.69 913.69 903.66
R1 907.63 907.63 902.62 904.98
PP 902.32 902.32 902.32 900.99
S1 896.26 896.26 900.54 893.61
S2 890.95 890.95 899.50
S3 879.58 884.89 898.45
S4 868.21 873.52 895.33
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
5 915.48 891.97 23.51 2.6% 15.12 1.7% 41% False False
10 954.28 891.97 62.31 6.9% 15.39 1.7% 15% False False
20 954.28 887.29 66.99 7.4% 15.95 1.8% 21% False False
40 954.28 862.22 92.06 10.2% 18.16 2.0% 43% False False
60 954.28 768.63 185.65 20.6% 20.40 2.3% 72% False False
80 965.00 768.63 196.37 21.8% 20.45 2.3% 68% False False
100 965.00 768.63 196.37 21.8% 22.19 2.5% 68% False False
120 1,005.88 768.63 237.25 26.3% 23.21 2.6% 56% 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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.08
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 956.69
2.618 938.14
1.618 926.77
1.000 919.74
0.618 915.40
HIGH 908.37
0.618 904.03
0.500 902.69
0.382 901.34
LOW 897.00
0.618 889.97
1.000 885.63
1.618 878.60
2.618 867.23
4.250 848.68
Fisher Pivots for day following 12-Dec-2002
Pivot 1 day 3 day
R1 902.69 901.50
PP 902.32 901.41
S1 901.95 901.33

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

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