S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Dec-2002
Day Change Summary
Previous Current
12-Dec-2002 13-Dec-2002 Change Change % Previous Week
Open 906.34 899.40 -6.94 -0.8% 910.96
High 908.37 899.40 -8.97 -1.0% 910.96
Low 897.00 888.48 -8.52 -0.9% 888.48
Close 901.58 889.48 -12.10 -1.3% 889.48
Range 11.37 10.92 -0.45 -4.0% 22.48
ATR 17.59 17.27 -0.32 -1.8% 0.00
Volume
Daily Pivots for day following 13-Dec-2002
Classic Woodie Camarilla DeMark
R4 925.21 918.27 895.49
R3 914.29 907.35 892.48
R2 903.37 903.37 891.48
R1 896.43 896.43 890.48 894.44
PP 892.45 892.45 892.45 891.46
S1 885.51 885.51 888.48 883.52
S2 881.53 881.53 887.48
S3 870.61 874.59 886.48
S4 859.69 863.67 883.47
Weekly Pivots for week ending 13-Dec-2002
Classic Woodie Camarilla DeMark
R4 963.75 949.09 901.84
R3 941.27 926.61 895.66
R2 918.79 918.79 893.60
R1 904.13 904.13 891.54 900.22
PP 896.31 896.31 896.31 894.35
S1 881.65 881.65 887.42 877.74
S2 873.83 873.83 885.36
S3 851.35 859.17 883.30
S4 828.87 836.69 877.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 910.96 888.48 22.48 2.5% 13.40 1.5% 4% False True
10 954.28 888.48 65.80 7.4% 15.86 1.8% 2% False True
20 954.28 888.48 65.80 7.4% 15.64 1.8% 2% False True
40 954.28 866.58 87.70 9.9% 17.85 2.0% 26% False False
60 954.28 768.63 185.65 20.9% 20.18 2.3% 65% False False
80 965.00 768.63 196.37 22.1% 20.34 2.3% 62% False False
100 965.00 768.63 196.37 22.1% 21.62 2.4% 62% False False
120 1,001.79 768.63 233.16 26.2% 23.03 2.6% 52% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.88
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 945.81
2.618 927.99
1.618 917.07
1.000 910.32
0.618 906.15
HIGH 899.40
0.618 895.23
0.500 893.94
0.382 892.65
LOW 888.48
0.618 881.73
1.000 877.56
1.618 870.81
2.618 859.89
4.250 842.07
Fisher Pivots for day following 13-Dec-2002
Pivot 1 day 3 day
R1 893.94 899.21
PP 892.45 895.97
S1 890.97 892.72

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

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