S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-2002
Day Change Summary
Previous Current
17-Dec-2002 18-Dec-2002 Change Change % Previous Week
Open 910.21 900.90 -9.31 -1.0% 910.96
High 911.22 900.90 -10.32 -1.1% 910.96
Low 901.74 887.82 -13.92 -1.5% 888.48
Close 902.99 891.12 -11.87 -1.3% 889.48
Range 9.48 13.08 3.60 38.0% 22.48
ATR 16.96 16.83 -0.13 -0.8% 0.00
Volume
Daily Pivots for day following 18-Dec-2002
Classic Woodie Camarilla DeMark
R4 932.52 924.90 898.31
R3 919.44 911.82 894.72
R2 906.36 906.36 893.52
R1 898.74 898.74 892.32 896.01
PP 893.28 893.28 893.28 891.92
S1 885.66 885.66 889.92 882.93
S2 880.20 880.20 888.72
S3 867.12 872.58 887.52
S4 854.04 859.50 883.93
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
5 911.22 887.82 23.40 2.6% 12.99 1.5% 14% False True
10 921.49 887.82 33.67 3.8% 14.48 1.6% 10% False True
20 954.28 887.82 66.46 7.5% 15.60 1.8% 5% False True
40 954.28 867.91 86.37 9.7% 17.37 1.9% 27% False False
60 954.28 768.63 185.65 20.8% 20.16 2.3% 66% False False
80 955.82 768.63 187.19 21.0% 20.09 2.3% 65% False False
100 965.00 768.63 196.37 22.0% 21.06 2.4% 62% False False
120 994.46 768.63 225.83 25.3% 22.85 2.6% 54% 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 True
Bear Hook False
Bull Hook False
Stretch 1.94
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956.49
2.618 935.14
1.618 922.06
1.000 913.98
0.618 908.98
HIGH 900.90
0.618 895.90
0.500 894.36
0.382 892.82
LOW 887.82
0.618 879.74
1.000 874.74
1.618 866.66
2.618 853.58
4.250 832.23
Fisher Pivots for day following 18-Dec-2002
Pivot 1 day 3 day
R1 894.36 899.52
PP 893.28 896.72
S1 892.20 893.92

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

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