S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-2002
Day Change Summary
Previous Current
24-Dec-2002 26-Dec-2002 Change Change % Previous Week
Open 896.20 892.86 -3.34 -0.4% 890.31
High 896.60 903.89 7.29 0.8% 911.22
Low 892.29 887.48 -4.81 -0.5% 880.32
Close 892.47 889.66 -2.81 -0.3% 895.76
Range 4.31 16.41 12.10 280.7% 30.90
ATR 15.47 15.53 0.07 0.4% 0.00
Volume
Daily Pivots for day following 26-Dec-2002
Classic Woodie Camarilla DeMark
R4 942.91 932.69 898.69
R3 926.50 916.28 894.17
R2 910.09 910.09 892.67
R1 899.87 899.87 891.16 896.78
PP 893.68 893.68 893.68 892.13
S1 883.46 883.46 888.16 880.37
S2 877.27 877.27 886.65
S3 860.86 867.05 885.15
S4 844.45 850.64 880.63
Weekly Pivots for week ending 20-Dec-2002
Classic Woodie Camarilla DeMark
R4 988.47 973.01 912.76
R3 957.57 942.11 904.26
R2 926.67 926.67 901.43
R1 911.21 911.21 898.59 918.94
PP 895.77 895.77 895.77 899.63
S1 880.31 880.31 892.93 888.04
S2 864.87 864.87 890.10
S3 833.97 849.41 887.26
S4 803.07 818.51 878.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.89 880.32 23.57 2.6% 12.64 1.4% 40% True False
10 911.22 880.32 30.90 3.5% 12.82 1.4% 30% False False
20 954.28 880.32 73.96 8.3% 14.69 1.7% 13% False False
40 954.28 872.05 82.23 9.2% 16.18 1.8% 21% False False
60 954.28 768.63 185.65 20.9% 19.04 2.1% 65% False False
80 954.28 768.63 185.65 20.9% 19.37 2.2% 65% False False
100 965.00 768.63 196.37 22.1% 20.33 2.3% 62% False False
120 979.63 768.63 211.00 23.7% 22.35 2.5% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 973.63
2.618 946.85
1.618 930.44
1.000 920.30
0.618 914.03
HIGH 903.89
0.618 897.62
0.500 895.69
0.382 893.75
LOW 887.48
0.618 877.34
1.000 871.07
1.618 860.93
2.618 844.52
4.250 817.74
Fisher Pivots for day following 26-Dec-2002
Pivot 1 day 3 day
R1 895.69 895.69
PP 893.68 893.68
S1 891.67 891.67

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

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