S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Dec-2002
Day Change Summary
Previous Current
30-Dec-2002 31-Dec-2002 Change Change % Previous Week
Open 875.44 879.08 3.64 0.4% 895.74
High 882.10 881.93 -0.17 0.0% 903.89
Low 870.23 869.45 -0.78 -0.1% 873.62
Close 879.39 879.82 0.43 0.0% 875.40
Range 11.87 12.48 0.61 5.1% 30.27
ATR 15.36 15.15 -0.21 -1.3% 0.00
Volume
Daily Pivots for day following 31-Dec-2002
Classic Woodie Camarilla DeMark
R4 914.51 909.64 886.68
R3 902.03 897.16 883.25
R2 889.55 889.55 882.11
R1 884.68 884.68 880.96 887.12
PP 877.07 877.07 877.07 878.28
S1 872.20 872.20 878.68 874.64
S2 864.59 864.59 877.53
S3 852.11 859.72 876.39
S4 839.63 847.24 872.96
Weekly Pivots for week ending 27-Dec-2002
Classic Woodie Camarilla DeMark
R4 975.11 955.53 892.05
R3 944.84 925.26 883.72
R2 914.57 914.57 880.95
R1 894.99 894.99 878.17 889.65
PP 884.30 884.30 884.30 881.63
S1 864.72 864.72 872.63 859.38
S2 854.03 854.03 869.85
S3 823.76 834.45 867.08
S4 793.49 804.18 858.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.89 869.45 34.44 3.9% 12.38 1.4% 30% False True
10 911.22 869.45 41.77 4.7% 12.69 1.4% 25% False True
20 932.89 869.45 63.44 7.2% 13.95 1.6% 16% False True
40 954.28 869.45 84.83 9.6% 15.69 1.8% 12% False True
60 954.28 768.63 185.65 21.1% 18.40 2.1% 60% False False
80 954.28 768.63 185.65 21.1% 19.18 2.2% 60% False False
100 965.00 768.63 196.37 22.3% 19.81 2.3% 57% False False
120 965.00 768.63 196.37 22.3% 21.92 2.5% 57% 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 False
Bear Hook False
Bull Hook False
Stretch 2.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 934.97
2.618 914.60
1.618 902.12
1.000 894.41
0.618 889.64
HIGH 881.93
0.618 877.16
0.500 875.69
0.382 874.22
LOW 869.45
0.618 861.74
1.000 856.97
1.618 849.26
2.618 836.78
4.250 816.41
Fisher Pivots for day following 31-Dec-2002
Pivot 1 day 3 day
R1 878.44 879.96
PP 877.07 879.91
S1 875.69 879.87

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

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