S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Oct-2002
Day Change Summary
Previous Current
03-Oct-2002 04-Oct-2002 Change Change % Previous Week
Open 827.71 820.21 -7.50 -0.9% 825.77
High 840.02 825.90 -14.12 -1.7% 851.93
Low 817.25 794.10 -23.15 -2.8% 794.10
Close 818.95 800.58 -18.37 -2.2% 800.58
Range 22.77 31.80 9.03 39.7% 57.83
ATR 23.19 23.81 0.61 2.7% 0.00
Volume
Daily Pivots for day following 04-Oct-2002
Classic Woodie Camarilla DeMark
R4 902.26 883.22 818.07
R3 870.46 851.42 809.33
R2 838.66 838.66 806.41
R1 819.62 819.62 803.50 813.24
PP 806.86 806.86 806.86 803.67
S1 787.82 787.82 797.67 781.44
S2 775.06 775.06 794.75
S3 743.26 756.02 791.84
S4 711.46 724.22 783.09
Weekly Pivots for week ending 04-Oct-2002
Classic Woodie Camarilla DeMark
R4 989.03 952.63 832.39
R3 931.20 894.80 816.48
R2 873.37 873.37 811.18
R1 836.97 836.97 805.88 826.26
PP 815.54 815.54 815.54 810.18
S1 779.14 779.14 795.28 768.43
S2 757.71 757.71 789.98
S3 699.88 721.31 784.68
S4 642.05 663.48 768.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.93 794.10 57.83 7.2% 28.14 3.5% 11% False True
10 856.60 794.10 62.50 7.8% 24.38 3.0% 10% False True
20 924.02 794.10 129.92 16.2% 21.55 2.7% 5% False True
40 965.00 794.10 170.90 21.3% 21.93 2.7% 4% False True
60 965.00 775.68 189.32 23.6% 25.45 3.2% 13% False False
80 1,040.83 775.68 265.15 33.1% 25.11 3.1% 9% False False
100 1,106.59 775.68 330.91 41.3% 23.29 2.9% 8% False False
120 1,133.00 775.68 357.32 44.6% 22.26 2.8% 7% 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 3.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 961.05
2.618 909.15
1.618 877.35
1.000 857.70
0.618 845.55
HIGH 825.90
0.618 813.75
0.500 810.00
0.382 806.25
LOW 794.10
0.618 774.45
1.000 762.30
1.618 742.65
2.618 710.85
4.250 658.95
Fisher Pivots for day following 04-Oct-2002
Pivot 1 day 3 day
R1 810.00 823.02
PP 806.86 815.54
S1 803.72 808.06

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

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