S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-2002
Day Change Summary
Previous Current
19-Nov-2002 20-Nov-2002 Change Change % Previous Week
Open 899.37 897.10 -2.27 -0.3% 894.09
High 905.45 915.01 9.56 1.1% 910.21
Low 893.09 894.93 1.84 0.2% 872.05
Close 896.74 914.15 17.41 1.9% 909.83
Range 12.36 20.08 7.72 62.5% 38.16
ATR 20.39 20.36 -0.02 -0.1% 0.00
Volume
Daily Pivots for day following 20-Nov-2002
Classic Woodie Camarilla DeMark
R4 968.27 961.29 925.19
R3 948.19 941.21 919.67
R2 928.11 928.11 917.83
R1 921.13 921.13 915.99 924.62
PP 908.03 908.03 908.03 909.78
S1 901.05 901.05 912.31 904.54
S2 887.95 887.95 910.47
S3 867.87 880.97 908.63
S4 847.79 860.89 903.11
Weekly Pivots for week ending 15-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,011.84 999.00 930.82
R3 973.68 960.84 920.32
R2 935.52 935.52 916.83
R1 922.68 922.68 913.33 929.10
PP 897.36 897.36 897.36 900.58
S1 884.52 884.52 906.33 890.94
S2 859.20 859.20 902.83
S3 821.04 846.36 899.34
S4 782.88 808.20 888.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 915.91 887.29 28.62 3.1% 16.14 1.8% 94% False False
10 923.19 872.05 51.14 5.6% 18.05 2.0% 82% False False
20 925.66 867.91 57.75 6.3% 19.04 2.1% 80% False False
40 925.66 768.63 157.03 17.2% 22.29 2.4% 93% False False
60 932.72 768.63 164.09 18.0% 21.50 2.4% 89% False False
80 965.00 768.63 196.37 21.5% 22.36 2.4% 74% False False
100 993.56 768.63 224.93 24.6% 24.23 2.7% 65% False False
120 1,050.11 768.63 281.48 30.8% 23.70 2.6% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.88
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,000.35
2.618 967.58
1.618 947.50
1.000 935.09
0.618 927.42
HIGH 915.01
0.618 907.34
0.500 904.97
0.382 902.60
LOW 894.93
0.618 882.52
1.000 874.85
1.618 862.44
2.618 842.36
4.250 809.59
Fisher Pivots for day following 20-Nov-2002
Pivot 1 day 3 day
R1 911.09 910.93
PP 908.03 907.72
S1 904.97 904.50

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

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