S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jul-2002
Day Change Summary
Previous Current
01-Jul-2002 02-Jul-2002 Change Change % Previous Week
Open 989.15 967.97 -21.18 -2.1% 988.82
High 994.46 968.59 -25.87 -2.6% 1,005.88
Low 967.43 945.54 -21.89 -2.3% 952.92
Close 968.65 948.09 -20.56 -2.1% 989.82
Range 27.03 23.05 -3.98 -14.7% 52.96
ATR 21.01 21.16 0.15 0.7% 0.00
Volume
Daily Pivots for day following 02-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,023.22 1,008.71 960.77
R3 1,000.17 985.66 954.43
R2 977.12 977.12 952.32
R1 962.61 962.61 950.20 958.34
PP 954.07 954.07 954.07 951.94
S1 939.56 939.56 945.98 935.29
S2 931.02 931.02 943.86
S3 907.97 916.51 941.75
S4 884.92 893.46 935.41
Weekly Pivots for week ending 28-Jun-2002
Classic Woodie Camarilla DeMark
R4 1,141.75 1,118.75 1,018.95
R3 1,088.79 1,065.79 1,004.38
R2 1,035.83 1,035.83 999.53
R1 1,012.83 1,012.83 994.67 1,024.33
PP 982.87 982.87 982.87 988.63
S1 959.87 959.87 984.97 971.37
S2 929.91 929.91 980.11
S3 876.95 906.91 975.26
S4 823.99 853.95 960.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.79 945.54 56.25 5.9% 23.00 2.4% 5% False True
10 1,037.61 945.54 92.07 9.7% 23.66 2.5% 3% False True
20 1,050.11 945.54 104.57 11.0% 21.43 2.3% 2% False True
40 1,106.59 945.54 161.05 17.0% 18.96 2.0% 2% False True
60 1,133.00 945.54 187.46 19.8% 18.01 1.9% 1% False True
80 1,173.94 945.54 228.40 24.1% 16.74 1.8% 1% False True
100 1,173.94 945.54 228.40 24.1% 16.85 1.8% 1% False True
120 1,173.94 945.54 228.40 24.1% 16.71 1.8% 1% False True
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,066.55
2.618 1,028.93
1.618 1,005.88
1.000 991.64
0.618 982.83
HIGH 968.59
0.618 959.78
0.500 957.07
0.382 954.35
LOW 945.54
0.618 931.30
1.000 922.49
1.618 908.25
2.618 885.20
4.250 847.58
Fisher Pivots for day following 02-Jul-2002
Pivot 1 day 3 day
R1 957.07 973.67
PP 954.07 965.14
S1 951.08 956.62

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

View Archives - Comment on this page... - Back to Index of Symbols