S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jul-2002
Day Change Summary
Previous Current
09-Jul-2002 10-Jul-2002 Change Change % Previous Week
Open 976.91 954.63 -22.28 -2.3% 989.15
High 979.63 956.34 -23.29 -2.4% 994.46
Low 951.71 920.29 -31.42 -3.3% 934.87
Close 952.83 920.47 -32.36 -3.4% 989.03
Range 27.92 36.05 8.13 29.1% 59.59
ATR 22.37 23.35 0.98 4.4% 0.00
Volume
Daily Pivots for day following 10-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,040.52 1,016.54 940.30
R3 1,004.47 980.49 930.38
R2 968.42 968.42 927.08
R1 944.44 944.44 923.77 938.41
PP 932.37 932.37 932.37 929.35
S1 908.39 908.39 917.17 902.36
S2 896.32 896.32 913.86
S3 860.27 872.34 910.56
S4 824.22 836.29 900.64
Weekly Pivots for week ending 05-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,151.56 1,129.88 1,021.80
R3 1,091.97 1,070.29 1,005.42
R2 1,032.38 1,032.38 999.95
R1 1,010.70 1,010.70 994.49 991.75
PP 972.79 972.79 972.79 963.31
S1 951.11 951.11 983.57 932.16
S2 913.20 913.20 978.11
S3 853.61 891.52 972.64
S4 794.02 831.93 956.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 993.56 920.29 73.27 8.0% 27.42 3.0% 0% False True
10 1,001.79 920.29 81.50 8.9% 25.21 2.7% 0% False True
20 1,040.83 920.29 120.54 13.1% 23.63 2.6% 0% False True
40 1,106.59 920.29 186.30 20.2% 19.89 2.2% 0% False True
60 1,133.00 920.29 212.71 23.1% 18.99 2.1% 0% False True
80 1,173.94 920.29 253.65 27.6% 17.75 1.9% 0% False True
100 1,173.94 920.29 253.65 27.6% 17.55 1.9% 0% False True
120 1,173.94 920.29 253.65 27.6% 17.37 1.9% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.38
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 1,109.55
2.618 1,050.72
1.618 1,014.67
1.000 992.39
0.618 978.62
HIGH 956.34
0.618 942.57
0.500 938.32
0.382 934.06
LOW 920.29
0.618 898.01
1.000 884.24
1.618 861.96
2.618 825.91
4.250 767.08
Fisher Pivots for day following 10-Jul-2002
Pivot 1 day 3 day
R1 938.32 956.93
PP 932.37 944.77
S1 926.42 932.62

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

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