S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jul-2002
Day Change Summary
Previous Current
10-Jul-2002 11-Jul-2002 Change Change % Previous Week
Open 954.63 919.86 -34.77 -3.6% 989.15
High 956.34 929.16 -27.18 -2.8% 994.46
Low 920.29 900.94 -19.35 -2.1% 934.87
Close 920.47 927.37 6.90 0.7% 989.03
Range 36.05 28.22 -7.83 -21.7% 59.59
ATR 23.35 23.70 0.35 1.5% 0.00
Volume
Daily Pivots for day following 11-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,003.82 993.81 942.89
R3 975.60 965.59 935.13
R2 947.38 947.38 932.54
R1 937.37 937.37 929.96 942.38
PP 919.16 919.16 919.16 921.66
S1 909.15 909.15 924.78 914.16
S2 890.94 890.94 922.20
S3 862.72 880.93 919.61
S4 834.50 852.71 911.85
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
5 993.56 900.94 92.62 10.0% 29.18 3.1% 29% False True
10 1,001.79 900.94 100.85 10.9% 25.58 2.8% 26% False True
20 1,040.83 900.94 139.89 15.1% 24.08 2.6% 19% False True
40 1,106.59 900.94 205.65 22.2% 20.06 2.2% 13% False True
60 1,133.00 900.94 232.06 25.0% 19.07 2.1% 11% False True
80 1,173.94 900.94 273.00 29.4% 17.93 1.9% 10% False True
100 1,173.94 900.94 273.00 29.4% 17.69 1.9% 10% False True
120 1,173.94 900.94 273.00 29.4% 17.53 1.9% 10% 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 True
Bull Hook False
Stretch 4.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,049.10
2.618 1,003.04
1.618 974.82
1.000 957.38
0.618 946.60
HIGH 929.16
0.618 918.38
0.500 915.05
0.382 911.72
LOW 900.94
0.618 883.50
1.000 872.72
1.618 855.28
2.618 827.06
4.250 781.01
Fisher Pivots for day following 11-Jul-2002
Pivot 1 day 3 day
R1 923.26 940.29
PP 919.16 935.98
S1 915.05 931.68

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

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