S&P500 Cash Index

Trading Metrics calculated at close of trading on 16-Jul-2002

Day Change Summary
	Previous	Current
	15-Jul-2002	16-Jul-2002	Change	Change %	Previous Week
Open	920.99	916.96	-4.03	-0.4%	987.88
High	920.99	918.65	-2.34	-0.3%	993.56
Low	876.46	897.13	20.67	2.4%	900.94
Close	917.93	900.94	-16.99	-1.9%	921.39
Range	44.53	21.52	-23.01	-51.7%	92.62
ATR	25.01	24.76	-0.25	-1.0%	0.00
Volume

Daily Pivots for day following 16-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	970.13	957.06	912.78
R3	948.61	935.54	906.86
R2	927.09	927.09	904.89
R1	914.02	914.02	902.91	909.80
PP	905.57	905.57	905.57	903.46
S1	892.50	892.50	898.97	888.28
S2	884.05	884.05	896.99
S3	862.53	870.98	895.02
S4	841.01	849.46	889.10

Weekly Pivots for week ending 12-Jul-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,216.49	1,161.56	972.33
R3	1,123.87	1,068.94	946.86
R2	1,031.25	1,031.25	938.37
R1	976.32	976.32	929.88	957.48
PP	938.63	938.63	938.63	929.21
S1	883.70	883.70	912.90	864.86
S2	846.01	846.01	904.41
S3	753.39	791.08	895.92
S4	660.77	698.46	870.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	956.34	876.46	79.88	8.9%	30.18	3.4%	31%	False	False
10	993.56	876.46	117.10	13.0%	27.50	3.1%	21%	False	False
20	1,040.83	876.46	164.37	18.2%	24.93	2.8%	15%	False	False
40	1,104.10	876.46	227.64	25.3%	21.35	2.4%	11%	False	False
60	1,122.68	876.46	246.22	27.3%	19.89	2.2%	10%	False	False
80	1,156.49	876.46	280.03	31.1%	18.49	2.1%	9%	False	False
100	1,173.94	876.46	297.48	33.0%	17.91	2.0%	8%	False	False
120	1,173.94	876.46	297.48	33.0%	17.89	2.0%	8%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,010.11
2.618	974.99
1.618	953.47
1.000	940.17
0.618	931.95
HIGH	918.65
0.618	910.43
0.500	907.89
0.382	905.35
LOW	897.13
0.618	883.83
1.000	875.61
1.618	862.31
2.618	840.79
4.250	805.67

Fisher Pivots for day following 16-Jul-2002
Pivot	1 day	3 day
R1	907.89	905.39
PP	905.57	903.90
S1	903.26	902.42

Download as Excel Spreadsheet

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

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