S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-2002
Day Change Summary
Previous Current
16-Jul-2002 17-Jul-2002 Change Change % Previous Week
Open 916.96 901.05 -15.91 -1.7% 987.88
High 918.65 926.52 7.87 0.9% 993.56
Low 897.13 895.03 -2.10 -0.2% 900.94
Close 900.94 906.04 5.10 0.6% 921.39
Range 21.52 31.49 9.97 46.3% 92.62
ATR 24.76 25.24 0.48 1.9% 0.00
Volume
Daily Pivots for day following 17-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,003.67 986.34 923.36
R3 972.18 954.85 914.70
R2 940.69 940.69 911.81
R1 923.36 923.36 908.93 932.03
PP 909.20 909.20 909.20 913.53
S1 891.87 891.87 903.15 900.54
S2 877.71 877.71 900.27
S3 846.22 860.38 897.38
S4 814.73 828.89 888.72
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
5 934.31 876.46 57.85 6.4% 29.27 3.2% 51% False False
10 993.56 876.46 117.10 12.9% 28.35 3.1% 25% False False
20 1,037.61 876.46 161.15 17.8% 26.00 2.9% 18% False False
40 1,099.55 876.46 223.09 24.6% 21.80 2.4% 13% False False
60 1,111.17 876.46 234.71 25.9% 20.13 2.2% 13% False False
80 1,154.45 876.46 277.99 30.7% 18.74 2.1% 11% False False
100 1,173.94 876.46 297.48 32.8% 18.03 2.0% 10% False False
120 1,173.94 876.46 297.48 32.8% 18.08 2.0% 10% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.35
2.618 1,008.96
1.618 977.47
1.000 958.01
0.618 945.98
HIGH 926.52
0.618 914.49
0.500 910.78
0.382 907.06
LOW 895.03
0.618 875.57
1.000 863.54
1.618 844.08
2.618 812.59
4.250 761.20
Fisher Pivots for day following 17-Jul-2002
Pivot 1 day 3 day
R1 910.78 904.52
PP 909.20 903.01
S1 907.62 901.49

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

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