S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jul-2002
Day Change Summary
Previous Current
17-Jul-2002 18-Jul-2002 Change Change % Previous Week
Open 901.05 905.25 4.20 0.5% 987.88
High 926.52 907.80 -18.72 -2.0% 993.56
Low 895.03 880.60 -14.43 -1.6% 900.94
Close 906.04 881.56 -24.48 -2.7% 921.39
Range 31.49 27.20 -4.29 -13.6% 92.62
ATR 25.24 25.38 0.14 0.6% 0.00
Volume
Daily Pivots for day following 18-Jul-2002
Classic Woodie Camarilla DeMark
R4 971.59 953.77 896.52
R3 944.39 926.57 889.04
R2 917.19 917.19 886.55
R1 899.37 899.37 884.05 894.68
PP 889.99 889.99 889.99 887.64
S1 872.17 872.17 879.07 867.48
S2 862.79 862.79 876.57
S3 835.59 844.97 874.08
S4 808.39 817.77 866.60
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 6.6% 29.07 3.3% 9% False False
10 993.56 876.46 117.10 13.3% 29.12 3.3% 4% False False
20 1,023.33 876.46 146.87 16.7% 26.38 3.0% 3% False False
40 1,097.10 876.46 220.64 25.0% 21.96 2.5% 2% False False
60 1,108.46 876.46 232.00 26.3% 20.38 2.3% 2% False False
80 1,154.45 876.46 277.99 31.5% 18.84 2.1% 2% False False
100 1,173.94 876.46 297.48 33.7% 18.08 2.1% 2% False False
120 1,173.94 876.46 297.48 33.7% 18.22 2.1% 2% False False
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 3.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,023.40
2.618 979.01
1.618 951.81
1.000 935.00
0.618 924.61
HIGH 907.80
0.618 897.41
0.500 894.20
0.382 890.99
LOW 880.60
0.618 863.79
1.000 853.40
1.618 836.59
2.618 809.39
4.250 765.00
Fisher Pivots for day following 18-Jul-2002
Pivot 1 day 3 day
R1 894.20 903.56
PP 889.99 896.23
S1 885.77 888.89

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

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