S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jul-2002
Day Change Summary
Previous Current
18-Jul-2002 19-Jul-2002 Change Change % Previous Week
Open 905.25 877.75 -27.50 -3.0% 920.99
High 907.80 877.75 -30.05 -3.3% 926.52
Low 880.60 842.07 -38.53 -4.4% 842.07
Close 881.56 847.75 -33.81 -3.8% 847.75
Range 27.20 35.68 8.48 31.2% 84.45
ATR 25.38 26.39 1.01 4.0% 0.00
Volume
Daily Pivots for day following 19-Jul-2002
Classic Woodie Camarilla DeMark
R4 962.90 941.00 867.37
R3 927.22 905.32 857.56
R2 891.54 891.54 854.29
R1 869.64 869.64 851.02 862.75
PP 855.86 855.86 855.86 852.41
S1 833.96 833.96 844.48 827.07
S2 820.18 820.18 841.21
S3 784.50 798.28 837.94
S4 748.82 762.60 828.13
Weekly Pivots for week ending 19-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,125.46 1,071.06 894.20
R3 1,041.01 986.61 870.97
R2 956.56 956.56 863.23
R1 902.16 902.16 855.49 887.14
PP 872.11 872.11 872.11 864.60
S1 817.71 817.71 840.01 802.69
S2 787.66 787.66 832.27
S3 703.21 733.26 824.53
S4 618.76 648.81 801.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 926.52 842.07 84.45 10.0% 32.08 3.8% 7% False True
10 993.56 842.07 151.49 17.9% 29.39 3.5% 4% False True
20 1,005.89 842.07 163.82 19.3% 27.23 3.2% 3% False True
40 1,097.10 842.07 255.03 30.1% 22.60 2.7% 2% False True
60 1,106.59 842.07 264.52 31.2% 20.71 2.4% 2% False True
80 1,154.45 842.07 312.38 36.8% 19.09 2.3% 2% False True
100 1,173.94 842.07 331.87 39.1% 18.30 2.2% 2% False True
120 1,173.94 842.07 331.87 39.1% 18.42 2.2% 2% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,029.39
2.618 971.16
1.618 935.48
1.000 913.43
0.618 899.80
HIGH 877.75
0.618 864.12
0.500 859.91
0.382 855.70
LOW 842.07
0.618 820.02
1.000 806.39
1.618 784.34
2.618 748.66
4.250 690.43
Fisher Pivots for day following 19-Jul-2002
Pivot 1 day 3 day
R1 859.91 884.30
PP 855.86 872.11
S1 851.80 859.93

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

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