S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-2002
Day Change Summary
Previous Current
26-Jul-2002 29-Jul-2002 Change Change % Previous Week
Open 840.67 855.20 14.53 1.7% 847.76
High 852.85 898.96 46.11 5.4% 854.13
Low 835.92 855.20 19.28 2.3% 775.68
Close 852.84 898.96 46.12 5.4% 852.84
Range 16.93 43.76 26.83 158.5% 78.45
ATR 30.13 31.27 1.14 3.8% 0.00
Volume
Daily Pivots for day following 29-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,015.65 1,001.07 923.03
R3 971.89 957.31 910.99
R2 928.13 928.13 906.98
R1 913.55 913.55 902.97 920.84
PP 884.37 884.37 884.37 888.02
S1 869.79 869.79 894.95 877.08
S2 840.61 840.61 890.94
S3 796.85 826.03 886.93
S4 753.09 782.27 874.89
Weekly Pivots for week ending 26-Jul-2002
Classic Woodie Camarilla DeMark
R4 1,062.90 1,036.32 895.99
R3 984.45 957.87 874.41
R2 906.00 906.00 867.22
R1 879.42 879.42 860.03 892.71
PP 827.55 827.55 827.55 834.20
S1 800.97 800.97 845.65 814.26
S2 749.10 749.10 838.46
S3 670.65 722.52 831.27
S4 592.20 644.07 809.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 898.96 775.68 123.28 13.7% 39.72 4.4% 100% True False
10 926.52 775.68 150.84 16.8% 35.53 4.0% 82% False False
20 994.46 775.68 218.78 24.3% 31.79 3.5% 56% False False
40 1,070.74 775.68 295.06 32.8% 26.52 2.9% 42% False False
60 1,106.59 775.68 330.91 36.8% 23.05 2.6% 37% False False
80 1,133.31 775.68 357.63 39.8% 21.17 2.4% 34% False False
100 1,173.94 775.68 398.26 44.3% 19.55 2.2% 31% False False
120 1,173.94 775.68 398.26 44.3% 19.19 2.1% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,084.94
2.618 1,013.52
1.618 969.76
1.000 942.72
0.618 926.00
HIGH 898.96
0.618 882.24
0.500 877.08
0.382 871.92
LOW 855.20
0.618 828.16
1.000 811.44
1.618 784.40
2.618 740.64
4.250 669.22
Fisher Pivots for day following 29-Jul-2002
Pivot 1 day 3 day
R1 891.67 885.15
PP 884.37 871.34
S1 877.08 857.54

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

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