S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-2002
Day Change Summary
Previous Current
30-Jul-2002 31-Jul-2002 Change Change % Previous Week
Open 895.90 901.20 5.30 0.6% 847.76
High 909.81 911.64 1.83 0.2% 854.13
Low 884.70 889.88 5.18 0.6% 775.68
Close 902.78 911.62 8.84 1.0% 852.84
Range 25.11 21.76 -3.35 -13.3% 78.45
ATR 30.83 30.18 -0.65 -2.1% 0.00
Volume
Daily Pivots for day following 31-Jul-2002
Classic Woodie Camarilla DeMark
R4 969.66 962.40 923.59
R3 947.90 940.64 917.60
R2 926.14 926.14 915.61
R1 918.88 918.88 913.61 922.51
PP 904.38 904.38 904.38 906.20
S1 897.12 897.12 909.63 900.75
S2 882.62 882.62 907.63
S3 860.86 875.36 905.64
S4 839.10 853.60 899.65
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
5 911.64 816.11 95.53 10.5% 29.06 3.2% 100% True False
10 911.64 775.68 135.96 14.9% 34.92 3.8% 100% True False
20 993.56 775.68 217.88 23.9% 31.63 3.5% 62% False False
40 1,050.11 775.68 274.43 30.1% 26.53 2.9% 50% False False
60 1,106.59 775.68 330.91 36.3% 23.18 2.5% 41% False False
80 1,133.00 775.68 357.32 39.2% 21.41 2.3% 38% False False
100 1,173.94 775.68 398.26 43.7% 19.72 2.2% 34% False False
120 1,173.94 775.68 398.26 43.7% 19.32 2.1% 34% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,004.12
2.618 968.61
1.618 946.85
1.000 933.40
0.618 925.09
HIGH 911.64
0.618 903.33
0.500 900.76
0.382 898.19
LOW 889.88
0.618 876.43
1.000 868.12
1.618 854.67
2.618 832.91
4.250 797.40
Fisher Pivots for day following 31-Jul-2002
Pivot 1 day 3 day
R1 908.00 902.22
PP 904.38 892.82
S1 900.76 883.42

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

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