S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Aug-2002
Day Change Summary
Previous Current
02-Aug-2002 05-Aug-2002 Change Change % Previous Week
Open 884.40 863.60 -20.80 -2.4% 855.20
High 884.72 864.07 -20.65 -2.3% 911.64
Low 853.95 833.44 -20.51 -2.4% 853.95
Close 864.24 834.60 -29.64 -3.4% 864.24
Range 30.77 30.63 -0.14 -0.5% 57.69
ATR 30.16 30.20 0.05 0.2% 0.00
Volume
Daily Pivots for day following 05-Aug-2002
Classic Woodie Camarilla DeMark
R4 935.93 915.89 851.45
R3 905.30 885.26 843.02
R2 874.67 874.67 840.22
R1 854.63 854.63 837.41 849.34
PP 844.04 844.04 844.04 841.39
S1 824.00 824.00 831.79 818.71
S2 813.41 813.41 828.98
S3 782.78 793.37 826.18
S4 752.15 762.74 817.75
Weekly Pivots for week ending 02-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,049.68 1,014.65 895.97
R3 991.99 956.96 880.10
R2 934.30 934.30 874.82
R1 899.27 899.27 869.53 916.79
PP 876.61 876.61 876.61 885.37
S1 841.58 841.58 858.95 859.10
S2 818.92 818.92 853.66
S3 761.23 783.89 848.38
S4 703.54 726.20 832.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.64 833.44 78.20 9.4% 27.30 3.3% 1% False True
10 911.64 775.68 135.96 16.3% 33.51 4.0% 43% False False
20 979.63 775.68 203.95 24.4% 32.46 3.9% 29% False False
40 1,040.83 775.68 265.15 31.8% 27.42 3.3% 22% False False
60 1,106.59 775.68 330.91 39.6% 23.72 2.8% 18% False False
80 1,133.00 775.68 357.32 42.8% 21.87 2.6% 16% False False
100 1,173.94 775.68 398.26 47.7% 20.25 2.4% 15% False False
120 1,173.94 775.68 398.26 47.7% 19.70 2.4% 15% 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 6.74
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 994.25
2.618 944.26
1.618 913.63
1.000 894.70
0.618 883.00
HIGH 864.07
0.618 852.37
0.500 848.76
0.382 845.14
LOW 833.44
0.618 814.51
1.000 802.81
1.618 783.88
2.618 753.25
4.250 703.26
Fisher Pivots for day following 05-Aug-2002
Pivot 1 day 3 day
R1 848.76 872.07
PP 844.04 859.58
S1 839.32 847.09

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

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