S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Aug-2002
Day Change Summary
Previous Current
08-Aug-2002 09-Aug-2002 Change Change % Previous Week
Open 876.49 902.53 26.04 3.0% 863.60
High 905.84 913.95 8.11 0.9% 913.95
Low 875.17 890.77 15.60 1.8% 833.44
Close 905.46 908.64 3.18 0.4% 908.64
Range 30.67 23.18 -7.49 -24.4% 80.51
ATR 30.46 29.94 -0.52 -1.7% 0.00
Volume
Daily Pivots for day following 09-Aug-2002
Classic Woodie Camarilla DeMark
R4 973.99 964.50 921.39
R3 950.81 941.32 915.01
R2 927.63 927.63 912.89
R1 918.14 918.14 910.76 922.89
PP 904.45 904.45 904.45 906.83
S1 894.96 894.96 906.52 899.71
S2 881.27 881.27 904.39
S3 858.09 871.78 902.27
S4 834.91 848.60 895.89
Weekly Pivots for week ending 09-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,126.87 1,098.27 952.92
R3 1,046.36 1,017.76 930.78
R2 965.85 965.85 923.40
R1 937.25 937.25 916.02 951.55
PP 885.34 885.34 885.34 892.50
S1 856.74 856.74 901.26 871.04
S2 804.83 804.83 893.88
S3 724.32 776.23 886.50
S4 643.81 695.72 864.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 913.95 833.44 80.51 8.9% 29.28 3.2% 93% True False
10 913.95 833.44 80.51 8.9% 29.60 3.3% 93% True False
20 926.52 775.68 150.84 16.6% 32.61 3.6% 88% False False
40 1,040.83 775.68 265.15 29.2% 28.48 3.1% 50% False False
60 1,106.59 775.68 330.91 36.4% 24.33 2.7% 40% False False
80 1,130.49 775.68 354.81 39.0% 22.59 2.5% 37% False False
100 1,170.19 775.68 394.51 43.4% 21.00 2.3% 34% False False
120 1,173.94 775.68 398.26 43.8% 20.18 2.2% 33% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.46
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,012.47
2.618 974.64
1.618 951.46
1.000 937.13
0.618 928.28
HIGH 913.95
0.618 905.10
0.500 902.36
0.382 899.62
LOW 890.77
0.618 876.44
1.000 867.59
1.618 853.26
2.618 830.08
4.250 792.26
Fisher Pivots for day following 09-Aug-2002
Pivot 1 day 3 day
R1 906.55 900.44
PP 904.45 892.25
S1 902.36 884.05

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

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