S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Aug-2002
Day Change Summary
Previous Current
09-Aug-2002 12-Aug-2002 Change Change % Previous Week
Open 902.53 908.54 6.01 0.7% 863.60
High 913.95 908.54 -5.41 -0.6% 913.95
Low 890.77 892.38 1.61 0.2% 833.44
Close 908.64 903.80 -4.84 -0.5% 908.64
Range 23.18 16.16 -7.02 -30.3% 80.51
ATR 29.94 28.96 -0.98 -3.3% 0.00
Volume
Daily Pivots for day following 12-Aug-2002
Classic Woodie Camarilla DeMark
R4 950.05 943.09 912.69
R3 933.89 926.93 908.24
R2 917.73 917.73 906.76
R1 910.77 910.77 905.28 906.17
PP 901.57 901.57 901.57 899.28
S1 894.61 894.61 902.32 890.01
S2 885.41 885.41 900.84
S3 869.25 878.45 899.36
S4 853.09 862.29 894.91
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
5 913.95 837.09 76.86 8.5% 26.39 2.9% 87% False False
10 913.95 833.44 80.51 8.9% 26.84 3.0% 87% False False
20 926.52 775.68 150.84 16.7% 31.19 3.5% 85% False False
40 1,040.83 775.68 265.15 29.3% 28.19 3.1% 48% False False
60 1,106.59 775.68 330.91 36.6% 24.43 2.7% 39% False False
80 1,128.82 775.68 353.14 39.1% 22.53 2.5% 36% False False
100 1,156.49 775.68 380.81 42.1% 20.97 2.3% 34% False False
120 1,173.94 775.68 398.26 44.1% 20.12 2.2% 32% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.46
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 977.22
2.618 950.85
1.618 934.69
1.000 924.70
0.618 918.53
HIGH 908.54
0.618 902.37
0.500 900.46
0.382 898.55
LOW 892.38
0.618 882.39
1.000 876.22
1.618 866.23
2.618 850.07
4.250 823.70
Fisher Pivots for day following 12-Aug-2002
Pivot 1 day 3 day
R1 902.69 900.72
PP 901.57 897.64
S1 900.46 894.56

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

View Archives - Comment on this page... - Back to Index of Symbols