S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Aug-2002
Day Change Summary
Previous Current
12-Aug-2002 13-Aug-2002 Change Change % Previous Week
Open 908.54 902.82 -5.72 -0.6% 863.60
High 908.54 911.71 3.17 0.3% 913.95
Low 892.38 883.62 -8.76 -1.0% 833.44
Close 903.80 884.21 -19.59 -2.2% 908.64
Range 16.16 28.09 11.93 73.8% 80.51
ATR 28.96 28.90 -0.06 -0.2% 0.00
Volume
Daily Pivots for day following 13-Aug-2002
Classic Woodie Camarilla DeMark
R4 977.45 958.92 899.66
R3 949.36 930.83 891.93
R2 921.27 921.27 889.36
R1 902.74 902.74 886.78 897.96
PP 893.18 893.18 893.18 890.79
S1 874.65 874.65 881.64 869.87
S2 865.09 865.09 879.06
S3 837.00 846.56 876.49
S4 808.91 818.47 868.76
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
5 913.95 854.15 59.80 6.8% 24.54 2.8% 50% False False
10 913.95 833.44 80.51 9.1% 27.14 3.1% 63% False False
20 926.52 775.68 150.84 17.1% 31.52 3.6% 72% False False
40 1,040.83 775.68 265.15 30.0% 28.22 3.2% 41% False False
60 1,104.10 775.68 328.42 37.1% 24.74 2.8% 33% False False
80 1,122.68 775.68 347.00 39.2% 22.80 2.6% 31% False False
100 1,156.49 775.68 380.81 43.1% 21.10 2.4% 28% False False
120 1,173.94 775.68 398.26 45.0% 20.18 2.3% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,031.09
2.618 985.25
1.618 957.16
1.000 939.80
0.618 929.07
HIGH 911.71
0.618 900.98
0.500 897.67
0.382 894.35
LOW 883.62
0.618 866.26
1.000 855.53
1.618 838.17
2.618 810.08
4.250 764.24
Fisher Pivots for day following 13-Aug-2002
Pivot 1 day 3 day
R1 897.67 898.79
PP 893.18 893.93
S1 888.70 889.07

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

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