S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Aug-2002
Day Change Summary
Previous Current
23-Aug-2002 26-Aug-2002 Change Change % Previous Week
Open 960.59 941.77 -18.82 -2.0% 928.71
High 960.59 950.80 -9.79 -1.0% 965.00
Low 937.17 930.42 -6.75 -0.7% 927.21
Close 940.86 947.95 7.09 0.8% 940.86
Range 23.42 20.38 -3.04 -13.0% 37.79
ATR 26.14 25.72 -0.41 -1.6% 0.00
Volume
Daily Pivots for day following 26-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,004.20 996.45 959.16
R3 983.82 976.07 953.55
R2 963.44 963.44 951.69
R1 955.69 955.69 949.82 959.57
PP 943.06 943.06 943.06 944.99
S1 935.31 935.31 946.08 939.19
S2 922.68 922.68 944.21
S3 902.30 914.93 942.35
S4 881.92 894.55 936.74
Weekly Pivots for week ending 23-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,057.73 1,037.08 961.64
R3 1,019.94 999.29 951.25
R2 982.15 982.15 947.79
R1 961.50 961.50 944.32 971.83
PP 944.36 944.36 944.36 949.52
S1 923.71 923.71 937.40 934.04
S2 906.57 906.57 933.93
S3 868.78 885.92 930.47
S4 830.99 848.13 920.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 965.00 930.42 34.58 3.6% 19.97 2.1% 51% False True
10 965.00 876.20 88.80 9.4% 23.02 2.4% 81% False False
20 965.00 833.44 131.56 13.9% 24.93 2.6% 87% False False
40 994.46 775.68 218.78 23.1% 28.36 3.0% 79% False False
60 1,070.74 775.68 295.06 31.1% 25.99 2.7% 58% False False
80 1,106.59 775.68 330.91 34.9% 23.52 2.5% 52% False False
100 1,133.31 775.68 357.63 37.7% 21.92 2.3% 48% False False
120 1,173.94 775.68 398.26 42.0% 20.45 2.2% 43% 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 True
Bear Hook False
Bull Hook False
Stretch 4.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,037.42
2.618 1,004.15
1.618 983.77
1.000 971.18
0.618 963.39
HIGH 950.80
0.618 943.01
0.500 940.61
0.382 938.21
LOW 930.42
0.618 917.83
1.000 910.04
1.618 897.45
2.618 877.07
4.250 843.81
Fisher Pivots for day following 26-Aug-2002
Pivot 1 day 3 day
R1 945.50 947.87
PP 943.06 947.79
S1 940.61 947.71

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

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