S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Aug-2002
Day Change Summary
Previous Current
26-Aug-2002 27-Aug-2002 Change Change % Previous Week
Open 941.77 947.96 6.19 0.7% 928.71
High 950.80 955.82 5.02 0.5% 965.00
Low 930.42 930.36 -0.06 0.0% 927.21
Close 947.95 934.82 -13.13 -1.4% 940.86
Range 20.38 25.46 5.08 24.9% 37.79
ATR 25.72 25.71 -0.02 -0.1% 0.00
Volume
Daily Pivots for day following 27-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,016.71 1,001.23 948.82
R3 991.25 975.77 941.82
R2 965.79 965.79 939.49
R1 950.31 950.31 937.15 945.32
PP 940.33 940.33 940.33 937.84
S1 924.85 924.85 932.49 919.86
S2 914.87 914.87 930.15
S3 889.41 899.39 927.82
S4 863.95 873.93 920.82
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
5 965.00 930.36 34.64 3.7% 21.62 2.3% 13% False True
10 965.00 876.20 88.80 9.5% 22.76 2.4% 66% False False
20 965.00 833.44 131.56 14.1% 24.95 2.7% 77% False False
40 993.56 775.68 217.88 23.3% 28.32 3.0% 73% False False
60 1,050.11 775.68 274.43 29.4% 25.90 2.8% 58% False False
80 1,106.59 775.68 330.91 35.4% 23.64 2.5% 48% False False
100 1,133.00 775.68 357.32 38.2% 22.04 2.4% 45% False False
120 1,173.94 775.68 398.26 42.6% 20.52 2.2% 40% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.67
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,064.03
2.618 1,022.47
1.618 997.01
1.000 981.28
0.618 971.55
HIGH 955.82
0.618 946.09
0.500 943.09
0.382 940.09
LOW 930.36
0.618 914.63
1.000 904.90
1.618 889.17
2.618 863.71
4.250 822.16
Fisher Pivots for day following 27-Aug-2002
Pivot 1 day 3 day
R1 943.09 945.48
PP 940.33 941.92
S1 937.58 938.37

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

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