S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Sep-2002
Day Change Summary
Previous Current
03-Sep-2002 04-Sep-2002 Change Change % Previous Week
Open 914.18 878.65 -35.53 -3.9% 941.77
High 914.18 896.10 -18.08 -2.0% 955.82
Low 877.51 875.73 -1.78 -0.2% 903.33
Close 878.02 893.40 15.38 1.8% 916.07
Range 36.67 20.37 -16.30 -44.5% 52.49
ATR 25.60 25.23 -0.37 -1.5% 0.00
Volume
Daily Pivots for day following 04-Sep-2002
Classic Woodie Camarilla DeMark
R4 949.52 941.83 904.60
R3 929.15 921.46 899.00
R2 908.78 908.78 897.13
R1 901.09 901.09 895.27 904.94
PP 888.41 888.41 888.41 890.33
S1 880.72 880.72 891.53 884.57
S2 868.04 868.04 889.67
S3 847.67 860.35 887.80
S4 827.30 839.98 882.20
Weekly Pivots for week ending 30-Aug-2002
Classic Woodie Camarilla DeMark
R4 1,082.54 1,051.80 944.94
R3 1,030.05 999.31 930.50
R2 977.56 977.56 925.69
R1 946.82 946.82 920.88 935.95
PP 925.07 925.07 925.07 919.64
S1 894.33 894.33 911.26 883.46
S2 872.58 872.58 906.45
S3 820.09 841.84 901.64
S4 767.60 789.35 887.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.72 875.73 56.99 6.4% 23.16 2.6% 31% False True
10 965.00 875.73 89.27 10.0% 22.39 2.5% 20% False True
20 965.00 854.15 110.85 12.4% 23.30 2.6% 35% False False
40 965.00 775.68 189.32 21.2% 28.12 3.1% 62% False False
60 1,040.83 775.68 265.15 29.7% 26.46 3.0% 44% False False
80 1,106.59 775.68 330.91 37.0% 23.82 2.7% 36% False False
100 1,133.00 775.68 357.32 40.0% 22.43 2.5% 33% False False
120 1,173.94 775.68 398.26 44.6% 21.01 2.4% 30% 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 False
Bear Hook False
Bull Hook False
Stretch 4.69
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 982.67
2.618 949.43
1.618 929.06
1.000 916.47
0.618 908.69
HIGH 896.10
0.618 888.32
0.500 885.92
0.382 883.51
LOW 875.73
0.618 863.14
1.000 855.36
1.618 842.77
2.618 822.40
4.250 789.16
Fisher Pivots for day following 04-Sep-2002
Pivot 1 day 3 day
R1 890.91 901.94
PP 888.41 899.09
S1 885.92 896.25

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

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