S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Sep-2002
Day Change Summary
Previous Current
06-Sep-2002 09-Sep-2002 Change Change % Previous Week
Open 883.20 893.39 10.19 1.2% 914.18
High 899.07 907.34 8.27 0.9% 914.18
Low 883.20 882.92 -0.28 0.0% 870.50
Close 893.92 902.96 9.04 1.0% 893.92
Range 15.87 24.42 8.55 53.9% 43.68
ATR 24.70 24.68 -0.02 -0.1% 0.00
Volume
Daily Pivots for day following 09-Sep-2002
Classic Woodie Camarilla DeMark
R4 971.00 961.40 916.39
R3 946.58 936.98 909.68
R2 922.16 922.16 907.44
R1 912.56 912.56 905.20 917.36
PP 897.74 897.74 897.74 900.14
S1 888.14 888.14 900.72 892.94
S2 873.32 873.32 898.48
S3 848.90 863.72 896.24
S4 824.48 839.30 889.53
Weekly Pivots for week ending 06-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,023.91 1,002.59 917.94
R3 980.23 958.91 905.93
R2 936.55 936.55 901.93
R1 915.23 915.23 897.92 904.05
PP 892.87 892.87 892.87 887.28
S1 871.55 871.55 889.92 860.37
S2 849.19 849.19 885.91
S3 805.51 827.87 881.91
S4 761.83 784.19 869.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 914.18 870.50 43.68 4.8% 23.43 2.6% 74% False False
10 955.82 870.50 85.32 9.4% 22.17 2.5% 38% False False
20 965.00 870.50 94.50 10.5% 22.39 2.5% 34% False False
40 965.00 775.68 189.32 21.0% 27.50 3.0% 67% False False
60 1,040.83 775.68 265.15 29.4% 26.45 2.9% 48% False False
80 1,106.59 775.68 330.91 36.6% 23.84 2.6% 38% False False
100 1,130.49 775.68 354.81 39.3% 22.55 2.5% 36% False False
120 1,170.19 775.68 394.51 43.7% 21.23 2.4% 32% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.65
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,011.13
2.618 971.27
1.618 946.85
1.000 931.76
0.618 922.43
HIGH 907.34
0.618 898.01
0.500 895.13
0.382 892.25
LOW 882.92
0.618 867.83
1.000 858.50
1.618 843.41
2.618 818.99
4.250 779.14
Fisher Pivots for day following 09-Sep-2002
Pivot 1 day 3 day
R1 900.35 898.28
PP 897.74 893.60
S1 895.13 888.92

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

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