S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Sep-2002
Day Change Summary
Previous Current
11-Sep-2002 12-Sep-2002 Change Change % Previous Week
Open 910.63 908.36 -2.27 -0.2% 914.18
High 924.02 908.36 -15.66 -1.7% 914.18
Low 908.47 884.84 -23.63 -2.6% 870.50
Close 909.45 886.91 -22.54 -2.5% 893.92
Range 15.55 23.52 7.97 51.3% 43.68
ATR 23.01 23.12 0.11 0.5% 0.00
Volume
Daily Pivots for day following 12-Sep-2002
Classic Woodie Camarilla DeMark
R4 963.93 948.94 899.85
R3 940.41 925.42 893.38
R2 916.89 916.89 891.22
R1 901.90 901.90 889.07 897.64
PP 893.37 893.37 893.37 891.24
S1 878.38 878.38 884.75 874.12
S2 869.85 869.85 882.60
S3 846.33 854.86 880.44
S4 822.81 831.34 873.97
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
5 924.02 882.92 41.10 4.6% 17.75 2.0% 10% False False
10 928.15 870.50 57.65 6.5% 20.49 2.3% 28% False False
20 965.00 870.50 94.50 10.7% 20.40 2.3% 17% False False
40 965.00 775.68 189.32 21.3% 26.27 3.0% 59% False False
60 1,037.61 775.68 261.93 29.5% 26.18 3.0% 42% False False
80 1,099.55 775.68 323.87 36.5% 24.03 2.7% 34% False False
100 1,111.17 775.68 335.49 37.8% 22.59 2.5% 33% False False
120 1,154.45 775.68 378.77 42.7% 21.25 2.4% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,008.32
2.618 969.94
1.618 946.42
1.000 931.88
0.618 922.90
HIGH 908.36
0.618 899.38
0.500 896.60
0.382 893.82
LOW 884.84
0.618 870.30
1.000 861.32
1.618 846.78
2.618 823.26
4.250 784.88
Fisher Pivots for day following 12-Sep-2002
Pivot 1 day 3 day
R1 896.60 904.43
PP 893.37 898.59
S1 890.14 892.75

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

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