S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Sep-2002
Day Change Summary
Previous Current
12-Sep-2002 13-Sep-2002 Change Change % Previous Week
Open 908.36 886.36 -22.00 -2.4% 893.39
High 908.36 892.75 -15.61 -1.7% 924.02
Low 884.84 877.05 -7.79 -0.9% 877.05
Close 886.91 889.81 2.90 0.3% 889.81
Range 23.52 15.70 -7.82 -33.2% 46.97
ATR 23.12 22.59 -0.53 -2.3% 0.00
Volume
Daily Pivots for day following 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 933.64 927.42 898.45
R3 917.94 911.72 894.13
R2 902.24 902.24 892.69
R1 896.02 896.02 891.25 899.13
PP 886.54 886.54 886.54 888.09
S1 880.32 880.32 888.37 883.43
S2 870.84 870.84 886.93
S3 855.14 864.62 885.49
S4 839.44 848.92 881.18
Weekly Pivots for week ending 13-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,037.87 1,010.81 915.64
R3 990.90 963.84 902.73
R2 943.93 943.93 898.42
R1 916.87 916.87 894.12 906.92
PP 896.96 896.96 896.96 891.98
S1 869.90 869.90 885.50 859.95
S2 849.99 849.99 881.20
S3 803.02 822.93 876.89
S4 756.05 775.96 863.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.02 877.05 46.97 5.3% 17.72 2.0% 27% False True
10 928.15 870.50 57.65 6.5% 19.93 2.2% 33% False False
20 965.00 870.50 94.50 10.6% 20.42 2.3% 20% False False
40 965.00 775.68 189.32 21.3% 25.98 2.9% 60% False False
60 1,023.33 775.68 247.65 27.8% 26.11 2.9% 46% False False
80 1,097.10 775.68 321.42 36.1% 23.97 2.7% 36% False False
100 1,108.46 775.68 332.78 37.4% 22.62 2.5% 34% False False
120 1,154.45 775.68 378.77 42.6% 21.22 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 3.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 959.48
2.618 933.85
1.618 918.15
1.000 908.45
0.618 902.45
HIGH 892.75
0.618 886.75
0.500 884.90
0.382 883.05
LOW 877.05
0.618 867.35
1.000 861.35
1.618 851.65
2.618 835.95
4.250 810.33
Fisher Pivots for day following 13-Sep-2002
Pivot 1 day 3 day
R1 888.17 900.54
PP 886.54 896.96
S1 884.90 893.39

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

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