S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Sep-2002
Day Change Summary
Previous Current
18-Sep-2002 19-Sep-2002 Change Change % Previous Week
Open 870.71 867.14 -3.57 -0.4% 893.39
High 878.45 867.14 -11.31 -1.3% 924.02
Low 857.39 843.09 -14.30 -1.7% 877.05
Close 869.46 843.32 -26.14 -3.0% 889.81
Range 21.06 24.05 2.99 14.2% 46.97
ATR 22.40 22.68 0.28 1.3% 0.00
Volume
Daily Pivots for day following 19-Sep-2002
Classic Woodie Camarilla DeMark
R4 923.33 907.38 856.55
R3 899.28 883.33 849.93
R2 875.23 875.23 847.73
R1 859.28 859.28 845.52 855.23
PP 851.18 851.18 851.18 849.16
S1 835.23 835.23 841.12 831.18
S2 827.13 827.13 838.91
S3 803.08 811.18 836.71
S4 779.03 787.13 830.09
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
5 902.68 843.09 59.59 7.1% 20.81 2.5% 0% False True
10 924.02 843.09 80.93 9.6% 19.28 2.3% 0% False True
20 965.00 843.09 121.91 14.5% 20.81 2.5% 0% False True
40 965.00 816.11 148.89 17.7% 23.77 2.8% 18% False False
60 1,001.79 775.68 226.11 26.8% 25.89 3.1% 30% False False
80 1,079.93 775.68 304.25 36.1% 24.37 2.9% 22% False False
100 1,106.59 775.68 330.91 39.2% 22.89 2.7% 20% False False
120 1,143.01 775.68 367.33 43.6% 21.53 2.6% 18% 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 4.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 969.35
2.618 930.10
1.618 906.05
1.000 891.19
0.618 882.00
HIGH 867.14
0.618 857.95
0.500 855.12
0.382 852.28
LOW 843.09
0.618 828.23
1.000 819.04
1.618 804.18
2.618 780.13
4.250 740.88
Fisher Pivots for day following 19-Sep-2002
Pivot 1 day 3 day
R1 855.12 872.89
PP 851.18 863.03
S1 847.25 853.18

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

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