S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Sep-2002
Day Change Summary
Previous Current
20-Sep-2002 23-Sep-2002 Change Change % Previous Week
Open 844.47 843.68 -0.79 -0.1% 889.08
High 849.32 843.68 -5.64 -0.7% 902.68
Low 839.09 825.76 -13.33 -1.6% 839.09
Close 845.39 833.70 -11.69 -1.4% 845.39
Range 10.23 17.92 7.69 75.2% 63.59
ATR 21.79 21.64 -0.15 -0.7% 0.00
Volume
Daily Pivots for day following 23-Sep-2002
Classic Woodie Camarilla DeMark
R4 888.14 878.84 843.56
R3 870.22 860.92 838.63
R2 852.30 852.30 836.99
R1 843.00 843.00 835.34 838.69
PP 834.38 834.38 834.38 832.23
S1 825.08 825.08 832.06 820.77
S2 816.46 816.46 830.41
S3 798.54 807.16 828.77
S4 780.62 789.24 823.84
Weekly Pivots for week ending 20-Sep-2002
Classic Woodie Camarilla DeMark
R4 1,053.16 1,012.86 880.36
R3 989.57 949.27 862.88
R2 925.98 925.98 857.05
R1 885.68 885.68 851.22 874.04
PP 862.39 862.39 862.39 856.56
S1 822.09 822.09 839.56 810.45
S2 798.80 798.80 833.73
S3 735.21 758.50 827.90
S4 671.62 694.91 810.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.68 825.76 76.92 9.2% 20.71 2.5% 10% False True
10 924.02 825.76 98.26 11.8% 18.07 2.2% 8% False True
20 955.82 825.76 130.06 15.6% 20.12 2.4% 6% False True
40 965.00 825.76 139.24 16.7% 23.11 2.8% 6% False True
60 1,001.79 775.68 226.11 27.1% 25.50 3.1% 26% False False
80 1,079.93 775.68 304.25 36.5% 24.44 2.9% 19% False False
100 1,106.59 775.68 330.91 39.7% 22.75 2.7% 18% False False
120 1,133.31 775.68 357.63 42.9% 21.54 2.6% 16% 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 3.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 919.84
2.618 890.59
1.618 872.67
1.000 861.60
0.618 854.75
HIGH 843.68
0.618 836.83
0.500 834.72
0.382 832.61
LOW 825.76
0.618 814.69
1.000 807.84
1.618 796.77
2.618 778.85
4.250 749.60
Fisher Pivots for day following 23-Sep-2002
Pivot 1 day 3 day
R1 834.72 846.45
PP 834.38 842.20
S1 834.04 837.95

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

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