S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Sep-2002
Day Change Summary
Previous Current
26-Sep-2002 27-Sep-2002 Change Change % Previous Week
Open 841.26 853.75 12.49 1.5% 843.68
High 856.60 854.95 -1.65 -0.2% 856.60
Low 841.26 826.84 -14.42 -1.7% 817.38
Close 854.95 827.37 -27.58 -3.2% 827.37
Range 15.34 28.11 12.77 83.2% 39.22
ATR 21.25 21.74 0.49 2.3% 0.00
Volume
Daily Pivots for day following 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 920.72 902.15 842.83
R3 892.61 874.04 835.10
R2 864.50 864.50 832.52
R1 845.93 845.93 829.95 841.16
PP 836.39 836.39 836.39 834.00
S1 817.82 817.82 824.79 813.05
S2 808.28 808.28 822.22
S3 780.17 789.71 819.64
S4 752.06 761.60 811.91
Weekly Pivots for week ending 27-Sep-2002
Classic Woodie Camarilla DeMark
R4 951.44 928.63 848.94
R3 912.22 889.41 838.16
R2 873.00 873.00 834.56
R1 850.19 850.19 830.97 841.99
PP 833.78 833.78 833.78 829.68
S1 810.97 810.97 823.77 802.77
S2 794.56 794.56 820.18
S3 755.34 771.75 816.58
S4 716.12 732.53 805.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 856.60 817.38 39.22 4.7% 20.61 2.5% 25% False False
10 902.68 817.38 85.30 10.3% 20.16 2.4% 12% False False
20 928.15 817.38 110.77 13.4% 20.05 2.4% 9% False False
40 965.00 817.38 147.62 17.8% 22.27 2.7% 7% False False
60 993.56 775.68 217.88 26.3% 25.54 3.1% 24% False False
80 1,049.33 775.68 273.65 33.1% 24.61 3.0% 19% False False
100 1,106.59 775.68 330.91 40.0% 23.00 2.8% 16% False False
120 1,133.00 775.68 357.32 43.2% 21.84 2.6% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.82
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 974.42
2.618 928.54
1.618 900.43
1.000 883.06
0.618 872.32
HIGH 854.95
0.618 844.21
0.500 840.90
0.382 837.58
LOW 826.84
0.618 809.47
1.000 798.73
1.618 781.36
2.618 753.25
4.250 707.37
Fisher Pivots for day following 27-Sep-2002
Pivot 1 day 3 day
R1 840.90 837.53
PP 836.39 834.14
S1 831.88 830.76

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

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