S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Oct-2002
Day Change Summary
Previous Current
02-Oct-2002 03-Oct-2002 Change Change % Previous Week
Open 843.77 827.71 -16.06 -1.9% 843.68
High 851.93 840.02 -11.91 -1.4% 856.60
Low 826.50 817.25 -9.25 -1.1% 817.38
Close 827.91 818.95 -8.96 -1.1% 827.37
Range 25.43 22.77 -2.66 -10.5% 39.22
ATR 23.22 23.19 -0.03 -0.1% 0.00
Volume
Daily Pivots for day following 03-Oct-2002
Classic Woodie Camarilla DeMark
R4 893.72 879.10 831.47
R3 870.95 856.33 825.21
R2 848.18 848.18 823.12
R1 833.56 833.56 821.04 829.49
PP 825.41 825.41 825.41 823.37
S1 810.79 810.79 816.86 806.72
S2 802.64 802.64 814.78
S3 779.87 788.02 812.69
S4 757.10 765.25 806.43
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
5 854.95 800.20 54.75 6.7% 27.40 3.3% 34% False False
10 856.60 800.20 56.40 6.9% 22.22 2.7% 33% False False
20 924.02 800.20 123.82 15.1% 20.75 2.5% 15% False False
40 965.00 800.20 164.80 20.1% 21.91 2.7% 11% False False
60 965.00 775.68 189.32 23.1% 25.39 3.1% 23% False False
80 1,040.83 775.68 265.15 32.4% 24.95 3.0% 16% False False
100 1,106.59 775.68 330.91 40.4% 23.19 2.8% 13% False False
120 1,133.00 775.68 357.32 43.6% 22.19 2.7% 12% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 936.79
2.618 899.63
1.618 876.86
1.000 862.79
0.618 854.09
HIGH 840.02
0.618 831.32
0.500 828.64
0.382 825.95
LOW 817.25
0.618 803.18
1.000 794.48
1.618 780.41
2.618 757.64
4.250 720.48
Fisher Pivots for day following 03-Oct-2002
Pivot 1 day 3 day
R1 828.64 832.38
PP 825.41 827.90
S1 822.18 823.43

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

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