S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Oct-2002
Day Change Summary
Previous Current
04-Oct-2002 07-Oct-2002 Change Change % Previous Week
Open 820.21 799.98 -20.23 -2.5% 825.77
High 825.90 808.21 -17.69 -2.1% 851.93
Low 794.10 782.96 -11.14 -1.4% 794.10
Close 800.58 785.28 -15.30 -1.9% 800.58
Range 31.80 25.25 -6.55 -20.6% 57.83
ATR 23.81 23.91 0.10 0.4% 0.00
Volume
Daily Pivots for day following 07-Oct-2002
Classic Woodie Camarilla DeMark
R4 867.90 851.84 799.17
R3 842.65 826.59 792.22
R2 817.40 817.40 789.91
R1 801.34 801.34 787.59 796.75
PP 792.15 792.15 792.15 789.85
S1 776.09 776.09 782.97 771.50
S2 766.90 766.90 780.65
S3 741.65 750.84 778.34
S4 716.40 725.59 771.39
Weekly Pivots for week ending 04-Oct-2002
Classic Woodie Camarilla DeMark
R4 989.03 952.63 832.39
R3 931.20 894.80 816.48
R2 873.37 873.37 811.18
R1 836.97 836.97 805.88 826.26
PP 815.54 815.54 815.54 810.18
S1 779.14 779.14 795.28 768.43
S2 757.71 757.71 789.98
S3 699.88 721.31 784.68
S4 642.05 663.48 768.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 851.93 782.96 68.97 8.8% 28.07 3.6% 3% False True
10 856.60 782.96 73.64 9.4% 25.11 3.2% 3% False True
20 924.02 782.96 141.06 18.0% 21.59 2.7% 2% False True
40 965.00 782.96 182.04 23.2% 21.99 2.8% 1% False True
60 965.00 775.68 189.32 24.1% 25.53 3.3% 5% False False
80 1,040.83 775.68 265.15 33.8% 25.23 3.2% 4% False False
100 1,106.59 775.68 330.91 42.1% 23.39 3.0% 3% False False
120 1,130.49 775.68 354.81 45.2% 22.39 2.9% 3% 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 3.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 915.52
2.618 874.31
1.618 849.06
1.000 833.46
0.618 823.81
HIGH 808.21
0.618 798.56
0.500 795.59
0.382 792.61
LOW 782.96
0.618 767.36
1.000 757.71
1.618 742.11
2.618 716.86
4.250 675.65
Fisher Pivots for day following 07-Oct-2002
Pivot 1 day 3 day
R1 795.59 811.49
PP 792.15 802.75
S1 788.72 794.02

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

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