S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Oct-2002
Day Change Summary
Previous Current
07-Oct-2002 08-Oct-2002 Change Change % Previous Week
Open 799.98 785.57 -14.41 -1.8% 825.77
High 808.21 808.86 0.65 0.1% 851.93
Low 782.96 779.50 -3.46 -0.4% 794.10
Close 785.28 798.55 13.27 1.7% 800.58
Range 25.25 29.36 4.11 16.3% 57.83
ATR 23.91 24.30 0.39 1.6% 0.00
Volume
Daily Pivots for day following 08-Oct-2002
Classic Woodie Camarilla DeMark
R4 883.72 870.49 814.70
R3 854.36 841.13 806.62
R2 825.00 825.00 803.93
R1 811.77 811.77 801.24 818.39
PP 795.64 795.64 795.64 798.94
S1 782.41 782.41 795.86 789.03
S2 766.28 766.28 793.17
S3 736.92 753.05 790.48
S4 707.56 723.69 782.40
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
5 851.93 779.50 72.43 9.1% 26.92 3.4% 26% False True
10 856.60 779.50 77.10 9.7% 26.45 3.3% 25% False True
20 924.02 779.50 144.52 18.1% 22.59 2.8% 13% False True
40 965.00 779.50 185.50 23.2% 22.32 2.8% 10% False True
60 965.00 775.68 189.32 23.7% 25.27 3.2% 12% False False
80 1,040.83 775.68 265.15 33.2% 25.25 3.2% 9% False False
100 1,106.59 775.68 330.91 41.4% 23.59 3.0% 7% False False
120 1,128.82 775.68 353.14 44.2% 22.46 2.8% 6% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 933.64
2.618 885.72
1.618 856.36
1.000 838.22
0.618 827.00
HIGH 808.86
0.618 797.64
0.500 794.18
0.382 790.72
LOW 779.50
0.618 761.36
1.000 750.14
1.618 732.00
2.618 702.64
4.250 654.72
Fisher Pivots for day following 08-Oct-2002
Pivot 1 day 3 day
R1 797.09 802.70
PP 795.64 801.32
S1 794.18 799.93

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

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