S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-2002
Day Change Summary
Previous Current
08-Oct-2002 09-Oct-2002 Change Change % Previous Week
Open 785.57 796.92 11.35 1.4% 825.77
High 808.86 796.92 -11.94 -1.5% 851.93
Low 779.50 775.80 -3.70 -0.5% 794.10
Close 798.55 776.76 -21.79 -2.7% 800.58
Range 29.36 21.12 -8.24 -28.1% 57.83
ATR 24.30 24.19 -0.11 -0.5% 0.00
Volume
Daily Pivots for day following 09-Oct-2002
Classic Woodie Camarilla DeMark
R4 846.52 832.76 788.38
R3 825.40 811.64 782.57
R2 804.28 804.28 780.63
R1 790.52 790.52 778.70 786.84
PP 783.16 783.16 783.16 781.32
S1 769.40 769.40 774.82 765.72
S2 762.04 762.04 772.89
S3 740.92 748.28 770.95
S4 719.80 727.16 765.14
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
5 840.02 775.80 64.22 8.3% 26.06 3.4% 1% False True
10 856.60 775.80 80.80 10.4% 25.99 3.3% 1% False True
20 908.36 775.80 132.56 17.1% 22.86 2.9% 1% False True
40 965.00 775.80 189.20 24.4% 22.14 2.9% 1% False True
60 965.00 775.68 189.32 24.4% 25.27 3.3% 1% False False
80 1,040.83 775.68 265.15 34.1% 25.18 3.2% 0% False False
100 1,104.10 775.68 328.42 42.3% 23.70 3.1% 0% False False
120 1,122.68 775.68 347.00 44.7% 22.58 2.9% 0% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 886.68
2.618 852.21
1.618 831.09
1.000 818.04
0.618 809.97
HIGH 796.92
0.618 788.85
0.500 786.36
0.382 783.87
LOW 775.80
0.618 762.75
1.000 754.68
1.618 741.63
2.618 720.51
4.250 686.04
Fisher Pivots for day following 09-Oct-2002
Pivot 1 day 3 day
R1 786.36 792.33
PP 783.16 787.14
S1 779.96 781.95

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

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