S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Oct-2002
Day Change Summary
Previous Current
09-Oct-2002 10-Oct-2002 Change Change % Previous Week
Open 796.92 777.07 -19.85 -2.5% 825.77
High 796.92 806.51 9.59 1.2% 851.93
Low 775.80 768.63 -7.17 -0.9% 794.10
Close 776.76 803.92 27.16 3.5% 800.58
Range 21.12 37.88 16.76 79.4% 57.83
ATR 24.19 25.17 0.98 4.0% 0.00
Volume
Daily Pivots for day following 10-Oct-2002
Classic Woodie Camarilla DeMark
R4 906.66 893.17 824.75
R3 868.78 855.29 814.34
R2 830.90 830.90 810.86
R1 817.41 817.41 807.39 824.16
PP 793.02 793.02 793.02 796.39
S1 779.53 779.53 800.45 786.28
S2 755.14 755.14 796.98
S3 717.26 741.65 793.50
S4 679.38 703.77 783.09
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
5 825.90 768.63 57.27 7.1% 29.08 3.6% 62% False True
10 854.95 768.63 86.32 10.7% 28.24 3.5% 41% False True
20 902.68 768.63 134.05 16.7% 23.58 2.9% 26% False True
40 965.00 768.63 196.37 24.4% 21.99 2.7% 18% False True
60 965.00 768.63 196.37 24.4% 25.37 3.2% 18% False True
80 1,037.61 768.63 268.98 33.5% 25.53 3.2% 13% False True
100 1,099.55 768.63 330.92 41.2% 23.94 3.0% 11% False True
120 1,111.17 768.63 342.54 42.6% 22.75 2.8% 10% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.22
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 967.50
2.618 905.68
1.618 867.80
1.000 844.39
0.618 829.92
HIGH 806.51
0.618 792.04
0.500 787.57
0.382 783.10
LOW 768.63
0.618 745.22
1.000 730.75
1.618 707.34
2.618 669.46
4.250 607.64
Fisher Pivots for day following 10-Oct-2002
Pivot 1 day 3 day
R1 798.47 798.86
PP 793.02 793.80
S1 787.57 788.75

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

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