S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-2002
Day Change Summary
Previous Current
15-Oct-2002 16-Oct-2002 Change Change % Previous Week
Open 847.62 875.37 27.75 3.3% 799.98
High 881.27 875.37 -5.90 -0.7% 843.27
Low 847.62 856.28 8.66 1.0% 768.63
Close 881.27 860.02 -21.25 -2.4% 835.32
Range 33.65 19.09 -14.56 -43.3% 74.64
ATR 26.48 26.37 -0.11 -0.4% 0.00
Volume
Daily Pivots for day following 16-Oct-2002
Classic Woodie Camarilla DeMark
R4 921.16 909.68 870.52
R3 902.07 890.59 865.27
R2 882.98 882.98 863.52
R1 871.50 871.50 861.77 867.70
PP 863.89 863.89 863.89 861.99
S1 852.41 852.41 858.27 848.61
S2 844.80 844.80 856.52
S3 825.71 833.32 854.77
S4 806.62 814.23 849.52
Weekly Pivots for week ending 11-Oct-2002
Classic Woodie Camarilla DeMark
R4 1,039.66 1,012.13 876.37
R3 965.02 937.49 855.85
R2 890.38 890.38 849.00
R1 862.85 862.85 842.16 876.62
PP 815.74 815.74 815.74 822.62
S1 788.21 788.21 828.48 801.98
S2 741.10 741.10 821.64
S3 666.46 713.57 814.79
S4 591.82 638.93 794.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 881.27 768.63 112.64 13.1% 28.77 3.3% 81% False False
10 881.27 768.63 112.64 13.1% 27.42 3.2% 81% False False
20 881.27 768.63 112.64 13.1% 24.88 2.9% 81% False False
40 965.00 768.63 196.37 22.8% 22.75 2.6% 47% False False
60 965.00 768.63 196.37 22.8% 24.88 2.9% 47% False False
80 1,005.88 768.63 237.25 27.6% 25.73 3.0% 39% False False
100 1,085.98 768.63 317.35 36.9% 24.39 2.8% 29% False False
120 1,106.59 768.63 337.96 39.3% 23.15 2.7% 27% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 956.50
2.618 925.35
1.618 906.26
1.000 894.46
0.618 887.17
HIGH 875.37
0.618 868.08
0.500 865.83
0.382 863.57
LOW 856.28
0.618 844.48
1.000 837.19
1.618 825.39
2.618 806.30
4.250 775.15
Fisher Pivots for day following 16-Oct-2002
Pivot 1 day 3 day
R1 865.83 858.29
PP 863.89 856.55
S1 861.96 854.82

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

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