S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Oct-2002
Day Change Summary
Previous Current
18-Oct-2002 21-Oct-2002 Change Change % Previous Week
Open 879.05 882.07 3.02 0.3% 833.86
High 886.68 900.69 14.01 1.6% 886.68
Low 866.58 873.06 6.48 0.7% 828.37
Close 884.39 899.72 15.33 1.7% 884.39
Range 20.10 27.63 7.53 37.5% 58.31
ATR 25.86 25.98 0.13 0.5% 0.00
Volume
Daily Pivots for day following 21-Oct-2002
Classic Woodie Camarilla DeMark
R4 974.05 964.51 914.92
R3 946.42 936.88 907.32
R2 918.79 918.79 904.79
R1 909.25 909.25 902.25 914.02
PP 891.16 891.16 891.16 893.54
S1 881.62 881.62 897.19 886.39
S2 863.53 863.53 894.65
S3 835.90 853.99 892.12
S4 808.27 826.36 884.52
Weekly Pivots for week ending 18-Oct-2002
Classic Woodie Camarilla DeMark
R4 1,041.41 1,021.21 916.46
R3 983.10 962.90 900.43
R2 924.79 924.79 895.08
R1 904.59 904.59 889.74 914.69
PP 866.48 866.48 866.48 871.53
S1 846.28 846.28 879.04 856.38
S2 808.17 808.17 873.70
S3 749.86 787.97 868.35
S4 691.55 729.66 852.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 900.69 847.62 53.07 5.9% 24.72 2.7% 98% True False
10 900.69 768.63 132.06 14.7% 26.52 2.9% 99% True False
20 900.69 768.63 132.06 14.7% 25.81 2.9% 99% True False
40 955.82 768.63 187.19 20.8% 22.97 2.6% 70% False False
60 965.00 768.63 196.37 21.8% 24.01 2.7% 67% False False
80 1,001.79 768.63 233.16 25.9% 25.58 2.8% 56% False False
100 1,079.93 768.63 311.30 34.6% 24.72 2.7% 42% False False
120 1,106.59 768.63 337.96 37.6% 23.26 2.6% 39% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 3.66
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,018.12
2.618 973.03
1.618 945.40
1.000 928.32
0.618 917.77
HIGH 900.69
0.618 890.14
0.500 886.88
0.382 883.61
LOW 873.06
0.618 855.98
1.000 845.43
1.618 828.35
2.618 800.72
4.250 755.63
Fisher Pivots for day following 21-Oct-2002
Pivot 1 day 3 day
R1 895.44 893.63
PP 891.16 887.54
S1 886.88 881.46

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

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