S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-2002
Day Change Summary
Previous Current
22-Oct-2002 23-Oct-2002 Change Change % Previous Week
Open 896.45 889.59 -6.86 -0.8% 833.86
High 896.45 896.14 -0.31 0.0% 886.68
Low 882.40 873.82 -8.58 -1.0% 828.37
Close 890.16 896.14 5.98 0.7% 884.39
Range 14.05 22.32 8.27 58.9% 58.31
ATR 25.36 25.15 -0.22 -0.9% 0.00
Volume
Daily Pivots for day following 23-Oct-2002
Classic Woodie Camarilla DeMark
R4 955.66 948.22 908.42
R3 933.34 925.90 902.28
R2 911.02 911.02 900.23
R1 903.58 903.58 898.19 907.30
PP 888.70 888.70 888.70 890.56
S1 881.26 881.26 894.09 884.98
S2 866.38 866.38 892.05
S3 844.06 858.94 890.00
S4 821.74 836.62 883.86
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
5 900.69 862.22 38.47 4.3% 21.45 2.4% 88% False False
10 900.69 768.63 132.06 14.7% 25.11 2.8% 97% False False
20 900.69 768.63 132.06 14.7% 25.55 2.9% 97% False False
40 932.72 768.63 164.09 18.3% 22.73 2.5% 78% False False
60 965.00 768.63 196.37 21.9% 23.47 2.6% 65% False False
80 993.56 768.63 224.93 25.1% 25.53 2.8% 57% False False
100 1,050.11 768.63 281.48 31.4% 24.63 2.7% 45% False False
120 1,106.59 768.63 337.96 37.7% 23.34 2.6% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 991.00
2.618 954.57
1.618 932.25
1.000 918.46
0.618 909.93
HIGH 896.14
0.618 887.61
0.500 884.98
0.382 882.35
LOW 873.82
0.618 860.03
1.000 851.50
1.618 837.71
2.618 815.39
4.250 778.96
Fisher Pivots for day following 23-Oct-2002
Pivot 1 day 3 day
R1 892.42 893.05
PP 888.70 889.96
S1 884.98 886.88

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

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