S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-2002
Day Change Summary
Previous Current
23-Oct-2002 24-Oct-2002 Change Change % Previous Week
Open 889.59 896.95 7.36 0.8% 833.86
High 896.14 902.94 6.80 0.8% 886.68
Low 873.82 879.00 5.18 0.6% 828.37
Close 896.14 882.50 -13.64 -1.5% 884.39
Range 22.32 23.94 1.62 7.3% 58.31
ATR 25.15 25.06 -0.09 -0.3% 0.00
Volume
Daily Pivots for day following 24-Oct-2002
Classic Woodie Camarilla DeMark
R4 959.97 945.17 895.67
R3 936.03 921.23 889.08
R2 912.09 912.09 886.89
R1 897.29 897.29 884.69 892.72
PP 888.15 888.15 888.15 885.86
S1 873.35 873.35 880.31 868.78
S2 864.21 864.21 878.11
S3 840.27 849.41 875.92
S4 816.33 825.47 869.33
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
5 902.94 866.58 36.36 4.1% 21.61 2.4% 44% True False
10 902.94 806.05 96.89 11.0% 23.72 2.7% 79% True False
20 902.94 768.63 134.31 15.2% 25.98 2.9% 85% True False
40 928.15 768.63 159.52 18.1% 22.84 2.6% 71% False False
60 965.00 768.63 196.37 22.3% 23.51 2.7% 58% False False
80 993.56 768.63 224.93 25.5% 25.54 2.9% 51% False False
100 1,050.11 768.63 281.48 31.9% 24.72 2.8% 40% False False
120 1,106.59 768.63 337.96 38.3% 23.34 2.6% 34% 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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,004.69
2.618 965.61
1.618 941.67
1.000 926.88
0.618 917.73
HIGH 902.94
0.618 893.79
0.500 890.97
0.382 888.15
LOW 879.00
0.618 864.21
1.000 855.06
1.618 840.27
2.618 816.33
4.250 777.26
Fisher Pivots for day following 24-Oct-2002
Pivot 1 day 3 day
R1 890.97 888.38
PP 888.15 886.42
S1 885.32 884.46

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

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