S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Oct-2002
Day Change Summary
Previous Current
24-Oct-2002 25-Oct-2002 Change Change % Previous Week
Open 896.95 882.48 -14.47 -1.6% 882.07
High 902.94 897.71 -5.23 -0.6% 902.94
Low 879.00 877.03 -1.97 -0.2% 873.06
Close 882.50 897.65 15.15 1.7% 897.65
Range 23.94 20.68 -3.26 -13.6% 29.88
ATR 25.06 24.75 -0.31 -1.2% 0.00
Volume
Daily Pivots for day following 25-Oct-2002
Classic Woodie Camarilla DeMark
R4 952.84 945.92 909.02
R3 932.16 925.24 903.34
R2 911.48 911.48 901.44
R1 904.56 904.56 899.55 908.02
PP 890.80 890.80 890.80 892.53
S1 883.88 883.88 895.75 887.34
S2 870.12 870.12 893.86
S3 849.44 863.20 891.96
S4 828.76 842.52 886.28
Weekly Pivots for week ending 25-Oct-2002
Classic Woodie Camarilla DeMark
R4 980.86 969.13 914.08
R3 950.98 939.25 905.87
R2 921.10 921.10 903.13
R1 909.37 909.37 900.39 915.24
PP 891.22 891.22 891.22 894.15
S1 879.49 879.49 894.91 885.36
S2 861.34 861.34 892.17
S3 831.46 849.61 889.43
S4 801.58 819.73 881.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 902.94 873.06 29.88 3.3% 21.72 2.4% 82% False False
10 902.94 828.37 74.57 8.3% 22.06 2.5% 93% False False
20 902.94 768.63 134.31 15.0% 25.61 2.9% 96% False False
40 928.15 768.63 159.52 17.8% 22.83 2.5% 81% False False
60 965.00 768.63 196.37 21.9% 23.38 2.6% 66% False False
80 993.56 768.63 224.93 25.1% 25.55 2.8% 57% False False
100 1,049.33 768.63 280.70 31.3% 24.81 2.8% 46% False False
120 1,106.59 768.63 337.96 37.6% 23.44 2.6% 38% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.01
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 985.60
2.618 951.85
1.618 931.17
1.000 918.39
0.618 910.49
HIGH 897.71
0.618 889.81
0.500 887.37
0.382 884.93
LOW 877.03
0.618 864.25
1.000 856.35
1.618 843.57
2.618 822.89
4.250 789.14
Fisher Pivots for day following 25-Oct-2002
Pivot 1 day 3 day
R1 894.22 894.56
PP 890.80 891.47
S1 887.37 888.38

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

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