S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-2002
Day Change Summary
Previous Current
30-Oct-2002 31-Oct-2002 Change Change % Previous Week
Open 883.13 891.10 7.97 0.9% 882.07
High 895.28 898.83 3.55 0.4% 902.94
Low 879.19 879.75 0.56 0.1% 873.06
Close 890.71 885.76 -4.95 -0.6% 897.65
Range 16.09 19.08 2.99 18.6% 29.88
ATR 23.78 23.45 -0.34 -1.4% 0.00
Volume
Daily Pivots for day following 31-Oct-2002
Classic Woodie Camarilla DeMark
R4 945.35 934.64 896.25
R3 926.27 915.56 891.01
R2 907.19 907.19 889.26
R1 896.48 896.48 887.51 892.30
PP 888.11 888.11 888.11 886.02
S1 877.40 877.40 884.01 873.22
S2 869.03 869.03 882.26
S3 849.95 858.32 880.51
S4 830.87 839.24 875.27
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
5 907.44 867.91 39.53 4.5% 19.97 2.3% 45% False False
10 907.44 866.58 40.86 4.6% 20.79 2.3% 47% False False
20 907.44 768.63 138.81 15.7% 24.12 2.7% 84% False False
40 924.02 768.63 155.39 17.5% 22.44 2.5% 75% False False
60 965.00 768.63 196.37 22.2% 22.64 2.6% 60% False False
80 965.00 768.63 196.37 22.2% 25.07 2.8% 60% False False
100 1,040.83 768.63 272.20 30.7% 24.78 2.8% 43% False False
120 1,106.59 768.63 337.96 38.2% 23.35 2.6% 35% 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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 979.92
2.618 948.78
1.618 929.70
1.000 917.91
0.618 910.62
HIGH 898.83
0.618 891.54
0.500 889.29
0.382 887.04
LOW 879.75
0.618 867.96
1.000 860.67
1.618 848.88
2.618 829.80
4.250 798.66
Fisher Pivots for day following 31-Oct-2002
Pivot 1 day 3 day
R1 889.29 884.96
PP 888.11 884.17
S1 886.94 883.37

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

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