S&P500 Cash Index

Trading Metrics calculated at close of trading on 01-Nov-2002

Day Change Summary
	Previous	Current
	31-Oct-2002	01-Nov-2002	Change	Change %	Previous Week
Open	891.10	884.33	-6.77	-0.8%	900.82
High	898.83	903.42	4.59	0.5%	907.44
Low	879.75	877.71	-2.04	-0.2%	867.91
Close	885.76	900.96	15.20	1.7%	900.96
Range	19.08	25.71	6.63	34.7%	39.53
ATR	23.45	23.61	0.16	0.7%	0.00
Volume

Daily Pivots for day following 01-Nov-2002
	Classic	Woodie	Camarilla	DeMark
R4	971.16	961.77	915.10
R3	945.45	936.06	908.03
R2	919.74	919.74	905.67
R1	910.35	910.35	903.32	915.05
PP	894.03	894.03	894.03	896.38
S1	884.64	884.64	898.60	889.34
S2	868.32	868.32	896.25
S3	842.61	858.93	893.89
S4	816.90	833.22	886.82

Weekly Pivots for week ending 01-Nov-2002
	Classic	Woodie	Camarilla	DeMark
R4	1,010.69	995.36	922.70
R3	971.16	955.83	911.83
R2	931.63	931.63	908.21
R1	916.30	916.30	904.58	923.97
PP	892.10	892.10	892.10	895.94
S1	876.77	876.77	897.34	884.44
S2	852.57	852.57	893.71
S3	813.04	837.24	890.09
S4	773.51	797.71	879.22

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	4.4%	20.98	2.3%	84%	False	False
10	907.44	867.91	39.53	4.4%	21.35	2.4%	84%	False	False
20	907.44	768.63	138.81	15.4%	23.82	2.6%	95%	False	False
40	924.02	768.63	155.39	17.2%	22.68	2.5%	85%	False	False
60	965.00	768.63	196.37	21.8%	22.56	2.5%	67%	False	False
80	965.00	768.63	196.37	21.8%	25.04	2.8%	67%	False	False
100	1,040.83	768.63	272.20	30.2%	24.85	2.8%	49%	False	False
120	1,106.59	768.63	337.96	37.5%	23.38	2.6%	39%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.27
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,012.69
2.618	970.73
1.618	945.02
1.000	929.13
0.618	919.31
HIGH	903.42
0.618	893.60
0.500	890.57
0.382	887.53
LOW	877.71
0.618	861.82
1.000	852.00
1.618	836.11
2.618	810.40
4.250	768.44

Fisher Pivots for day following 01-Nov-2002
Pivot	1 day	3 day
R1	897.50	897.50
PP	894.03	894.03
S1	890.57	890.57

Download as Excel Spreadsheet

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

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