S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Nov-2002
Day Change Summary
Previous Current
07-Nov-2002 08-Nov-2002 Change Change % Previous Week
Open 923.19 902.20 -20.99 -2.3% 905.57
High 923.19 910.11 -13.08 -1.4% 925.66
Low 898.68 891.62 -7.06 -0.8% 891.62
Close 902.65 894.74 -7.91 -0.9% 894.74
Range 24.51 18.49 -6.02 -24.6% 34.04
ATR 22.74 22.43 -0.30 -1.3% 0.00
Volume
Daily Pivots for day following 08-Nov-2002
Classic Woodie Camarilla DeMark
R4 954.29 943.01 904.91
R3 935.80 924.52 899.82
R2 917.31 917.31 898.13
R1 906.03 906.03 896.43 902.43
PP 898.82 898.82 898.82 897.02
S1 887.54 887.54 893.05 883.94
S2 880.33 880.33 891.35
S3 861.84 869.05 889.66
S4 843.35 850.56 884.57
Weekly Pivots for week ending 08-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,006.13 984.47 913.46
R3 972.09 950.43 904.10
R2 938.05 938.05 900.98
R1 916.39 916.39 897.86 910.20
PP 904.01 904.01 904.01 900.91
S1 882.35 882.35 891.62 876.16
S2 869.97 869.97 888.50
S3 835.93 848.31 885.38
S4 801.89 814.27 876.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 925.66 891.62 34.04 3.8% 18.74 2.1% 9% False True
10 925.66 867.91 57.75 6.5% 19.86 2.2% 46% False False
20 925.66 828.37 97.29 10.9% 20.96 2.3% 68% False False
40 925.66 768.63 157.03 17.6% 22.81 2.5% 80% False False
60 965.00 768.63 196.37 21.9% 22.01 2.5% 64% False False
80 965.00 768.63 196.37 21.9% 24.40 2.7% 64% False False
100 1,023.33 768.63 254.70 28.5% 24.79 2.8% 50% False False
120 1,097.10 768.63 328.47 36.7% 23.59 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 988.69
2.618 958.52
1.618 940.03
1.000 928.60
0.618 921.54
HIGH 910.11
0.618 903.05
0.500 900.87
0.382 898.68
LOW 891.62
0.618 880.19
1.000 873.13
1.618 861.70
2.618 843.21
4.250 813.04
Fisher Pivots for day following 08-Nov-2002
Pivot 1 day 3 day
R1 900.87 908.64
PP 898.82 904.01
S1 896.78 899.37

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

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