S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-2002
Day Change Summary
Previous Current
08-Nov-2002 11-Nov-2002 Change Change % Previous Week
Open 902.20 894.09 -8.11 -0.9% 905.57
High 910.11 894.09 -16.02 -1.8% 925.66
Low 891.62 874.63 -16.99 -1.9% 891.62
Close 894.74 876.19 -18.55 -2.1% 894.74
Range 18.49 19.46 0.97 5.2% 34.04
ATR 22.43 22.27 -0.17 -0.7% 0.00
Volume
Daily Pivots for day following 11-Nov-2002
Classic Woodie Camarilla DeMark
R4 940.02 927.56 886.89
R3 920.56 908.10 881.54
R2 901.10 901.10 879.76
R1 888.64 888.64 877.97 885.14
PP 881.64 881.64 881.64 879.89
S1 869.18 869.18 874.41 865.68
S2 862.18 862.18 872.62
S3 842.72 849.72 870.84
S4 823.26 830.26 865.49
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
5 925.66 874.63 51.03 5.8% 18.81 2.1% 3% False True
10 925.66 867.91 57.75 6.6% 19.68 2.2% 14% False False
20 925.66 847.62 78.04 8.9% 21.13 2.4% 37% False False
40 925.66 768.63 157.03 17.9% 22.97 2.6% 68% False False
60 965.00 768.63 196.37 22.4% 22.02 2.5% 55% False False
80 965.00 768.63 196.37 22.4% 24.19 2.8% 55% False False
100 1,005.89 768.63 237.26 27.1% 24.80 2.8% 45% False False
120 1,097.10 768.63 328.47 37.5% 23.66 2.7% 33% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.81
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 976.80
2.618 945.04
1.618 925.58
1.000 913.55
0.618 906.12
HIGH 894.09
0.618 886.66
0.500 884.36
0.382 882.06
LOW 874.63
0.618 862.60
1.000 855.17
1.618 843.14
2.618 823.68
4.250 791.93
Fisher Pivots for day following 11-Nov-2002
Pivot 1 day 3 day
R1 884.36 898.91
PP 881.64 891.34
S1 878.91 883.76

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

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