S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Nov-2002
Day Change Summary
Previous Current
21-Nov-2002 22-Nov-2002 Change Change % Previous Week
Open 914.40 932.83 18.43 2.0% 909.84
High 935.13 937.28 2.15 0.2% 937.28
Low 914.40 928.41 14.01 1.5% 893.09
Close 933.76 930.55 -3.21 -0.3% 930.55
Range 20.73 8.87 -11.86 -57.2% 44.19
ATR 20.41 19.58 -0.82 -4.0% 0.00
Volume
Daily Pivots for day following 22-Nov-2002
Classic Woodie Camarilla DeMark
R4 958.69 953.49 935.43
R3 949.82 944.62 932.99
R2 940.95 940.95 932.18
R1 935.75 935.75 931.36 933.92
PP 932.08 932.08 932.08 931.16
S1 926.88 926.88 929.74 925.05
S2 923.21 923.21 928.92
S3 914.34 918.01 928.11
S4 905.47 909.14 925.67
Weekly Pivots for week ending 22-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,052.88 1,035.90 954.85
R3 1,008.69 991.71 942.70
R2 964.50 964.50 938.65
R1 947.52 947.52 934.60 956.01
PP 920.31 920.31 920.31 924.55
S1 903.33 903.33 926.50 911.82
S2 876.12 876.12 922.45
S3 831.93 859.14 918.40
S4 787.74 814.95 906.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937.28 893.09 44.19 4.7% 15.69 1.7% 85% True False
10 937.28 872.05 65.23 7.0% 16.71 1.8% 90% True False
20 937.28 867.91 69.37 7.5% 18.29 2.0% 90% True False
40 937.28 768.63 168.65 18.1% 21.95 2.4% 96% True False
60 937.28 768.63 168.65 18.1% 21.31 2.3% 96% True False
80 965.00 768.63 196.37 21.1% 22.11 2.4% 82% False False
100 993.56 768.63 224.93 24.2% 24.10 2.6% 72% False False
120 1,049.33 768.63 280.70 30.2% 23.72 2.5% 58% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.53
Narrowest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 974.98
2.618 960.50
1.618 951.63
1.000 946.15
0.618 942.76
HIGH 937.28
0.618 933.89
0.500 932.85
0.382 931.80
LOW 928.41
0.618 922.93
1.000 919.54
1.618 914.06
2.618 905.19
4.250 890.71
Fisher Pivots for day following 22-Nov-2002
Pivot 1 day 3 day
R1 932.85 925.74
PP 932.08 920.92
S1 931.32 916.11

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

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