S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Nov-2002
Day Change Summary
Previous Current
26-Nov-2002 27-Nov-2002 Change Change % Previous Week
Open 929.95 917.34 -12.61 -1.4% 909.84
High 929.95 940.41 10.46 1.1% 937.28
Low 912.10 917.34 5.24 0.6% 893.09
Close 913.31 938.87 25.56 2.8% 930.55
Range 17.85 23.07 5.22 29.2% 44.19
ATR 19.29 19.85 0.56 2.9% 0.00
Volume
Daily Pivots for day following 27-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,001.42 993.21 951.56
R3 978.35 970.14 945.21
R2 955.28 955.28 943.10
R1 947.07 947.07 940.98 951.18
PP 932.21 932.21 932.21 934.26
S1 924.00 924.00 936.76 928.11
S2 909.14 909.14 934.64
S3 886.07 900.93 932.53
S4 863.00 877.86 926.18
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
5 940.41 912.10 28.31 3.0% 16.87 1.8% 95% True False
10 940.41 887.29 53.12 5.7% 16.51 1.8% 97% True False
20 940.41 872.05 68.36 7.3% 18.02 1.9% 98% True False
40 940.41 768.63 171.78 18.3% 21.16 2.3% 99% True False
60 940.41 768.63 171.78 18.3% 20.98 2.2% 99% True False
80 965.00 768.63 196.37 20.9% 21.56 2.3% 87% False False
100 965.00 768.63 196.37 20.9% 23.83 2.5% 87% False False
120 1,040.83 768.63 272.20 29.0% 23.72 2.5% 63% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.17
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,038.46
2.618 1,000.81
1.618 977.74
1.000 963.48
0.618 954.67
HIGH 940.41
0.618 931.60
0.500 928.88
0.382 926.15
LOW 917.34
0.618 903.08
1.000 894.27
1.618 880.01
2.618 856.94
4.250 819.29
Fisher Pivots for day following 27-Nov-2002
Pivot 1 day 3 day
R1 935.54 934.67
PP 932.21 930.46
S1 928.88 926.26

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

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