S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-2002
Day Change Summary
Previous Current
29-Nov-2002 02-Dec-2002 Change Change % Previous Week
Open 939.83 941.57 1.74 0.2% 930.69
High 941.82 954.28 12.46 1.3% 941.82
Low 935.58 927.72 -7.86 -0.8% 912.10
Close 936.31 934.53 -1.78 -0.2% 936.31
Range 6.24 26.56 20.32 325.6% 29.72
ATR 18.87 19.42 0.55 2.9% 0.00
Volume
Daily Pivots for day following 02-Dec-2002
Classic Woodie Camarilla DeMark
R4 1,018.52 1,003.09 949.14
R3 991.96 976.53 941.83
R2 965.40 965.40 939.40
R1 949.97 949.97 936.96 944.41
PP 938.84 938.84 938.84 936.06
S1 923.41 923.41 932.10 917.85
S2 912.28 912.28 929.66
S3 885.72 896.85 927.23
S4 859.16 870.29 919.92
Weekly Pivots for week ending 29-Nov-2002
Classic Woodie Camarilla DeMark
R4 1,019.24 1,007.49 952.66
R3 989.52 977.77 944.48
R2 959.80 959.80 941.76
R1 948.05 948.05 939.03 953.93
PP 930.08 930.08 930.08 933.01
S1 918.33 918.33 933.59 924.21
S2 900.36 900.36 930.86
S3 870.64 888.61 928.14
S4 840.92 858.89 919.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 954.28 912.10 42.18 4.5% 17.51 1.9% 53% True False
10 954.28 893.09 61.19 6.5% 16.60 1.8% 68% True False
20 954.28 872.05 82.23 8.8% 17.42 1.9% 76% True False
40 954.28 768.63 185.65 19.9% 20.62 2.2% 89% True False
60 954.28 768.63 185.65 19.9% 20.93 2.2% 89% True False
80 965.00 768.63 196.37 21.0% 21.28 2.3% 84% False False
100 965.00 768.63 196.37 21.0% 23.52 2.5% 84% False False
120 1,040.83 768.63 272.20 29.1% 23.61 2.5% 61% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.99
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,067.16
2.618 1,023.81
1.618 997.25
1.000 980.84
0.618 970.69
HIGH 954.28
0.618 944.13
0.500 941.00
0.382 937.87
LOW 927.72
0.618 911.31
1.000 901.16
1.618 884.75
2.618 858.19
4.250 814.84
Fisher Pivots for day following 02-Dec-2002
Pivot 1 day 3 day
R1 941.00 935.81
PP 938.84 935.38
S1 936.69 934.96

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

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