S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-2002
Day Change Summary
Previous Current
02-Dec-2002 03-Dec-2002 Change Change % Previous Week
Open 941.57 932.89 -8.68 -0.9% 930.69
High 954.28 932.89 -21.39 -2.2% 941.82
Low 927.72 918.73 -8.99 -1.0% 912.10
Close 934.53 920.75 -13.78 -1.5% 936.31
Range 26.56 14.16 -12.40 -46.7% 29.72
ATR 19.42 19.16 -0.26 -1.3% 0.00
Volume
Daily Pivots for day following 03-Dec-2002
Classic Woodie Camarilla DeMark
R4 966.60 957.84 928.54
R3 952.44 943.68 924.64
R2 938.28 938.28 923.35
R1 929.52 929.52 922.05 926.82
PP 924.12 924.12 924.12 922.78
S1 915.36 915.36 919.45 912.66
S2 909.96 909.96 918.15
S3 895.80 901.20 916.86
S4 881.64 887.04 912.96
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 4.6% 17.58 1.9% 21% False False
10 954.28 893.09 61.19 6.6% 16.38 1.8% 45% False False
20 954.28 872.05 82.23 8.9% 17.17 1.9% 59% False False
40 954.28 768.63 185.65 20.2% 20.34 2.2% 82% False False
60 954.28 768.63 185.65 20.2% 20.76 2.3% 82% False False
80 965.00 768.63 196.37 21.3% 21.16 2.3% 77% False False
100 965.00 768.63 196.37 21.3% 23.45 2.5% 77% False False
120 1,040.83 768.63 272.20 29.6% 23.60 2.6% 56% 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 3.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 993.07
2.618 969.96
1.618 955.80
1.000 947.05
0.618 941.64
HIGH 932.89
0.618 927.48
0.500 925.81
0.382 924.14
LOW 918.73
0.618 909.98
1.000 904.57
1.618 895.82
2.618 881.66
4.250 858.55
Fisher Pivots for day following 03-Dec-2002
Pivot 1 day 3 day
R1 925.81 936.51
PP 924.12 931.25
S1 922.44 926.00

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

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