S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-2002
Day Change Summary
Previous Current
04-Dec-2002 05-Dec-2002 Change Change % Previous Week
Open 917.51 919.59 2.08 0.2% 930.69
High 925.25 921.49 -3.76 -0.4% 941.82
Low 909.51 905.90 -3.61 -0.4% 912.10
Close 917.58 906.55 -11.03 -1.2% 936.31
Range 15.74 15.59 -0.15 -1.0% 29.72
ATR 18.92 18.68 -0.24 -1.3% 0.00
Volume
Daily Pivots for day following 05-Dec-2002
Classic Woodie Camarilla DeMark
R4 958.08 947.91 915.12
R3 942.49 932.32 910.84
R2 926.90 926.90 909.41
R1 916.73 916.73 907.98 914.02
PP 911.31 911.31 911.31 909.96
S1 901.14 901.14 905.12 898.43
S2 895.72 895.72 903.69
S3 880.13 885.55 902.26
S4 864.54 869.96 897.98
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
5 954.28 905.90 48.38 5.3% 15.66 1.7% 1% False True
10 954.28 905.90 48.38 5.3% 16.27 1.8% 1% False True
20 954.28 872.05 82.23 9.1% 17.16 1.9% 42% False False
40 954.28 768.63 185.65 20.5% 19.86 2.2% 74% False False
60 954.28 768.63 185.65 20.5% 20.86 2.3% 74% False False
80 965.00 768.63 196.37 21.7% 21.00 2.3% 70% False False
100 965.00 768.63 196.37 21.7% 23.11 2.5% 70% False False
120 1,040.83 768.63 272.20 30.0% 23.41 2.6% 51% 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 3.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 987.75
2.618 962.30
1.618 946.71
1.000 937.08
0.618 931.12
HIGH 921.49
0.618 915.53
0.500 913.70
0.382 911.86
LOW 905.90
0.618 896.27
1.000 890.31
1.618 880.68
2.618 865.09
4.250 839.64
Fisher Pivots for day following 05-Dec-2002
Pivot 1 day 3 day
R1 913.70 919.40
PP 911.31 915.11
S1 908.93 910.83

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

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