S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-2002
Day Change Summary
Previous Current
06-Dec-2002 09-Dec-2002 Change Change % Previous Week
Open 903.90 910.96 7.06 0.8% 941.57
High 915.48 910.96 -4.52 -0.5% 954.28
Low 895.96 891.97 -3.99 -0.4% 895.96
Close 912.23 892.00 -20.23 -2.2% 912.23
Range 19.52 18.99 -0.53 -2.7% 58.32
ATR 18.74 18.85 0.11 0.6% 0.00
Volume
Daily Pivots for day following 09-Dec-2002
Classic Woodie Camarilla DeMark
R4 955.28 942.63 902.44
R3 936.29 923.64 897.22
R2 917.30 917.30 895.48
R1 904.65 904.65 893.74 901.48
PP 898.31 898.31 898.31 896.73
S1 885.66 885.66 890.26 882.49
S2 879.32 879.32 888.52
S3 860.33 866.67 886.78
S4 841.34 847.68 881.56
Weekly Pivots for week ending 06-Dec-2002
Classic Woodie Camarilla DeMark
R4 1,095.78 1,062.33 944.31
R3 1,037.46 1,004.01 928.27
R2 979.14 979.14 922.92
R1 945.69 945.69 917.58 933.26
PP 920.82 920.82 920.82 914.61
S1 887.37 887.37 906.88 874.94
S2 862.50 862.50 901.54
S3 804.18 829.05 896.19
S4 745.86 770.73 880.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.89 891.97 40.92 4.6% 16.80 1.9% 0% False True
10 954.28 891.97 62.31 7.0% 17.16 1.9% 0% False True
20 954.28 872.05 82.23 9.2% 16.94 1.9% 24% False False
40 954.28 828.37 125.91 14.1% 18.95 2.1% 51% False False
60 954.28 768.63 185.65 20.8% 20.85 2.3% 66% False False
80 965.00 768.63 196.37 22.0% 20.74 2.3% 63% False False
100 965.00 768.63 196.37 22.0% 22.90 2.6% 63% False False
120 1,023.33 768.63 254.70 28.6% 23.48 2.6% 48% 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 3.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 991.67
2.618 960.68
1.618 941.69
1.000 929.95
0.618 922.70
HIGH 910.96
0.618 903.71
0.500 901.47
0.382 899.22
LOW 891.97
0.618 880.23
1.000 872.98
1.618 861.24
2.618 842.25
4.250 811.26
Fisher Pivots for day following 09-Dec-2002
Pivot 1 day 3 day
R1 901.47 906.73
PP 898.31 901.82
S1 895.16 896.91

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

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