S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-2002
Day Change Summary
Previous Current
10-Dec-2002 11-Dec-2002 Change Change % Previous Week
Open 892.86 903.57 10.71 1.2% 941.57
High 904.95 909.94 4.99 0.6% 954.28
Low 892.71 896.48 3.77 0.4% 895.96
Close 904.45 904.96 0.51 0.1% 912.23
Range 12.24 13.46 1.22 10.0% 58.32
ATR 18.43 18.07 -0.35 -1.9% 0.00
Volume
Daily Pivots for day following 11-Dec-2002
Classic Woodie Camarilla DeMark
R4 944.17 938.03 912.36
R3 930.71 924.57 908.66
R2 917.25 917.25 907.43
R1 911.11 911.11 906.19 914.18
PP 903.79 903.79 903.79 905.33
S1 897.65 897.65 903.73 900.72
S2 890.33 890.33 902.49
S3 876.87 884.19 901.26
S4 863.41 870.73 897.56
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
5 921.49 891.97 29.52 3.3% 15.96 1.8% 44% False False
10 954.28 891.97 62.31 6.9% 16.56 1.8% 21% False False
20 954.28 872.05 82.23 9.1% 16.40 1.8% 40% False False
40 954.28 856.28 98.00 10.8% 18.35 2.0% 50% False False
60 954.28 768.63 185.65 20.5% 20.56 2.3% 73% False False
80 965.00 768.63 196.37 21.7% 20.53 2.3% 69% False False
100 965.00 768.63 196.37 21.7% 22.39 2.5% 69% False False
120 1,005.88 768.63 237.25 26.2% 23.37 2.6% 57% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 967.15
2.618 945.18
1.618 931.72
1.000 923.40
0.618 918.26
HIGH 909.94
0.618 904.80
0.500 903.21
0.382 901.62
LOW 896.48
0.618 888.16
1.000 883.02
1.618 874.70
2.618 861.24
4.250 839.28
Fisher Pivots for day following 11-Dec-2002
Pivot 1 day 3 day
R1 904.38 903.80
PP 903.79 902.63
S1 903.21 901.47

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

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