S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-2002
Day Change Summary
Previous Current
13-Dec-2002 16-Dec-2002 Change Change % Previous Week
Open 899.40 890.31 -9.09 -1.0% 910.96
High 899.40 910.42 11.02 1.2% 910.96
Low 888.48 890.31 1.83 0.2% 888.48
Close 889.48 910.40 20.92 2.4% 889.48
Range 10.92 20.11 9.19 84.2% 22.48
ATR 17.27 17.54 0.26 1.5% 0.00
Volume
Daily Pivots for day following 16-Dec-2002
Classic Woodie Camarilla DeMark
R4 964.04 957.33 921.46
R3 943.93 937.22 915.93
R2 923.82 923.82 914.09
R1 917.11 917.11 912.24 920.47
PP 903.71 903.71 903.71 905.39
S1 897.00 897.00 908.56 900.36
S2 883.60 883.60 906.71
S3 863.49 876.89 904.87
S4 843.38 856.78 899.34
Weekly Pivots for week ending 13-Dec-2002
Classic Woodie Camarilla DeMark
R4 963.75 949.09 901.84
R3 941.27 926.61 895.66
R2 918.79 918.79 893.60
R1 904.13 904.13 891.54 900.22
PP 896.31 896.31 896.31 894.35
S1 881.65 881.65 887.42 877.74
S2 873.83 873.83 885.36
S3 851.35 859.17 883.30
S4 828.87 836.69 877.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 910.42 888.48 21.94 2.4% 13.62 1.5% 100% True False
10 932.89 888.48 44.41 4.9% 15.21 1.7% 49% False False
20 954.28 888.48 65.80 7.2% 15.91 1.7% 33% False False
40 954.28 867.91 86.37 9.5% 17.85 2.0% 49% False False
60 954.28 768.63 185.65 20.4% 20.34 2.2% 76% False False
80 960.59 768.63 191.96 21.1% 20.36 2.2% 74% False False
100 965.00 768.63 196.37 21.6% 21.44 2.4% 72% False False
120 1,001.79 768.63 233.16 25.6% 23.00 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.61
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 995.89
2.618 963.07
1.618 942.96
1.000 930.53
0.618 922.85
HIGH 910.42
0.618 902.74
0.500 900.37
0.382 897.99
LOW 890.31
0.618 877.88
1.000 870.20
1.618 857.77
2.618 837.66
4.250 804.84
Fisher Pivots for day following 16-Dec-2002
Pivot 1 day 3 day
R1 907.06 906.75
PP 903.71 903.10
S1 900.37 899.45

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

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