S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-2002
Day Change Summary
Previous Current
16-Dec-2002 17-Dec-2002 Change Change % Previous Week
Open 890.31 910.21 19.90 2.2% 910.96
High 910.42 911.22 0.80 0.1% 910.96
Low 890.31 901.74 11.43 1.3% 888.48
Close 910.40 902.99 -7.41 -0.8% 889.48
Range 20.11 9.48 -10.63 -52.9% 22.48
ATR 17.54 16.96 -0.58 -3.3% 0.00
Volume
Daily Pivots for day following 17-Dec-2002
Classic Woodie Camarilla DeMark
R4 933.76 927.85 908.20
R3 924.28 918.37 905.60
R2 914.80 914.80 904.73
R1 908.89 908.89 903.86 907.11
PP 905.32 905.32 905.32 904.42
S1 899.41 899.41 902.12 897.63
S2 895.84 895.84 901.25
S3 886.36 889.93 900.38
S4 876.88 880.45 897.78
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
5 911.22 888.48 22.74 2.5% 13.07 1.4% 64% True False
10 925.25 888.48 36.77 4.1% 14.74 1.6% 39% False False
20 954.28 888.48 65.80 7.3% 15.56 1.7% 22% False False
40 954.28 867.91 86.37 9.6% 17.40 1.9% 41% False False
60 954.28 768.63 185.65 20.6% 20.20 2.2% 72% False False
80 955.82 768.63 187.19 20.7% 20.18 2.2% 72% False False
100 965.00 768.63 196.37 21.7% 21.37 2.4% 68% False False
120 1,001.79 768.63 233.16 25.8% 22.85 2.5% 58% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.71
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 951.51
2.618 936.04
1.618 926.56
1.000 920.70
0.618 917.08
HIGH 911.22
0.618 907.60
0.500 906.48
0.382 905.36
LOW 901.74
0.618 895.88
1.000 892.26
1.618 886.40
2.618 876.92
4.250 861.45
Fisher Pivots for day following 17-Dec-2002
Pivot 1 day 3 day
R1 906.48 901.94
PP 905.32 900.90
S1 904.15 899.85

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

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