S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Dec-2002
Day Change Summary
Previous Current
18-Dec-2002 19-Dec-2002 Change Change % Previous Week
Open 900.90 890.02 -10.88 -1.2% 910.96
High 900.90 899.19 -1.71 -0.2% 910.96
Low 887.82 880.32 -7.50 -0.8% 888.48
Close 891.12 884.25 -6.87 -0.8% 889.48
Range 13.08 18.87 5.79 44.3% 22.48
ATR 16.83 16.98 0.15 0.9% 0.00
Volume
Daily Pivots for day following 19-Dec-2002
Classic Woodie Camarilla DeMark
R4 944.53 933.26 894.63
R3 925.66 914.39 889.44
R2 906.79 906.79 887.71
R1 895.52 895.52 885.98 891.72
PP 887.92 887.92 887.92 886.02
S1 876.65 876.65 882.52 872.85
S2 869.05 869.05 880.79
S3 850.18 857.78 879.06
S4 831.31 838.91 873.87
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
5 911.22 880.32 30.90 3.5% 14.49 1.6% 13% False True
10 915.48 880.32 35.16 4.0% 14.80 1.7% 11% False True
20 954.28 880.32 73.96 8.4% 15.53 1.8% 5% False True
40 954.28 867.91 86.37 9.8% 17.29 2.0% 19% False False
60 954.28 768.63 185.65 21.0% 20.04 2.3% 62% False False
80 954.28 768.63 185.65 21.0% 20.01 2.3% 62% False False
100 965.00 768.63 196.37 22.2% 21.00 2.4% 59% False False
120 993.56 768.63 224.93 25.4% 22.78 2.6% 51% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.67
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 979.39
2.618 948.59
1.618 929.72
1.000 918.06
0.618 910.85
HIGH 899.19
0.618 891.98
0.500 889.76
0.382 887.53
LOW 880.32
0.618 868.66
1.000 861.45
1.618 849.79
2.618 830.92
4.250 800.12
Fisher Pivots for day following 19-Dec-2002
Pivot 1 day 3 day
R1 889.76 895.77
PP 887.92 891.93
S1 886.09 888.09

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

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