S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Dec-2002
Day Change Summary
Previous Current
19-Dec-2002 20-Dec-2002 Change Change % Previous Week
Open 890.02 884.36 -5.66 -0.6% 890.31
High 899.19 897.79 -1.40 -0.2% 911.22
Low 880.32 884.36 4.04 0.5% 880.32
Close 884.25 895.76 11.51 1.3% 895.76
Range 18.87 13.43 -5.44 -28.8% 30.90
ATR 16.98 16.73 -0.25 -1.4% 0.00
Volume
Daily Pivots for day following 20-Dec-2002
Classic Woodie Camarilla DeMark
R4 932.93 927.77 903.15
R3 919.50 914.34 899.45
R2 906.07 906.07 898.22
R1 900.91 900.91 896.99 903.49
PP 892.64 892.64 892.64 893.93
S1 887.48 887.48 894.53 890.06
S2 879.21 879.21 893.30
S3 865.78 874.05 892.07
S4 852.35 860.62 888.37
Weekly Pivots for week ending 20-Dec-2002
Classic Woodie Camarilla DeMark
R4 988.47 973.01 912.76
R3 957.57 942.11 904.26
R2 926.67 926.67 901.43
R1 911.21 911.21 898.59 918.94
PP 895.77 895.77 895.77 899.63
S1 880.31 880.31 892.93 888.04
S2 864.87 864.87 890.10
S3 833.97 849.41 887.26
S4 803.07 818.51 878.77
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 3.4% 14.99 1.7% 50% False False
10 911.22 880.32 30.90 3.4% 14.20 1.6% 50% False False
20 954.28 880.32 73.96 8.3% 15.17 1.7% 21% False False
40 954.28 867.91 86.37 9.6% 17.02 1.9% 32% False False
60 954.28 768.63 185.65 20.7% 20.01 2.2% 68% False False
80 954.28 768.63 185.65 20.7% 19.93 2.2% 68% False False
100 965.00 768.63 196.37 21.9% 20.91 2.3% 65% False False
120 993.56 768.63 224.93 25.1% 22.70 2.5% 57% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.87
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 954.87
2.618 932.95
1.618 919.52
1.000 911.22
0.618 906.09
HIGH 897.79
0.618 892.66
0.500 891.08
0.382 889.49
LOW 884.36
0.618 876.06
1.000 870.93
1.618 862.63
2.618 849.20
4.250 827.28
Fisher Pivots for day following 20-Dec-2002
Pivot 1 day 3 day
R1 894.20 894.04
PP 892.64 892.33
S1 891.08 890.61

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

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