S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-2002
Day Change Summary
Previous Current
23-Dec-2002 24-Dec-2002 Change Change % Previous Week
Open 895.74 896.20 0.46 0.1% 890.31
High 902.43 896.60 -5.83 -0.6% 911.22
Low 892.26 892.29 0.03 0.0% 880.32
Close 897.38 892.47 -4.91 -0.5% 895.76
Range 10.17 4.31 -5.86 -57.6% 30.90
ATR 16.26 15.47 -0.80 -4.9% 0.00
Volume
Daily Pivots for day following 24-Dec-2002
Classic Woodie Camarilla DeMark
R4 906.72 903.90 894.84
R3 902.41 899.59 893.66
R2 898.10 898.10 893.26
R1 895.28 895.28 892.87 894.54
PP 893.79 893.79 893.79 893.41
S1 890.97 890.97 892.07 890.23
S2 889.48 889.48 891.68
S3 885.17 886.66 891.28
S4 880.86 882.35 890.10
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
5 902.43 880.32 22.11 2.5% 11.97 1.3% 55% False False
10 911.22 880.32 30.90 3.5% 12.52 1.4% 39% False False
20 954.28 880.32 73.96 8.3% 14.76 1.7% 16% False False
40 954.28 867.91 86.37 9.7% 16.34 1.8% 28% False False
60 954.28 768.63 185.65 20.8% 19.36 2.2% 67% False False
80 954.28 768.63 185.65 20.8% 19.62 2.2% 67% False False
100 965.00 768.63 196.37 22.0% 20.47 2.3% 63% False False
120 993.56 768.63 224.93 25.2% 22.38 2.5% 55% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.25
Narrowest range in 252 trading days
Fibonacci Retracements and Extensions
4.250 914.92
2.618 907.88
1.618 903.57
1.000 900.91
0.618 899.26
HIGH 896.60
0.618 894.95
0.500 894.45
0.382 893.94
LOW 892.29
0.618 889.63
1.000 887.98
1.618 885.32
2.618 881.01
4.250 873.97
Fisher Pivots for day following 24-Dec-2002
Pivot 1 day 3 day
R1 894.45 893.40
PP 893.79 893.09
S1 893.13 892.78

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

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