S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Dec-2002
Day Change Summary
Previous Current
26-Dec-2002 27-Dec-2002 Change Change % Previous Week
Open 892.86 888.72 -4.14 -0.5% 895.74
High 903.89 890.46 -13.43 -1.5% 903.89
Low 887.48 873.62 -13.86 -1.6% 873.62
Close 889.66 875.40 -14.26 -1.6% 875.40
Range 16.41 16.84 0.43 2.6% 30.27
ATR 15.53 15.63 0.09 0.6% 0.00
Volume
Daily Pivots for day following 27-Dec-2002
Classic Woodie Camarilla DeMark
R4 930.35 919.71 884.66
R3 913.51 902.87 880.03
R2 896.67 896.67 878.49
R1 886.03 886.03 876.94 882.93
PP 879.83 879.83 879.83 878.28
S1 869.19 869.19 873.86 866.09
S2 862.99 862.99 872.31
S3 846.15 852.35 870.77
S4 829.31 835.51 866.14
Weekly Pivots for week ending 27-Dec-2002
Classic Woodie Camarilla DeMark
R4 975.11 955.53 892.05
R3 944.84 925.26 883.72
R2 914.57 914.57 880.95
R1 894.99 894.99 878.17 889.65
PP 884.30 884.30 884.30 881.63
S1 864.72 864.72 872.63 859.38
S2 854.03 854.03 869.85
S3 823.76 834.45 867.08
S4 793.49 804.18 858.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.89 873.62 30.27 3.5% 12.23 1.4% 6% False True
10 911.22 873.62 37.60 4.3% 13.36 1.5% 5% False True
20 954.28 873.62 80.66 9.2% 14.37 1.6% 2% False True
40 954.28 872.05 82.23 9.4% 16.20 1.9% 4% False False
60 954.28 768.63 185.65 21.2% 18.90 2.2% 58% False False
80 954.28 768.63 185.65 21.2% 19.33 2.2% 58% False False
100 965.00 768.63 196.37 22.4% 20.12 2.3% 54% False False
120 965.00 768.63 196.37 22.4% 22.26 2.5% 54% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.12
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 962.03
2.618 934.55
1.618 917.71
1.000 907.30
0.618 900.87
HIGH 890.46
0.618 884.03
0.500 882.04
0.382 880.05
LOW 873.62
0.618 863.21
1.000 856.78
1.618 846.37
2.618 829.53
4.250 802.05
Fisher Pivots for day following 27-Dec-2002
Pivot 1 day 3 day
R1 882.04 888.76
PP 879.83 884.30
S1 877.61 879.85

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

View Archives - Comment on this page... - Back to Index of Symbols