The sun rises in the east (though you may sometimes find it miscapitalized). The directional notations are normally capitalized only as a part of a proper name (North Korea, Bank of the West, East India Company), when referring to a specific area (the Confederate flag still flies in some parts of the South), in certain conceptual uses (in the East, courtesy is cultivated to a finer degree), and in a few cases, I will guess, by local practice. They are also capitalized on map compasses and similar locations.
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