S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 890.59 902.99 12.40 1.4% 872.37
High 910.32 934.73 24.41 2.7% 934.73
Low 889.67 899.35 9.68 1.1% 857.07
Close 903.25 931.80 28.55 3.2% 931.80
Range 20.65 35.38 14.73 71.3% 77.66
ATR 31.27 31.57 0.29 0.9% 0.00
Volume
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,028.10 1,015.33 951.26
R3 992.72 979.95 941.53
R2 957.34 957.34 938.29
R1 944.57 944.57 935.04 950.96
PP 921.96 921.96 921.96 925.15
S1 909.19 909.19 928.56 915.58
S2 886.58 886.58 925.31
S3 851.20 873.81 922.07
S4 815.82 838.43 912.34
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,140.85 1,113.98 974.51
R3 1,063.19 1,036.32 953.16
R2 985.53 985.53 946.04
R1 958.66 958.66 938.92 972.10
PP 907.87 907.87 907.87 914.58
S1 881.00 881.00 924.68 894.44
S2 830.21 830.21 917.56
S3 752.55 803.34 910.44
S4 674.89 725.68 889.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 934.73 857.07 77.66 8.3% 20.08 2.2% 96% True False
10 934.73 857.07 77.66 8.3% 21.54 2.3% 96% True False
20 934.73 818.41 116.32 12.5% 28.44 3.1% 97% True False
40 1,001.84 741.02 260.82 28.0% 38.33 4.1% 73% False False
60 1,044.31 741.02 303.29 32.5% 45.95 4.9% 63% False False
80 1,265.12 741.02 524.10 56.2% 46.79 5.0% 36% False False
100 1,304.79 741.02 563.77 60.5% 41.70 4.5% 34% False False
120 1,313.15 741.02 572.13 61.4% 38.45 4.1% 33% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.66
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,085.10
2.618 1,027.35
1.618 991.97
1.000 970.11
0.618 956.59
HIGH 934.73
0.618 921.21
0.500 917.04
0.382 912.87
LOW 899.35
0.618 877.49
1.000 863.97
1.618 842.11
2.618 806.73
4.250 748.99
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 926.88 922.09
PP 921.96 912.37
S1 917.04 902.66

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

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