S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-2009
Day Change Summary
Previous Current
05-Jan-2009 06-Jan-2009 Change Change % Previous Week
Open 929.17 931.17 2.00 0.2% 872.37
High 936.63 943.85 7.22 0.8% 934.73
Low 919.53 927.28 7.75 0.8% 857.07
Close 927.45 934.70 7.25 0.8% 931.80
Range 17.10 16.57 -0.53 -3.1% 77.66
ATR 30.53 29.54 -1.00 -3.3% 0.00
Volume
Daily Pivots for day following 06-Jan-2009
Classic Woodie Camarilla DeMark
R4 984.99 976.41 943.81
R3 968.42 959.84 939.26
R2 951.85 951.85 937.74
R1 943.27 943.27 936.22 947.56
PP 935.28 935.28 935.28 937.42
S1 926.70 926.70 933.18 930.99
S2 918.71 918.71 931.66
S3 902.14 910.13 930.14
S4 885.57 893.56 925.59
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
5 943.85 870.58 73.27 7.8% 22.05 2.4% 88% True False
10 943.85 857.07 86.78 9.3% 19.31 2.1% 89% True False
20 943.85 851.35 92.50 9.9% 24.97 2.7% 90% True False
40 951.95 741.02 210.93 22.6% 36.56 3.9% 92% False False
60 1,044.31 741.02 303.29 32.4% 44.07 4.7% 64% False False
80 1,265.12 741.02 524.10 56.1% 46.45 5.0% 37% False False
100 1,303.04 741.02 562.02 60.1% 41.66 4.5% 34% False False
120 1,313.15 741.02 572.13 61.2% 38.17 4.1% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.90
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,014.27
2.618 987.23
1.618 970.66
1.000 960.42
0.618 954.09
HIGH 943.85
0.618 937.52
0.500 935.57
0.382 933.61
LOW 927.28
0.618 917.04
1.000 910.71
1.618 900.47
2.618 883.90
4.250 856.86
Fisher Pivots for day following 06-Jan-2009
Pivot 1 day 3 day
R1 935.57 930.33
PP 935.28 925.97
S1 934.99 921.60

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

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