S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 931.17 927.45 -3.72 -0.4% 872.37
High 943.85 927.45 -16.40 -1.7% 934.73
Low 927.28 902.37 -24.91 -2.7% 857.07
Close 934.70 906.65 -28.05 -3.0% 931.80
Range 16.57 25.08 8.51 51.4% 77.66
ATR 29.54 29.73 0.20 0.7% 0.00
Volume
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 987.40 972.10 920.44
R3 962.32 947.02 913.55
R2 937.24 937.24 911.25
R1 921.94 921.94 908.95 917.05
PP 912.16 912.16 912.16 909.71
S1 896.86 896.86 904.35 891.97
S2 887.08 887.08 902.05
S3 862.00 871.78 899.75
S4 836.92 846.70 892.86
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
5 943.85 889.67 54.18 6.0% 22.96 2.5% 31% False False
10 943.85 857.07 86.78 9.6% 18.79 2.1% 57% False False
20 943.85 851.35 92.50 10.2% 24.43 2.7% 60% False False
40 951.95 741.02 210.93 23.3% 36.57 4.0% 79% False False
60 1,044.31 741.02 303.29 33.5% 42.88 4.7% 55% False False
80 1,265.12 741.02 524.10 57.8% 46.50 5.1% 32% False False
100 1,303.04 741.02 562.02 62.0% 41.68 4.6% 29% False False
120 1,313.15 741.02 572.13 63.1% 38.20 4.2% 29% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,034.04
2.618 993.11
1.618 968.03
1.000 952.53
0.618 942.95
HIGH 927.45
0.618 917.87
0.500 914.91
0.382 911.95
LOW 902.37
0.618 886.87
1.000 877.29
1.618 861.79
2.618 836.71
4.250 795.78
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 914.91 923.11
PP 912.16 917.62
S1 909.40 912.14

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

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