S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 905.73 909.91 4.18 0.5% 929.17
High 910.00 911.93 1.93 0.2% 943.85
Low 896.81 888.31 -8.50 -0.9% 888.31
Close 909.73 890.35 -19.38 -2.1% 890.35
Range 13.19 23.62 10.43 79.1% 55.54
ATR 28.55 28.20 -0.35 -1.2% 0.00
Volume
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 967.72 952.66 903.34
R3 944.10 929.04 896.85
R2 920.48 920.48 894.68
R1 905.42 905.42 892.52 901.14
PP 896.86 896.86 896.86 894.73
S1 881.80 881.80 888.18 877.52
S2 873.24 873.24 886.02
S3 849.62 858.18 883.85
S4 826.00 834.56 877.36
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,074.12 1,037.78 920.90
R3 1,018.58 982.24 905.62
R2 963.04 963.04 900.53
R1 926.70 926.70 895.44 917.10
PP 907.50 907.50 907.50 902.71
S1 871.16 871.16 885.26 861.56
S2 851.96 851.96 880.17
S3 796.42 815.62 875.08
S4 740.88 760.08 859.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943.85 888.31 55.54 6.2% 19.11 2.1% 4% False True
10 943.85 857.07 86.78 9.7% 19.60 2.2% 38% False False
20 943.85 851.35 92.50 10.4% 23.59 2.6% 42% False False
40 943.85 741.02 202.83 22.8% 35.57 4.0% 74% False False
60 1,007.51 741.02 266.49 29.9% 40.72 4.6% 56% False False
80 1,265.12 741.02 524.10 58.9% 45.66 5.1% 28% False False
100 1,303.04 741.02 562.02 63.1% 41.67 4.7% 27% False False
120 1,313.15 741.02 572.13 64.3% 38.32 4.3% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,012.32
2.618 973.77
1.618 950.15
1.000 935.55
0.618 926.53
HIGH 911.93
0.618 902.91
0.500 900.12
0.382 897.33
LOW 888.31
0.618 873.71
1.000 864.69
1.618 850.09
2.618 826.47
4.250 787.93
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 900.12 907.88
PP 896.86 902.04
S1 893.61 896.19

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

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