S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 909.91 890.40 -19.51 -2.1% 929.17
High 911.93 890.40 -21.53 -2.4% 943.85
Low 888.31 864.32 -23.99 -2.7% 888.31
Close 890.35 870.26 -20.09 -2.3% 890.35
Range 23.62 26.08 2.46 10.4% 55.54
ATR 28.20 28.05 -0.15 -0.5% 0.00
Volume
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 953.23 937.83 884.60
R3 927.15 911.75 877.43
R2 901.07 901.07 875.04
R1 885.67 885.67 872.65 880.33
PP 874.99 874.99 874.99 872.33
S1 859.59 859.59 867.87 854.25
S2 848.91 848.91 865.48
S3 822.83 833.51 863.09
S4 796.75 807.43 855.92
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
5 943.85 864.32 79.53 9.1% 20.91 2.4% 7% False True
10 943.85 857.07 86.78 10.0% 21.48 2.5% 15% False False
20 943.85 851.35 92.50 10.6% 23.10 2.7% 20% False False
40 943.85 741.02 202.83 23.3% 35.15 4.0% 64% False False
60 1,007.51 741.02 266.49 30.6% 39.65 4.6% 48% False False
80 1,265.12 741.02 524.10 60.2% 45.30 5.2% 25% False False
100 1,303.04 741.02 562.02 64.6% 41.80 4.8% 23% False False
120 1,313.15 741.02 572.13 65.7% 38.30 4.4% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,001.24
2.618 958.68
1.618 932.60
1.000 916.48
0.618 906.52
HIGH 890.40
0.618 880.44
0.500 877.36
0.382 874.28
LOW 864.32
0.618 848.20
1.000 838.24
1.618 822.12
2.618 796.04
4.250 753.48
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 877.36 888.13
PP 874.99 882.17
S1 872.63 876.22

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

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