S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 890.40 869.79 -20.61 -2.3% 929.17
High 890.40 877.02 -13.38 -1.5% 943.85
Low 864.32 862.02 -2.30 -0.3% 888.31
Close 870.26 871.79 1.53 0.2% 890.35
Range 26.08 15.00 -11.08 -42.5% 55.54
ATR 28.05 27.12 -0.93 -3.3% 0.00
Volume
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 915.28 908.53 880.04
R3 900.28 893.53 875.92
R2 885.28 885.28 874.54
R1 878.53 878.53 873.17 881.91
PP 870.28 870.28 870.28 871.96
S1 863.53 863.53 870.42 866.91
S2 855.28 855.28 869.04
S3 840.28 848.53 867.67
S4 825.28 833.53 863.54
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
5 927.45 862.02 65.43 7.5% 20.59 2.4% 15% False True
10 943.85 862.02 81.83 9.4% 21.32 2.4% 12% False True
20 943.85 857.07 86.78 10.0% 22.25 2.6% 17% False False
40 943.85 741.02 202.83 23.3% 33.17 3.8% 64% False False
60 1,007.51 741.02 266.49 30.6% 38.53 4.4% 49% False False
80 1,265.12 741.02 524.10 60.1% 44.52 5.1% 25% False False
100 1,303.04 741.02 562.02 64.5% 41.80 4.8% 23% False False
120 1,313.15 741.02 572.13 65.6% 38.30 4.4% 23% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2.94
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 940.77
2.618 916.29
1.618 901.29
1.000 892.02
0.618 886.29
HIGH 877.02
0.618 871.29
0.500 869.52
0.382 867.75
LOW 862.02
0.618 852.75
1.000 847.02
1.618 837.75
2.618 822.75
4.250 798.27
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 871.03 886.98
PP 870.28 881.91
S1 869.52 876.85

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

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