S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 869.79 867.28 -2.51 -0.3% 929.17
High 877.02 867.28 -9.74 -1.1% 943.85
Low 862.02 836.93 -25.09 -2.9% 888.31
Close 871.79 842.62 -29.17 -3.3% 890.35
Range 15.00 30.35 15.35 102.3% 55.54
ATR 27.12 27.67 0.55 2.0% 0.00
Volume
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 939.99 921.66 859.31
R3 909.64 891.31 850.97
R2 879.29 879.29 848.18
R1 860.96 860.96 845.40 854.95
PP 848.94 848.94 848.94 845.94
S1 830.61 830.61 839.84 824.60
S2 818.59 818.59 837.06
S3 788.24 800.26 834.27
S4 757.89 769.91 825.93
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
5 911.93 836.93 75.00 8.9% 21.65 2.6% 8% False True
10 943.85 836.93 106.92 12.7% 22.30 2.6% 5% False True
20 943.85 836.93 106.92 12.7% 22.42 2.7% 5% False True
40 943.85 741.02 202.83 24.1% 32.75 3.9% 50% False False
60 1,007.51 741.02 266.49 31.6% 37.94 4.5% 38% False False
80 1,255.37 741.02 514.35 61.0% 44.25 5.3% 20% False False
100 1,303.04 741.02 562.02 66.7% 41.94 5.0% 18% False False
120 1,313.15 741.02 572.13 67.9% 38.29 4.5% 18% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.94
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 996.27
2.618 946.74
1.618 916.39
1.000 897.63
0.618 886.04
HIGH 867.28
0.618 855.69
0.500 852.11
0.382 848.52
LOW 836.93
0.618 818.17
1.000 806.58
1.618 787.82
2.618 757.47
4.250 707.94
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 852.11 863.67
PP 848.94 856.65
S1 845.78 849.64

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

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