S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 841.99 844.45 2.46 0.3% 890.40
High 851.59 858.13 6.54 0.8% 890.40
Low 817.04 830.66 13.62 1.7% 817.04
Close 843.74 850.12 6.38 0.8% 850.12
Range 34.55 27.47 -7.08 -20.5% 73.36
ATR 28.16 28.11 -0.05 -0.2% 0.00
Volume
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 928.71 916.89 865.23
R3 901.24 889.42 857.67
R2 873.77 873.77 855.16
R1 861.95 861.95 852.64 867.86
PP 846.30 846.30 846.30 849.26
S1 834.48 834.48 847.60 840.39
S2 818.83 818.83 845.08
S3 791.36 807.01 842.57
S4 763.89 779.54 835.01
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,072.60 1,034.72 890.47
R3 999.24 961.36 870.29
R2 925.88 925.88 863.57
R1 888.00 888.00 856.84 870.26
PP 852.52 852.52 852.52 843.65
S1 814.64 814.64 843.40 796.90
S2 779.16 779.16 836.67
S3 705.80 741.28 829.95
S4 632.44 667.92 809.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 890.40 817.04 73.36 8.6% 26.69 3.1% 45% False False
10 943.85 817.04 126.81 14.9% 22.90 2.7% 26% False False
20 943.85 817.04 126.81 14.9% 22.22 2.6% 26% False False
40 943.85 741.02 202.83 23.9% 32.49 3.8% 54% False False
60 1,007.51 741.02 266.49 31.3% 37.72 4.4% 41% False False
80 1,220.03 741.02 479.01 56.3% 43.98 5.2% 23% False False
100 1,303.04 741.02 562.02 66.1% 42.15 5.0% 19% False False
120 1,313.15 741.02 572.13 67.3% 38.50 4.5% 19% 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 4.82
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 974.88
2.618 930.05
1.618 902.58
1.000 885.60
0.618 875.11
HIGH 858.13
0.618 847.64
0.500 844.40
0.382 841.15
LOW 830.66
0.618 813.68
1.000 803.19
1.618 786.21
2.618 758.74
4.250 713.91
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 848.21 847.47
PP 846.30 844.81
S1 844.40 842.16

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

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