S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 806.77 839.74 32.97 4.1% 890.40
High 841.72 839.74 -1.98 -0.2% 890.40
Low 804.30 811.29 6.99 0.9% 817.04
Close 840.24 827.50 -12.74 -1.5% 850.12
Range 37.42 28.45 -8.97 -24.0% 73.36
ATR 29.94 29.87 -0.07 -0.2% 0.00
Volume
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 911.53 897.96 843.15
R3 883.08 869.51 835.32
R2 854.63 854.63 832.72
R1 841.06 841.06 830.11 833.62
PP 826.18 826.18 826.18 822.46
S1 812.61 812.61 824.89 805.17
S2 797.73 797.73 822.28
S3 769.28 784.16 819.68
S4 740.83 755.71 811.85
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
5 858.13 804.30 53.83 6.5% 34.61 4.2% 43% False False
10 911.93 804.30 107.63 13.0% 28.13 3.4% 22% False False
20 943.85 804.30 139.55 16.9% 23.46 2.8% 17% False False
40 943.85 801.20 142.65 17.2% 30.49 3.7% 18% False False
60 1,007.51 741.02 266.49 32.2% 36.51 4.4% 32% False False
80 1,209.07 741.02 468.05 56.6% 44.39 5.4% 18% False False
100 1,303.04 741.02 562.02 67.9% 42.82 5.2% 15% False False
120 1,313.15 741.02 572.13 69.1% 38.88 4.7% 15% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 960.65
2.618 914.22
1.618 885.77
1.000 868.19
0.618 857.32
HIGH 839.74
0.618 828.87
0.500 825.52
0.382 822.16
LOW 811.29
0.618 793.71
1.000 782.84
1.618 765.26
2.618 736.81
4.250 690.38
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 826.84 827.32
PP 826.18 827.15
S1 825.52 826.97

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

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