S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 839.74 822.16 -17.58 -2.1% 849.64
High 839.74 838.61 -1.13 -0.1% 849.64
Low 811.29 806.07 -5.22 -0.6% 804.30
Close 827.50 831.95 4.45 0.5% 831.95
Range 28.45 32.54 4.09 14.4% 45.34
ATR 29.87 30.06 0.19 0.6% 0.00
Volume
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 923.16 910.10 849.85
R3 890.62 877.56 840.90
R2 858.08 858.08 837.92
R1 845.02 845.02 834.93 851.55
PP 825.54 825.54 825.54 828.81
S1 812.48 812.48 828.97 819.01
S2 793.00 793.00 825.98
S3 760.46 779.94 823.00
S4 727.92 747.40 814.05
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 964.65 943.64 856.89
R3 919.31 898.30 844.42
R2 873.97 873.97 840.26
R1 852.96 852.96 836.11 840.80
PP 828.63 828.63 828.63 822.55
S1 807.62 807.62 827.79 795.46
S2 783.29 783.29 823.64
S3 737.95 762.28 819.48
S4 692.61 716.94 807.01
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% 34.21 4.1% 51% False False
10 911.93 804.30 107.63 12.9% 30.07 3.6% 26% False False
20 943.85 804.30 139.55 16.8% 24.07 2.9% 20% False False
40 943.85 804.30 139.55 16.8% 29.69 3.6% 20% False False
60 1,007.51 741.02 266.49 32.0% 36.27 4.4% 34% False False
80 1,168.03 741.02 427.01 51.3% 43.51 5.2% 21% False False
100 1,303.04 741.02 562.02 67.6% 43.00 5.2% 16% False False
120 1,313.15 741.02 572.13 68.8% 39.01 4.7% 16% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 976.91
2.618 923.80
1.618 891.26
1.000 871.15
0.618 858.72
HIGH 838.61
0.618 826.18
0.500 822.34
0.382 818.50
LOW 806.07
0.618 785.96
1.000 773.53
1.618 753.42
2.618 720.88
4.250 667.78
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 828.75 828.97
PP 825.54 825.99
S1 822.34 823.01

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

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