S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 832.50 837.30 4.80 0.6% 849.64
High 852.53 850.45 -2.08 -0.2% 849.64
Low 827.69 835.40 7.71 0.9% 804.30
Close 836.57 845.71 9.14 1.1% 831.95
Range 24.84 15.05 -9.79 -39.4% 45.34
ATR 29.69 28.64 -1.05 -3.5% 0.00
Volume
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 889.00 882.41 853.99
R3 873.95 867.36 849.85
R2 858.90 858.90 848.47
R1 852.31 852.31 847.09 855.61
PP 843.85 843.85 843.85 845.50
S1 837.26 837.26 844.33 840.56
S2 828.80 828.80 842.95
S3 813.75 822.21 841.57
S4 798.70 807.16 837.43
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
5 852.53 804.30 48.23 5.7% 27.66 3.3% 86% False False
10 877.02 804.30 72.72 8.6% 29.08 3.4% 57% False False
20 943.85 804.30 139.55 16.5% 25.28 3.0% 30% False False
40 943.85 804.30 139.55 16.5% 28.68 3.4% 30% False False
60 1,007.51 741.02 266.49 31.5% 34.55 4.1% 39% False False
80 1,160.64 741.02 419.62 49.6% 43.01 5.1% 25% False False
100 1,274.42 741.02 533.40 63.1% 42.94 5.1% 20% False False
120 1,313.15 741.02 572.13 67.7% 38.99 4.6% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.58
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 914.41
2.618 889.85
1.618 874.80
1.000 865.50
0.618 859.75
HIGH 850.45
0.618 844.70
0.500 842.93
0.382 841.15
LOW 835.40
0.618 826.10
1.000 820.35
1.618 811.05
2.618 796.00
4.250 771.44
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 844.78 840.24
PP 843.85 834.77
S1 842.93 829.30

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

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