S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 837.30 845.73 8.43 1.0% 849.64
High 850.45 877.86 27.41 3.2% 849.64
Low 835.40 845.73 10.33 1.2% 804.30
Close 845.71 874.09 28.38 3.4% 831.95
Range 15.05 32.13 17.08 113.5% 45.34
ATR 28.64 28.89 0.25 0.9% 0.00
Volume
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 962.28 950.32 891.76
R3 930.15 918.19 882.93
R2 898.02 898.02 879.98
R1 886.06 886.06 877.04 892.04
PP 865.89 865.89 865.89 868.89
S1 853.93 853.93 871.14 859.91
S2 833.76 833.76 868.20
S3 801.63 821.80 865.25
S4 769.50 789.67 856.42
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
5 877.86 806.07 71.79 8.2% 26.60 3.0% 95% True False
10 877.86 804.30 73.56 8.4% 30.80 3.5% 95% True False
20 943.85 804.30 139.55 16.0% 26.06 3.0% 50% False False
40 943.85 804.30 139.55 16.0% 29.11 3.3% 50% False False
60 1,007.51 741.02 266.49 30.5% 34.51 3.9% 50% False False
80 1,153.82 741.02 412.80 47.2% 42.79 4.9% 32% False False
100 1,274.42 741.02 533.40 61.0% 42.87 4.9% 25% False False
120 1,313.15 741.02 572.13 65.5% 39.12 4.5% 23% 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 4.86
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,014.41
2.618 961.98
1.618 929.85
1.000 909.99
0.618 897.72
HIGH 877.86
0.618 865.59
0.500 861.80
0.382 858.00
LOW 845.73
0.618 825.87
1.000 813.60
1.618 793.74
2.618 761.61
4.250 709.18
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 869.99 866.99
PP 865.89 859.88
S1 861.80 852.78

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

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