S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 845.73 868.89 23.16 2.7% 849.64
High 877.86 868.89 -8.97 -1.0% 849.64
Low 845.73 844.15 -1.58 -0.2% 804.30
Close 874.09 845.14 -28.95 -3.3% 831.95
Range 32.13 24.74 -7.39 -23.0% 45.34
ATR 28.89 28.97 0.07 0.3% 0.00
Volume
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 926.95 910.78 858.75
R3 902.21 886.04 851.94
R2 877.47 877.47 849.68
R1 861.30 861.30 847.41 857.02
PP 852.73 852.73 852.73 850.58
S1 836.56 836.56 842.87 832.28
S2 827.99 827.99 840.60
S3 803.25 811.82 838.34
S4 778.51 787.08 831.53
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 8.5% 25.86 3.1% 54% False False
10 877.86 804.30 73.56 8.7% 30.24 3.6% 56% False False
20 943.85 804.30 139.55 16.5% 26.27 3.1% 29% False False
40 943.85 804.30 139.55 16.5% 27.91 3.3% 29% False False
60 1,007.51 741.02 266.49 31.5% 34.26 4.1% 39% False False
80 1,097.56 741.02 356.54 42.2% 42.41 5.0% 29% False False
100 1,274.42 741.02 533.40 63.1% 42.84 5.1% 20% False False
120 1,313.15 741.02 572.13 67.7% 39.14 4.6% 18% 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 4.86
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 974.04
2.618 933.66
1.618 908.92
1.000 893.63
0.618 884.18
HIGH 868.89
0.618 859.44
0.500 856.52
0.382 853.60
LOW 844.15
0.618 828.86
1.000 819.41
1.618 804.12
2.618 779.38
4.250 739.01
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 856.52 856.63
PP 852.73 852.80
S1 848.93 848.97

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

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