S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 845.69 823.09 -22.60 -2.7% 832.50
High 851.66 830.78 -20.88 -2.5% 877.86
Low 821.67 812.87 -8.80 -1.1% 821.67
Close 825.88 825.44 -0.44 -0.1% 825.88
Range 29.99 17.91 -12.08 -40.3% 56.19
ATR 29.04 28.25 -0.80 -2.7% 0.00
Volume
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 876.76 869.01 835.29
R3 858.85 851.10 830.37
R2 840.94 840.94 828.72
R1 833.19 833.19 827.08 837.07
PP 823.03 823.03 823.03 824.97
S1 815.28 815.28 823.80 819.16
S2 805.12 805.12 822.16
S3 787.21 797.37 820.51
S4 769.30 779.46 815.59
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,010.37 974.32 856.78
R3 954.18 918.13 841.33
R2 897.99 897.99 836.18
R1 861.94 861.94 831.03 851.87
PP 841.80 841.80 841.80 836.77
S1 805.75 805.75 820.73 795.68
S2 785.61 785.61 815.58
S3 729.42 749.56 810.43
S4 673.23 693.37 794.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 877.86 812.87 64.99 7.9% 23.96 2.9% 19% False True
10 877.86 804.30 73.56 8.9% 28.82 3.5% 29% False False
20 943.85 804.30 139.55 16.9% 25.86 3.1% 15% False False
40 943.85 804.30 139.55 16.9% 27.15 3.3% 15% False False
60 1,001.84 741.02 260.82 31.6% 34.18 4.1% 32% False False
80 1,044.31 741.02 303.29 36.7% 40.93 5.0% 28% False False
100 1,265.12 741.02 524.10 63.5% 42.60 5.2% 16% False False
120 1,304.79 741.02 563.77 68.3% 39.06 4.7% 15% False False
Crabel Price Patterns
NR True
NR4 True
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 3.89
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 906.90
2.618 877.67
1.618 859.76
1.000 848.69
0.618 841.85
HIGH 830.78
0.618 823.94
0.500 821.83
0.382 819.71
LOW 812.87
0.618 801.80
1.000 794.96
1.618 783.89
2.618 765.98
4.250 736.75
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 824.24 840.88
PP 823.03 835.73
S1 821.83 830.59

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

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