S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 825.69 837.77 12.08 1.5% 832.50
High 842.60 851.85 9.25 1.1% 877.86
Low 821.98 829.18 7.20 0.9% 821.67
Close 838.51 832.23 -6.28 -0.7% 825.88
Range 20.62 22.67 2.05 9.9% 56.19
ATR 27.70 27.34 -0.36 -1.3% 0.00
Volume
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 905.76 891.67 844.70
R3 883.09 869.00 838.46
R2 860.42 860.42 836.39
R1 846.33 846.33 834.31 842.04
PP 837.75 837.75 837.75 835.61
S1 823.66 823.66 830.15 819.37
S2 815.08 815.08 828.07
S3 792.41 800.99 826.00
S4 769.74 778.32 819.76
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
5 868.89 812.87 56.02 6.7% 23.19 2.8% 35% False False
10 877.86 806.07 71.79 8.6% 24.89 3.0% 36% False False
20 927.45 804.30 123.15 14.8% 26.34 3.2% 23% False False
40 943.85 804.30 139.55 16.8% 25.66 3.1% 20% False False
60 951.95 741.02 210.93 25.3% 33.15 4.0% 43% False False
80 1,044.31 741.02 303.29 36.4% 39.64 4.8% 30% False False
100 1,265.12 741.02 524.10 63.0% 42.43 5.1% 17% False False
120 1,303.04 741.02 562.02 67.5% 39.11 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 4.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 948.20
2.618 911.20
1.618 888.53
1.000 874.52
0.618 865.86
HIGH 851.85
0.618 843.19
0.500 840.52
0.382 837.84
LOW 829.18
0.618 815.17
1.000 806.51
1.618 792.50
2.618 769.83
4.250 732.83
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 840.52 832.36
PP 837.75 832.32
S1 834.99 832.27

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

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