S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 837.77 831.75 -6.02 -0.7% 832.50
High 851.85 850.55 -1.30 -0.2% 877.86
Low 829.18 819.91 -9.27 -1.1% 821.67
Close 832.23 845.85 13.62 1.6% 825.88
Range 22.67 30.64 7.97 35.2% 56.19
ATR 27.34 27.58 0.24 0.9% 0.00
Volume
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 930.69 918.91 862.70
R3 900.05 888.27 854.28
R2 869.41 869.41 851.47
R1 857.63 857.63 848.66 863.52
PP 838.77 838.77 838.77 841.72
S1 826.99 826.99 843.04 832.88
S2 808.13 808.13 840.23
S3 777.49 796.35 837.42
S4 746.85 765.71 829.00
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
5 851.85 812.87 38.98 4.6% 24.37 2.9% 85% False False
10 877.86 806.07 71.79 8.5% 25.11 3.0% 55% False False
20 911.93 804.30 107.63 12.7% 26.62 3.1% 39% False False
40 943.85 804.30 139.55 16.5% 25.53 3.0% 30% False False
60 951.95 741.02 210.93 24.9% 33.25 3.9% 50% False False
80 1,044.31 741.02 303.29 35.9% 38.82 4.6% 35% False False
100 1,265.12 741.02 524.10 62.0% 42.52 5.0% 20% False False
120 1,303.04 741.02 562.02 66.4% 39.17 4.6% 19% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.06
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 980.77
2.618 930.77
1.618 900.13
1.000 881.19
0.618 869.49
HIGH 850.55
0.618 838.85
0.500 835.23
0.382 831.61
LOW 819.91
0.618 800.97
1.000 789.27
1.618 770.33
2.618 739.69
4.250 689.69
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 842.31 842.53
PP 838.77 839.20
S1 835.23 835.88

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

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