S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 866.87 827.41 -39.46 -4.6% 823.09
High 868.05 838.22 -29.83 -3.4% 870.75
Low 822.99 822.30 -0.69 -0.1% 812.87
Close 827.16 833.74 6.58 0.8% 868.60
Range 45.06 15.92 -29.14 -64.7% 57.88
ATR 27.88 27.02 -0.85 -3.1% 0.00
Volume
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 879.18 872.38 842.50
R3 863.26 856.46 838.12
R2 847.34 847.34 836.66
R1 840.54 840.54 835.20 843.94
PP 831.42 831.42 831.42 833.12
S1 824.62 824.62 832.28 828.02
S2 815.50 815.50 830.82
S3 799.58 808.70 829.36
S4 783.66 792.78 824.98
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,024.38 1,004.37 900.43
R3 966.50 946.49 884.52
R2 908.62 908.62 879.21
R1 888.61 888.61 873.91 898.62
PP 850.74 850.74 850.74 855.74
S1 830.73 830.73 863.29 840.74
S2 792.86 792.86 857.99
S3 734.98 772.85 852.68
S4 677.10 714.97 836.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.01 819.91 55.10 6.6% 26.06 3.1% 25% False False
10 875.01 812.87 62.14 7.5% 24.62 3.0% 34% False False
20 877.86 804.30 73.56 8.8% 27.71 3.3% 40% False False
40 943.85 804.30 139.55 16.7% 24.98 3.0% 21% False False
60 943.85 741.02 202.83 24.3% 31.35 3.8% 46% False False
80 1,007.51 741.02 266.49 32.0% 35.83 4.3% 35% False False
100 1,265.12 741.02 524.10 62.9% 41.16 4.9% 18% False False
120 1,303.04 741.02 562.02 67.4% 39.45 4.7% 16% 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 5.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 905.88
2.618 879.90
1.618 863.98
1.000 854.14
0.618 848.06
HIGH 838.22
0.618 832.14
0.500 830.26
0.382 828.38
LOW 822.30
0.618 812.46
1.000 806.38
1.618 796.54
2.618 780.62
4.250 754.64
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 832.58 848.66
PP 831.42 843.68
S1 830.26 838.71

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

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