S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 827.41 829.91 2.50 0.3% 823.09
High 838.22 835.48 -2.74 -0.3% 870.75
Low 822.30 808.06 -14.24 -1.7% 812.87
Close 833.74 835.19 1.45 0.2% 868.60
Range 15.92 27.42 11.50 72.2% 57.88
ATR 27.02 27.05 0.03 0.1% 0.00
Volume
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 908.50 899.27 850.27
R3 881.08 871.85 842.73
R2 853.66 853.66 840.22
R1 844.43 844.43 837.70 849.05
PP 826.24 826.24 826.24 828.55
S1 817.01 817.01 832.68 821.63
S2 798.82 798.82 830.16
S3 771.40 789.59 827.65
S4 743.98 762.17 820.11
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
5 875.01 808.06 66.95 8.0% 25.42 3.0% 41% False True
10 875.01 808.06 66.95 8.0% 24.89 3.0% 41% False True
20 877.86 804.30 73.56 8.8% 27.56 3.3% 42% False False
40 943.85 804.30 139.55 16.7% 24.99 3.0% 22% False False
60 943.85 741.02 202.83 24.3% 31.02 3.7% 46% False False
80 1,007.51 741.02 266.49 31.9% 35.35 4.2% 35% False False
100 1,255.37 741.02 514.35 61.6% 40.91 4.9% 18% False False
120 1,303.04 741.02 562.02 67.3% 39.55 4.7% 17% 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 5.69
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952.02
2.618 907.27
1.618 879.85
1.000 862.90
0.618 852.43
HIGH 835.48
0.618 825.01
0.500 821.77
0.382 818.53
LOW 808.06
0.618 791.11
1.000 780.64
1.618 763.69
2.618 736.27
4.250 691.53
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 830.72 838.06
PP 826.24 837.10
S1 821.77 836.15

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

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