S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 833.95 818.61 -15.34 -1.8% 868.24
High 839.43 818.61 -20.82 -2.5% 875.01
Low 825.21 789.17 -36.04 -4.4% 808.06
Close 826.84 789.17 -37.67 -4.6% 826.84
Range 14.22 29.44 15.22 107.0% 66.95
ATR 26.13 26.96 0.82 3.2% 0.00
Volume
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 887.30 867.68 805.36
R3 857.86 838.24 797.27
R2 828.42 828.42 794.57
R1 808.80 808.80 791.87 803.89
PP 798.98 798.98 798.98 796.53
S1 779.36 779.36 786.47 774.45
S2 769.54 769.54 783.77
S3 740.10 749.92 781.07
S4 710.66 720.48 772.98
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,037.49 999.11 863.66
R3 970.54 932.16 845.25
R2 903.59 903.59 839.11
R1 865.21 865.21 832.98 850.93
PP 836.64 836.64 836.64 829.49
S1 798.26 798.26 820.70 783.98
S2 769.69 769.69 814.57
S3 702.74 731.31 808.43
S4 635.79 664.36 790.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 868.05 789.17 78.88 10.0% 26.41 3.3% 0% False True
10 875.01 789.17 85.84 10.9% 24.47 3.1% 0% False True
20 877.86 789.17 88.69 11.2% 26.65 3.4% 0% False True
40 943.85 789.17 154.68 19.6% 24.43 3.1% 0% False True
60 943.85 741.02 202.83 25.7% 30.55 3.9% 24% False False
80 1,007.51 741.02 266.49 33.8% 34.96 4.4% 18% False False
100 1,220.03 741.02 479.01 60.7% 40.51 5.1% 10% False False
120 1,303.04 741.02 562.02 71.2% 39.57 5.0% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4.87
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 943.73
2.618 895.68
1.618 866.24
1.000 848.05
0.618 836.80
HIGH 818.61
0.618 807.36
0.500 803.89
0.382 800.42
LOW 789.17
0.618 770.98
1.000 759.73
1.618 741.54
2.618 712.10
4.250 664.05
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 803.89 814.30
PP 798.98 805.92
S1 794.08 797.55

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

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