S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 791.06 787.91 -3.15 -0.4% 868.24
High 796.17 797.58 1.41 0.2% 875.01
Low 780.43 777.03 -3.40 -0.4% 808.06
Close 788.42 778.94 -9.48 -1.2% 826.84
Range 15.74 20.55 4.81 30.6% 66.95
ATR 26.16 25.76 -0.40 -1.5% 0.00
Volume
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 846.17 833.10 790.24
R3 825.62 812.55 784.59
R2 805.07 805.07 782.71
R1 792.00 792.00 780.82 788.26
PP 784.52 784.52 784.52 782.65
S1 771.45 771.45 777.06 767.71
S2 763.97 763.97 775.17
S3 743.42 750.90 773.29
S4 722.87 730.35 767.64
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
5 839.43 777.03 62.40 8.0% 21.47 2.8% 3% False True
10 875.01 777.03 97.98 12.6% 23.77 3.1% 2% False True
20 877.86 777.03 100.83 12.9% 24.33 3.1% 2% False True
40 943.85 777.03 166.82 21.4% 23.94 3.1% 1% False True
60 943.85 741.02 202.83 26.0% 28.96 3.7% 19% False False
80 1,007.51 741.02 266.49 34.2% 33.66 4.3% 14% False False
100 1,215.77 741.02 474.75 60.9% 40.38 5.2% 8% False False
120 1,303.04 741.02 562.02 72.2% 39.64 5.1% 7% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 884.92
2.618 851.38
1.618 830.83
1.000 818.13
0.618 810.28
HIGH 797.58
0.618 789.73
0.500 787.31
0.382 784.88
LOW 777.03
0.618 764.33
1.000 756.48
1.618 743.78
2.618 723.23
4.250 689.69
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 787.31 797.82
PP 784.52 791.53
S1 781.73 785.23

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

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