S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 773.25 744.69 -28.56 -3.7% 818.61
High 777.85 775.49 -2.36 -0.3% 818.61
Low 742.37 744.69 2.32 0.3% 754.25
Close 743.33 773.14 29.81 4.0% 770.05
Range 35.48 30.80 -4.68 -13.2% 64.36
ATR 26.38 26.79 0.41 1.6% 0.00
Volume
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 856.84 845.79 790.08
R3 826.04 814.99 781.61
R2 795.24 795.24 778.79
R1 784.19 784.19 775.96 789.72
PP 764.44 764.44 764.44 767.20
S1 753.39 753.39 770.32 758.92
S2 733.64 733.64 767.49
S3 702.84 722.59 764.67
S4 672.04 691.79 756.20
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 974.05 936.41 805.45
R3 909.69 872.05 787.75
R2 845.33 845.33 781.85
R1 807.69 807.69 775.95 794.33
PP 780.97 780.97 780.97 774.29
S1 743.33 743.33 764.15 729.97
S2 716.61 716.61 758.25
S3 652.25 678.97 752.35
S4 587.89 614.61 734.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 797.58 742.37 55.21 7.1% 25.40 3.3% 56% False False
10 868.05 742.37 125.68 16.3% 25.91 3.4% 24% False False
20 877.86 742.37 135.49 17.5% 24.58 3.2% 23% False False
40 943.85 742.37 201.48 26.1% 24.73 3.2% 15% False False
60 943.85 742.37 201.48 26.1% 27.83 3.6% 15% False False
80 1,007.51 741.02 266.49 34.5% 32.47 4.2% 12% False False
100 1,167.03 741.02 426.01 55.1% 39.43 5.1% 8% False False
120 1,280.60 741.02 539.58 69.8% 39.88 5.2% 6% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 906.39
2.618 856.12
1.618 825.32
1.000 806.29
0.618 794.52
HIGH 775.49
0.618 763.72
0.500 760.09
0.382 756.46
LOW 744.69
0.618 725.66
1.000 713.89
1.618 694.86
2.618 664.06
4.250 613.79
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 768.79 768.94
PP 764.44 764.73
S1 760.09 760.53

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

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