S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 744.69 770.64 25.95 3.5% 818.61
High 775.49 780.12 4.63 0.6% 818.61
Low 744.69 752.89 8.20 1.1% 754.25
Close 773.14 764.90 -8.24 -1.1% 770.05
Range 30.80 27.23 -3.57 -11.6% 64.36
ATR 26.79 26.82 0.03 0.1% 0.00
Volume
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 847.66 833.51 779.88
R3 820.43 806.28 772.39
R2 793.20 793.20 769.89
R1 779.05 779.05 767.40 772.51
PP 765.97 765.97 765.97 762.70
S1 751.82 751.82 762.40 745.28
S2 738.74 738.74 759.91
S3 711.51 724.59 757.41
S4 684.28 697.36 749.92
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 7.2% 27.70 3.6% 41% False False
10 839.43 742.37 97.06 12.7% 24.12 3.2% 23% False False
20 877.86 742.37 135.49 17.7% 25.18 3.3% 17% False False
40 943.85 742.37 201.48 26.3% 25.23 3.3% 11% False False
60 943.85 742.37 201.48 26.3% 27.52 3.6% 11% False False
80 1,007.51 741.02 266.49 34.8% 32.21 4.2% 9% False False
100 1,160.64 741.02 419.62 54.9% 39.44 5.2% 6% False False
120 1,274.42 741.02 533.40 69.7% 39.98 5.2% 4% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 895.85
2.618 851.41
1.618 824.18
1.000 807.35
0.618 796.95
HIGH 780.12
0.618 769.72
0.500 766.51
0.382 763.29
LOW 752.89
0.618 736.06
1.000 725.66
1.618 708.83
2.618 681.60
4.250 637.16
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 766.51 763.68
PP 765.97 762.46
S1 765.44 761.25

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

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