S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 770.64 765.76 -4.88 -0.6% 818.61
High 780.12 779.42 -0.70 -0.1% 818.61
Low 752.89 751.75 -1.14 -0.2% 754.25
Close 764.90 752.83 -12.07 -1.6% 770.05
Range 27.23 27.67 0.44 1.6% 64.36
ATR 26.82 26.88 0.06 0.2% 0.00
Volume
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 844.34 826.26 768.05
R3 816.67 798.59 760.44
R2 789.00 789.00 757.90
R1 770.92 770.92 755.37 766.13
PP 761.33 761.33 761.33 758.94
S1 743.25 743.25 750.29 738.46
S2 733.66 733.66 747.76
S3 705.99 715.58 745.22
S4 678.32 687.91 737.61
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
5 780.12 742.37 37.75 5.0% 29.12 3.9% 28% False False
10 839.43 742.37 97.06 12.9% 25.30 3.4% 11% False False
20 875.01 742.37 132.64 17.6% 24.96 3.3% 8% False False
40 943.85 742.37 201.48 26.8% 25.51 3.4% 5% False False
60 943.85 742.37 201.48 26.8% 27.73 3.7% 5% False False
80 1,007.51 741.02 266.49 35.4% 32.12 4.3% 4% False False
100 1,153.82 741.02 412.80 54.8% 39.23 5.2% 3% False False
120 1,274.42 741.02 533.40 70.9% 39.88 5.3% 2% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.64
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 897.02
2.618 851.86
1.618 824.19
1.000 807.09
0.618 796.52
HIGH 779.42
0.618 768.85
0.500 765.59
0.382 762.32
LOW 751.75
0.618 734.65
1.000 724.08
1.618 706.98
2.618 679.31
4.250 634.15
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 765.59 762.41
PP 761.33 759.21
S1 757.08 756.02

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

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