S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 749.93 729.57 -20.36 -2.7% 773.25
High 751.27 729.57 -21.70 -2.9% 780.12
Low 734.52 699.70 -34.82 -4.7% 734.52
Close 735.09 700.82 -34.27 -4.7% 735.09
Range 16.75 29.87 13.12 78.3% 45.60
ATR 26.27 26.92 0.65 2.5% 0.00
Volume
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 799.64 780.10 717.25
R3 769.77 750.23 709.03
R2 739.90 739.90 706.30
R1 720.36 720.36 703.56 715.20
PP 710.03 710.03 710.03 707.45
S1 690.49 690.49 698.08 685.33
S2 680.16 680.16 695.34
S3 650.29 660.62 692.61
S4 620.42 630.75 684.39
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 886.71 856.50 760.17
R3 841.11 810.90 747.63
R2 795.51 795.51 743.45
R1 765.30 765.30 739.27 757.61
PP 749.91 749.91 749.91 746.06
S1 719.70 719.70 730.91 712.01
S2 704.31 704.31 726.73
S3 658.71 674.10 722.55
S4 613.11 628.50 710.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 780.12 699.70 80.42 11.5% 26.46 3.8% 1% False True
10 818.61 699.70 118.91 17.0% 25.80 3.7% 1% False True
20 875.01 699.70 175.31 25.0% 24.56 3.5% 1% False True
40 943.85 699.70 244.15 34.8% 25.65 3.7% 0% False True
60 943.85 699.70 244.15 34.8% 26.75 3.8% 0% False True
80 1,007.51 699.70 307.81 43.9% 32.00 4.6% 0% False True
100 1,072.91 699.70 373.21 53.3% 38.24 5.5% 0% False True
120 1,268.66 699.70 568.96 81.2% 39.81 5.7% 0% False True
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 4.67
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 856.52
2.618 807.77
1.618 777.90
1.000 759.44
0.618 748.03
HIGH 729.57
0.618 718.16
0.500 714.64
0.382 711.11
LOW 699.70
0.618 681.24
1.000 669.83
1.618 651.37
2.618 621.50
4.250 572.75
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 714.64 739.56
PP 710.03 726.65
S1 705.43 713.73

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

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