S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 698.60 708.27 9.67 1.4% 773.25
High 724.12 708.27 -15.85 -2.2% 780.12
Low 698.60 677.93 -20.67 -3.0% 734.52
Close 712.87 682.55 -30.32 -4.3% 735.09
Range 25.52 30.34 4.82 18.9% 45.60
ATR 26.48 27.09 0.60 2.3% 0.00
Volume
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 780.60 761.92 699.24
R3 750.26 731.58 690.89
R2 719.92 719.92 688.11
R1 701.24 701.24 685.33 695.41
PP 689.58 689.58 689.58 686.67
S1 670.90 670.90 679.77 665.07
S2 659.24 659.24 676.99
S3 628.90 640.56 674.21
S4 598.56 610.22 665.86
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
5 751.27 677.93 73.34 10.7% 24.37 3.6% 6% False True
10 780.12 677.93 102.19 15.0% 26.75 3.9% 5% False True
20 875.01 677.93 197.08 28.9% 25.26 3.7% 2% False True
40 927.45 677.93 249.52 36.6% 25.80 3.8% 2% False True
60 943.85 677.93 265.92 39.0% 25.52 3.7% 2% False True
80 951.95 677.93 274.02 40.1% 31.18 4.6% 2% False True
100 1,044.31 677.93 366.38 53.7% 36.76 5.4% 1% False True
120 1,265.12 677.93 587.19 86.0% 39.57 5.8% 1% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.91
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 837.22
2.618 787.70
1.618 757.36
1.000 738.61
0.618 727.02
HIGH 708.27
0.618 696.68
0.500 693.10
0.382 689.52
LOW 677.93
0.618 659.18
1.000 647.59
1.618 628.84
2.618 598.50
4.250 548.99
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 693.10 701.03
PP 689.58 694.87
S1 686.07 688.71

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

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