S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 680.76 679.28 -1.48 -0.2% 729.57
High 695.27 719.60 24.33 3.5% 729.57
Low 672.88 679.28 6.40 1.0% 666.79
Close 676.53 719.60 43.07 6.4% 683.38
Range 22.39 40.32 17.93 80.1% 62.78
ATR 27.10 28.24 1.14 4.2% 0.00
Volume
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 827.12 813.68 741.78
R3 786.80 773.36 730.69
R2 746.48 746.48 726.99
R1 733.04 733.04 723.30 739.76
PP 706.16 706.16 706.16 709.52
S1 692.72 692.72 715.90 699.44
S2 665.84 665.84 712.21
S3 625.52 652.40 708.51
S4 585.20 612.08 697.42
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 881.59 845.26 717.91
R3 818.81 782.48 700.64
R2 756.03 756.03 694.89
R1 719.70 719.70 689.13 706.48
PP 693.25 693.25 693.25 686.63
S1 656.92 656.92 677.63 643.70
S2 630.47 630.47 671.87
S3 567.69 594.14 666.12
S4 504.91 531.36 648.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 724.12 666.79 57.33 8.0% 30.17 4.2% 92% False False
10 780.12 666.79 113.33 15.7% 27.18 3.8% 47% False False
20 868.05 666.79 201.26 28.0% 26.54 3.7% 26% False False
40 890.40 666.79 223.61 31.1% 26.63 3.7% 24% False False
60 943.85 666.79 277.06 38.5% 25.61 3.6% 19% False False
80 943.85 666.79 277.06 38.5% 31.10 4.3% 19% False False
100 1,007.51 666.79 340.72 47.3% 35.08 4.9% 15% False False
120 1,265.12 666.79 598.33 83.1% 39.32 5.5% 9% False False
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 5.46
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 890.96
2.618 825.16
1.618 784.84
1.000 759.92
0.618 744.52
HIGH 719.60
0.618 704.20
0.500 699.44
0.382 694.68
LOW 679.28
0.618 654.36
1.000 638.96
1.618 614.04
2.618 573.72
4.250 507.92
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 712.88 710.80
PP 706.16 702.00
S1 699.44 693.20

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

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