S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 719.59 720.89 1.30 0.2% 729.57
High 731.92 752.63 20.71 2.8% 729.57
Low 713.85 714.76 0.91 0.1% 666.79
Close 721.36 750.74 29.38 4.1% 683.38
Range 18.07 37.87 19.80 109.6% 62.78
ATR 27.51 28.25 0.74 2.7% 0.00
Volume
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 852.99 839.73 771.57
R3 815.12 801.86 761.15
R2 777.25 777.25 757.68
R1 763.99 763.99 754.21 770.62
PP 739.38 739.38 739.38 742.69
S1 726.12 726.12 747.27 732.75
S2 701.51 701.51 743.80
S3 663.64 688.25 740.33
S4 625.77 650.38 729.91
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
5 752.63 666.79 85.84 11.4% 30.19 4.0% 98% True False
10 752.63 666.79 85.84 11.4% 27.28 3.6% 98% True False
20 839.43 666.79 172.64 23.0% 26.29 3.5% 49% False False
40 877.86 666.79 211.07 28.1% 27.00 3.6% 40% False False
60 943.85 666.79 277.06 36.9% 25.42 3.4% 30% False False
80 943.85 666.79 277.06 36.9% 30.08 4.0% 30% False False
100 1,007.51 666.79 340.72 45.4% 33.92 4.5% 25% False False
120 1,265.12 666.79 598.33 79.7% 38.68 5.2% 14% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 913.58
2.618 851.77
1.618 813.90
1.000 790.50
0.618 776.03
HIGH 752.63
0.618 738.16
0.500 733.70
0.382 729.23
LOW 714.76
0.618 691.36
1.000 676.89
1.618 653.49
2.618 615.62
4.250 553.81
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 745.06 739.15
PP 739.38 727.55
S1 733.70 715.96

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

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