S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 751.97 758.84 6.87 0.9% 680.76
High 758.29 774.53 16.24 2.1% 758.29
Low 742.46 753.37 10.91 1.5% 672.88
Close 756.55 753.89 -2.66 -0.4% 756.55
Range 15.83 21.16 5.33 33.7% 85.41
ATR 27.37 26.92 -0.44 -1.6% 0.00
Volume
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 824.08 810.14 765.53
R3 802.92 788.98 759.71
R2 781.76 781.76 757.77
R1 767.82 767.82 755.83 764.21
PP 760.60 760.60 760.60 758.79
S1 746.66 746.66 751.95 743.05
S2 739.44 739.44 750.01
S3 718.28 725.50 748.07
S4 697.12 704.34 742.25
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 985.47 956.42 803.53
R3 900.06 871.01 780.04
R2 814.65 814.65 772.21
R1 785.60 785.60 764.38 800.13
PP 729.24 729.24 729.24 736.50
S1 700.19 700.19 748.72 714.72
S2 643.83 643.83 740.89
S3 558.42 614.78 733.06
S4 473.01 529.37 709.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 774.53 679.28 95.25 12.6% 26.65 3.5% 78% True False
10 774.53 666.79 107.74 14.3% 26.32 3.5% 81% True False
20 818.61 666.79 151.82 20.1% 26.06 3.5% 57% False False
40 877.86 666.79 211.07 28.0% 26.30 3.5% 41% False False
60 943.85 666.79 277.06 36.8% 24.87 3.3% 31% False False
80 943.85 666.79 277.06 36.8% 29.54 3.9% 31% False False
100 1,007.51 666.79 340.72 45.2% 33.21 4.4% 26% False False
120 1,221.15 666.79 554.36 73.5% 38.14 5.1% 16% 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 5.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 864.46
2.618 829.93
1.618 808.77
1.000 795.69
0.618 787.61
HIGH 774.53
0.618 766.45
0.500 763.95
0.382 761.45
LOW 753.37
0.618 740.29
1.000 732.21
1.618 719.13
2.618 697.97
4.250 663.44
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 763.95 750.81
PP 760.60 747.73
S1 757.24 744.65

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

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