S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 797.92 784.58 -13.34 -1.7% 758.84
High 803.24 788.91 -14.33 -1.8% 803.24
Low 781.82 766.20 -15.62 -2.0% 749.93
Close 784.04 768.54 -15.50 -2.0% 768.54
Range 21.42 22.71 1.29 6.0% 53.31
ATR 27.30 26.97 -0.33 -1.2% 0.00
Volume
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 842.68 828.32 781.03
R3 819.97 805.61 774.79
R2 797.26 797.26 772.70
R1 782.90 782.90 770.62 778.73
PP 774.55 774.55 774.55 772.46
S1 760.19 760.19 766.46 756.02
S2 751.84 751.84 764.38
S3 729.13 737.48 762.29
S4 706.42 714.77 756.05
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 933.83 904.50 797.86
R3 880.52 851.19 783.20
R2 827.21 827.21 778.31
R1 797.88 797.88 773.43 812.55
PP 773.90 773.90 773.90 781.24
S1 744.57 744.57 763.65 759.24
S2 720.59 720.59 758.77
S3 667.28 691.26 753.88
S4 613.97 637.95 739.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 803.24 749.93 53.31 6.9% 26.18 3.4% 35% False False
10 803.24 672.88 130.36 17.0% 26.54 3.5% 73% False False
20 803.24 666.79 136.45 17.8% 27.03 3.5% 75% False False
40 877.86 666.79 211.07 27.5% 25.58 3.3% 48% False False
60 943.85 666.79 277.06 36.1% 24.87 3.2% 37% False False
80 943.85 666.79 277.06 36.1% 28.04 3.6% 37% False False
100 1,007.51 666.79 340.72 44.3% 32.14 4.2% 30% False False
120 1,209.07 666.79 542.28 70.6% 38.12 5.0% 19% 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 5.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 885.43
2.618 848.36
1.618 825.65
1.000 811.62
0.618 802.94
HIGH 788.91
0.618 780.23
0.500 777.56
0.382 774.88
LOW 766.20
0.618 752.17
1.000 743.49
1.618 729.46
2.618 706.75
4.250 669.68
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 777.56 784.44
PP 774.55 779.14
S1 771.55 773.84

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

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