S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Mar-2009
Day Change Summary
Previous Current
23-Mar-2009 24-Mar-2009 Change Change % Previous Week
Open 772.31 820.60 48.29 6.3% 758.84
High 823.37 823.65 0.28 0.0% 803.24
Low 772.31 805.48 33.17 4.3% 749.93
Close 822.92 806.25 -16.67 -2.0% 768.54
Range 51.06 18.17 -32.89 -64.4% 53.31
ATR 28.96 28.19 -0.77 -2.7% 0.00
Volume
Daily Pivots for day following 24-Mar-2009
Classic Woodie Camarilla DeMark
R4 866.30 854.45 816.24
R3 848.13 836.28 811.25
R2 829.96 829.96 809.58
R1 818.11 818.11 807.92 814.95
PP 811.79 811.79 811.79 810.22
S1 799.94 799.94 804.58 796.78
S2 793.62 793.62 802.92
S3 775.45 781.77 801.25
S4 757.28 763.60 796.26
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
5 823.65 765.64 58.01 7.2% 30.15 3.7% 70% True False
10 823.65 713.85 109.80 13.6% 27.19 3.4% 84% True False
20 823.65 666.79 156.86 19.5% 27.18 3.4% 89% True False
40 877.86 666.79 211.07 26.2% 25.88 3.2% 66% False False
60 943.85 666.79 277.06 34.4% 25.55 3.2% 50% False False
80 943.85 666.79 277.06 34.4% 27.67 3.4% 50% False False
100 1,007.51 666.79 340.72 42.3% 31.41 3.9% 41% False False
120 1,167.03 666.79 500.24 62.0% 37.39 4.6% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 5.07
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 900.87
2.618 871.22
1.618 853.05
1.000 841.82
0.618 834.88
HIGH 823.65
0.618 816.71
0.500 814.57
0.382 812.42
LOW 805.48
0.618 794.25
1.000 787.31
1.618 776.08
2.618 757.91
4.250 728.26
Fisher Pivots for day following 24-Mar-2009
Pivot 1 day 3 day
R1 814.57 802.48
PP 811.79 798.70
S1 809.02 794.93

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

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