S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 806.81 814.06 7.25 0.9% 758.84
High 826.78 832.98 6.20 0.7% 803.24
Low 791.37 814.06 22.69 2.9% 749.93
Close 813.88 832.86 18.98 2.3% 768.54
Range 35.41 18.92 -16.49 -46.6% 53.31
ATR 28.71 28.02 -0.69 -2.4% 0.00
Volume
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 883.39 877.05 843.27
R3 864.47 858.13 838.06
R2 845.55 845.55 836.33
R1 839.21 839.21 834.59 842.38
PP 826.63 826.63 826.63 828.22
S1 820.29 820.29 831.13 823.46
S2 807.71 807.71 829.39
S3 788.79 801.37 827.66
S4 769.87 782.45 822.45
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
5 832.98 766.20 66.78 8.0% 29.25 3.5% 100% True False
10 832.98 742.46 90.52 10.9% 27.03 3.2% 100% True False
20 832.98 666.79 166.19 20.0% 27.15 3.3% 100% True False
40 875.01 666.79 208.22 25.0% 26.06 3.1% 80% False False
60 943.85 666.79 277.06 33.3% 26.06 3.1% 60% False False
80 943.85 666.79 277.06 33.3% 27.58 3.3% 60% False False
100 1,007.51 666.79 340.72 40.9% 31.13 3.7% 49% False False
120 1,153.82 666.79 487.03 58.5% 37.21 4.5% 34% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 913.39
2.618 882.51
1.618 863.59
1.000 851.90
0.618 844.67
HIGH 832.98
0.618 825.75
0.500 823.52
0.382 821.29
LOW 814.06
0.618 802.37
1.000 795.14
1.618 783.45
2.618 764.53
4.250 733.65
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 829.75 825.97
PP 826.63 819.07
S1 823.52 812.18

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

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