S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Mar-2009
Day Change Summary
Previous Current
27-Mar-2009 30-Mar-2009 Change Change % Previous Week
Open 828.68 809.07 -19.61 -2.4% 772.31
High 828.68 809.07 -19.61 -2.4% 832.98
Low 813.43 779.81 -33.62 -4.1% 772.31
Close 815.94 787.53 -28.41 -3.5% 815.94
Range 15.25 29.26 14.01 91.9% 60.67
ATR 27.41 28.03 0.62 2.3% 0.00
Volume
Daily Pivots for day following 30-Mar-2009
Classic Woodie Camarilla DeMark
R4 879.92 862.98 803.62
R3 850.66 833.72 795.58
R2 821.40 821.40 792.89
R1 804.46 804.46 790.21 798.30
PP 792.14 792.14 792.14 789.06
S1 775.20 775.20 784.85 769.04
S2 762.88 762.88 782.17
S3 733.62 745.94 779.48
S4 704.36 716.68 771.44
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 989.09 963.18 849.31
R3 928.42 902.51 832.62
R2 867.75 867.75 827.06
R1 841.84 841.84 821.50 854.80
PP 807.08 807.08 807.08 813.55
S1 781.17 781.17 810.38 794.13
S2 746.41 746.41 804.82
S3 685.74 720.50 799.26
S4 625.07 659.83 782.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.98 779.81 53.17 6.8% 23.40 3.0% 15% False True
10 832.98 749.93 83.05 10.5% 27.78 3.5% 45% False False
20 832.98 666.79 166.19 21.1% 27.05 3.4% 73% False False
40 875.01 666.79 208.22 26.4% 25.80 3.3% 58% False False
60 943.85 666.79 277.06 35.2% 26.11 3.3% 44% False False
80 943.85 666.79 277.06 35.2% 26.82 3.4% 44% False False
100 1,007.51 666.79 340.72 43.3% 31.01 3.9% 35% False False
120 1,072.91 666.79 406.12 51.6% 36.37 4.6% 30% 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 4.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 933.43
2.618 885.67
1.618 856.41
1.000 838.33
0.618 827.15
HIGH 809.07
0.618 797.89
0.500 794.44
0.382 790.99
LOW 779.81
0.618 761.73
1.000 750.55
1.618 732.47
2.618 703.21
4.250 655.46
Fisher Pivots for day following 30-Mar-2009
Pivot 1 day 3 day
R1 794.44 806.40
PP 792.14 800.11
S1 789.83 793.82

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

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