S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Apr-2009
Day Change Summary
Previous Current
03-Apr-2009 06-Apr-2009 Change Change % Previous Week
Open 835.13 839.75 4.62 0.6% 809.07
High 842.50 839.75 -2.75 -0.3% 845.61
Low 826.70 822.79 -3.91 -0.5% 779.81
Close 842.50 835.48 -7.02 -0.8% 842.50
Range 15.80 16.96 1.16 7.3% 65.80
ATR 27.44 26.89 -0.55 -2.0% 0.00
Volume
Daily Pivots for day following 06-Apr-2009
Classic Woodie Camarilla DeMark
R4 883.55 876.48 844.81
R3 866.59 859.52 840.14
R2 849.63 849.63 838.59
R1 842.56 842.56 837.03 837.62
PP 832.67 832.67 832.67 830.20
S1 825.60 825.60 833.93 820.66
S2 815.71 815.71 832.37
S3 798.75 808.64 830.82
S4 781.79 791.68 826.15
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,020.04 997.07 878.69
R3 954.24 931.27 860.60
R2 888.44 888.44 854.56
R1 865.47 865.47 848.53 876.96
PP 822.64 822.64 822.64 828.38
S1 799.67 799.67 836.47 811.16
S2 756.84 756.84 830.44
S3 691.04 733.87 824.41
S4 625.24 668.07 806.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.61 783.32 62.29 7.5% 22.75 2.7% 84% False False
10 845.61 779.81 65.80 7.9% 23.08 2.8% 85% False False
20 845.61 679.28 166.33 19.9% 26.24 3.1% 94% False False
40 875.01 666.79 208.22 24.9% 25.72 3.1% 81% False False
60 911.93 666.79 245.14 29.3% 26.22 3.1% 69% False False
80 943.85 666.79 277.06 33.2% 25.55 3.1% 61% False False
100 943.85 666.79 277.06 33.2% 30.05 3.6% 61% False False
120 1,044.31 666.79 377.52 45.2% 33.88 4.1% 45% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.61
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 911.83
2.618 884.15
1.618 867.19
1.000 856.71
0.618 850.23
HIGH 839.75
0.618 833.27
0.500 831.27
0.382 829.27
LOW 822.79
0.618 812.31
1.000 805.83
1.618 795.35
2.618 778.39
4.250 750.71
Fisher Pivots for day following 06-Apr-2009
Pivot 1 day 3 day
R1 834.08 833.68
PP 832.67 831.87
S1 831.27 830.07

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

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