S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 856.88 839.44 -17.44 -2.0% 839.75
High 856.88 852.93 -3.95 -0.5% 856.91
Low 840.25 835.58 -4.67 -0.6% 814.53
Close 841.50 852.06 10.56 1.3% 856.56
Range 16.63 17.35 0.72 4.3% 42.38
ATR 24.98 24.44 -0.55 -2.2% 0.00
Volume
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 898.91 892.83 861.60
R3 881.56 875.48 856.83
R2 864.21 864.21 855.24
R1 858.13 858.13 853.65 861.17
PP 846.86 846.86 846.86 848.38
S1 840.78 840.78 850.47 843.82
S2 829.51 829.51 848.88
S3 812.16 823.43 847.29
S4 794.81 806.08 842.52
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 969.81 955.56 879.87
R3 927.43 913.18 868.21
R2 885.05 885.05 864.33
R1 870.80 870.80 860.44 877.93
PP 842.67 842.67 842.67 846.23
S1 828.42 828.42 852.68 835.55
S2 800.29 800.29 848.79
S3 757.91 786.04 844.91
S4 715.53 743.66 833.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 864.31 814.84 49.47 5.8% 18.83 2.2% 75% False False
10 864.31 783.32 80.99 9.5% 19.93 2.3% 85% False False
20 864.31 765.64 98.67 11.6% 23.43 2.7% 88% False False
40 864.31 666.79 197.52 23.2% 24.71 2.9% 94% False False
60 877.86 666.79 211.07 24.8% 25.36 3.0% 88% False False
80 943.85 666.79 277.06 32.5% 24.57 2.9% 67% False False
100 943.85 666.79 277.06 32.5% 28.21 3.3% 67% False False
120 1,007.51 666.79 340.72 40.0% 31.54 3.7% 54% 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 True
Bear Hook False
Bull Hook False
Stretch 3.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 926.67
2.618 898.35
1.618 881.00
1.000 870.28
0.618 863.65
HIGH 852.93
0.618 846.30
0.500 844.26
0.382 842.21
LOW 835.58
0.618 824.86
1.000 818.23
1.618 807.51
2.618 790.16
4.250 761.84
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 849.46 851.36
PP 846.86 850.65
S1 844.26 849.95

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

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