S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 868.27 831.25 -37.02 -4.3% 855.33
High 868.27 850.09 -18.18 -2.1% 875.63
Low 832.39 826.83 -5.56 -0.7% 835.58
Close 832.39 850.08 17.69 2.1% 869.60
Range 35.88 23.26 -12.62 -35.2% 40.05
ATR 24.64 24.54 -0.10 -0.4% 0.00
Volume
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 912.11 904.36 862.87
R3 888.85 881.10 856.48
R2 865.59 865.59 854.34
R1 857.84 857.84 852.21 861.72
PP 842.33 842.33 842.33 844.27
S1 834.58 834.58 847.95 838.46
S2 819.07 819.07 845.82
S3 795.81 811.32 843.68
S4 772.55 788.06 837.29
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 980.42 965.06 891.63
R3 940.37 925.01 880.61
R2 900.32 900.32 876.94
R1 884.96 884.96 873.27 892.64
PP 860.27 860.27 860.27 864.11
S1 844.91 844.91 865.93 852.59
S2 820.22 820.22 862.26
S3 780.17 804.86 858.59
S4 740.12 764.81 847.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.63 826.83 48.80 5.7% 22.91 2.7% 48% False True
10 875.63 814.53 61.10 7.2% 20.24 2.4% 58% False False
20 875.63 779.81 95.82 11.3% 21.66 2.5% 73% False False
40 875.63 666.79 208.84 24.6% 24.74 2.9% 88% False False
60 877.86 666.79 211.07 24.8% 24.58 2.9% 87% False False
80 943.85 666.79 277.06 32.6% 24.45 2.9% 66% False False
100 943.85 666.79 277.06 32.6% 26.63 3.1% 66% False False
120 1,007.51 666.79 340.72 40.1% 30.43 3.6% 54% 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 True
Bear Hook True
Bull Hook False
Stretch 3.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 948.95
2.618 910.98
1.618 887.72
1.000 873.35
0.618 864.46
HIGH 850.09
0.618 841.20
0.500 838.46
0.382 835.72
LOW 826.83
0.618 812.46
1.000 803.57
1.618 789.20
2.618 765.94
4.250 727.98
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 846.21 851.23
PP 842.33 850.85
S1 838.46 850.46

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

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