S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 853.91 862.82 8.91 1.0% 868.27
High 871.80 868.83 -2.97 -0.3% 871.80
Low 853.91 854.65 0.74 0.1% 826.83
Close 866.23 857.51 -8.72 -1.0% 866.23
Range 17.89 14.18 -3.71 -20.7% 44.97
ATR 23.53 22.86 -0.67 -2.8% 0.00
Volume
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 902.87 894.37 865.31
R3 888.69 880.19 861.41
R2 874.51 874.51 860.11
R1 866.01 866.01 858.81 863.17
PP 860.33 860.33 860.33 858.91
S1 851.83 851.83 856.21 848.99
S2 846.15 846.15 854.91
S3 831.97 837.65 853.61
S4 817.79 823.47 849.71
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 989.86 973.02 890.96
R3 944.89 928.05 878.60
R2 899.92 899.92 874.47
R1 883.08 883.08 870.35 869.02
PP 854.95 854.95 854.95 847.92
S1 838.11 838.11 862.11 824.05
S2 809.98 809.98 857.99
S3 765.01 793.14 853.86
S4 720.04 748.17 841.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 871.80 826.83 44.97 5.2% 18.79 2.2% 68% False False
10 875.63 826.83 48.80 5.7% 20.19 2.4% 63% False False
20 875.63 779.81 95.82 11.2% 20.80 2.4% 81% False False
40 875.63 666.79 208.84 24.4% 23.94 2.8% 91% False False
60 875.63 666.79 208.84 24.4% 24.15 2.8% 91% False False
80 943.85 666.79 277.06 32.3% 24.68 2.9% 69% False False
100 943.85 666.79 277.06 32.3% 25.65 3.0% 69% False False
120 1,007.51 666.79 340.72 39.7% 29.20 3.4% 56% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 929.10
2.618 905.95
1.618 891.77
1.000 883.01
0.618 877.59
HIGH 868.83
0.618 863.41
0.500 861.74
0.382 860.07
LOW 854.65
0.618 845.89
1.000 840.47
1.618 831.71
2.618 817.53
4.250 794.39
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 861.74 856.22
PP 860.33 854.92
S1 858.92 853.63

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

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