S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 862.82 854.48 -8.34 -1.0% 868.27
High 868.83 864.48 -4.35 -0.5% 871.80
Low 854.65 847.12 -7.53 -0.9% 826.83
Close 857.51 855.16 -2.35 -0.3% 866.23
Range 14.18 17.36 3.18 22.4% 44.97
ATR 22.86 22.47 -0.39 -1.7% 0.00
Volume
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 907.67 898.77 864.71
R3 890.31 881.41 859.93
R2 872.95 872.95 858.34
R1 864.05 864.05 856.75 868.50
PP 855.59 855.59 855.59 857.81
S1 846.69 846.69 853.57 851.14
S2 838.23 838.23 851.98
S3 820.87 829.33 850.39
S4 803.51 811.97 845.61
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
5 871.80 835.45 36.35 4.3% 17.61 2.1% 54% False False
10 875.63 826.83 48.80 5.7% 20.26 2.4% 58% False False
20 875.63 783.32 92.31 10.8% 20.21 2.4% 78% False False
40 875.63 666.79 208.84 24.4% 23.63 2.8% 90% False False
60 875.63 666.79 208.84 24.4% 23.94 2.8% 90% False False
80 943.85 666.79 277.06 32.4% 24.64 2.9% 68% False False
100 943.85 666.79 277.06 32.4% 25.50 3.0% 68% False False
120 1,007.51 666.79 340.72 39.8% 29.21 3.4% 55% 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 True
Bear Hook False
Bull Hook False
Stretch 4.84
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 938.26
2.618 909.93
1.618 892.57
1.000 881.84
0.618 875.21
HIGH 864.48
0.618 857.85
0.500 855.80
0.382 853.75
LOW 847.12
0.618 836.39
1.000 829.76
1.618 819.03
2.618 801.67
4.250 773.34
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 855.80 859.46
PP 855.59 858.03
S1 855.37 856.59

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

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