S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 854.48 856.85 2.37 0.3% 868.27
High 864.48 882.06 17.58 2.0% 871.80
Low 847.12 856.85 9.73 1.1% 826.83
Close 855.16 873.64 18.48 2.2% 866.23
Range 17.36 25.21 7.85 45.2% 44.97
ATR 22.47 22.79 0.32 1.4% 0.00
Volume
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 946.48 935.27 887.51
R3 921.27 910.06 880.57
R2 896.06 896.06 878.26
R1 884.85 884.85 875.95 890.46
PP 870.85 870.85 870.85 873.65
S1 859.64 859.64 871.33 865.25
S2 845.64 845.64 869.02
S3 820.43 834.43 866.71
S4 795.22 809.22 859.77
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
5 882.06 835.45 46.61 5.3% 18.41 2.1% 82% True False
10 882.06 826.83 55.23 6.3% 21.05 2.4% 85% True False
20 882.06 783.32 98.74 11.3% 20.49 2.3% 91% True False
40 882.06 666.79 215.27 24.6% 23.77 2.7% 96% True False
60 882.06 666.79 215.27 24.6% 24.06 2.8% 96% True False
80 943.85 666.79 277.06 31.7% 24.51 2.8% 75% False False
100 943.85 666.79 277.06 31.7% 25.30 2.9% 75% False False
120 1,001.84 666.79 335.05 38.4% 29.12 3.3% 62% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 989.20
2.618 948.06
1.618 922.85
1.000 907.27
0.618 897.64
HIGH 882.06
0.618 872.43
0.500 869.46
0.382 866.48
LOW 856.85
0.618 841.27
1.000 831.64
1.618 816.06
2.618 790.85
4.250 749.71
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 872.25 870.62
PP 870.85 867.61
S1 869.46 864.59

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

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