S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 872.74 879.21 6.47 0.7% 862.82
High 880.48 907.85 27.37 3.1% 888.70
Low 866.10 879.21 13.11 1.5% 847.12
Close 877.52 907.24 29.72 3.4% 877.52
Range 14.38 28.64 14.26 99.2% 41.58
ATR 22.01 22.61 0.59 2.7% 0.00
Volume
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 984.02 974.27 922.99
R3 955.38 945.63 915.12
R2 926.74 926.74 912.49
R1 916.99 916.99 909.87 921.87
PP 898.10 898.10 898.10 900.54
S1 888.35 888.35 904.61 893.23
S2 869.46 869.46 901.99
S3 840.82 859.71 899.36
S4 812.18 831.07 891.49
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 995.85 978.27 900.39
R3 954.27 936.69 888.95
R2 912.69 912.69 885.14
R1 895.11 895.11 881.33 903.90
PP 871.11 871.11 871.11 875.51
S1 853.53 853.53 873.71 862.32
S2 829.53 829.53 869.90
S3 787.95 811.95 866.09
S4 746.37 770.37 854.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 907.85 847.12 60.73 6.7% 21.16 2.3% 99% True False
10 907.85 826.83 81.02 8.9% 19.97 2.2% 99% True False
20 907.85 814.53 93.32 10.3% 19.79 2.2% 99% True False
40 907.85 672.88 234.97 25.9% 23.15 2.6% 100% True False
60 907.85 666.79 241.06 26.6% 23.88 2.6% 100% True False
80 911.93 666.79 245.14 27.0% 24.57 2.7% 98% False False
100 943.85 666.79 277.06 30.5% 24.54 2.7% 87% False False
120 951.95 666.79 285.16 31.4% 28.57 3.1% 84% 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 4.75
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,029.57
2.618 982.83
1.618 954.19
1.000 936.49
0.618 925.55
HIGH 907.85
0.618 896.91
0.500 893.53
0.382 890.15
LOW 879.21
0.618 861.51
1.000 850.57
1.618 832.87
2.618 804.23
4.250 757.49
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 902.67 900.49
PP 898.10 893.73
S1 893.53 886.98

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

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