S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 879.21 906.10 26.89 3.1% 862.82
High 907.85 907.70 -0.15 0.0% 888.70
Low 879.21 897.34 18.13 2.1% 847.12
Close 907.24 903.80 -3.44 -0.4% 877.52
Range 28.64 10.36 -18.28 -63.8% 41.58
ATR 22.61 21.73 -0.87 -3.9% 0.00
Volume
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 934.03 929.27 909.50
R3 923.67 918.91 906.65
R2 913.31 913.31 905.70
R1 908.55 908.55 904.75 905.75
PP 902.95 902.95 902.95 901.55
S1 898.19 898.19 902.85 895.39
S2 892.59 892.59 901.90
S3 882.23 887.83 900.95
S4 871.87 877.47 898.10
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
5 907.85 856.85 51.00 5.6% 19.76 2.2% 92% False False
10 907.85 835.45 72.40 8.0% 18.68 2.1% 94% False False
20 907.85 814.53 93.32 10.3% 19.46 2.2% 96% False False
40 907.85 679.28 228.57 25.3% 22.85 2.5% 98% False False
60 907.85 666.79 241.06 26.7% 23.63 2.6% 98% False False
80 911.93 666.79 245.14 27.1% 24.53 2.7% 97% False False
100 943.85 666.79 277.06 30.7% 24.33 2.7% 86% False False
120 943.85 666.79 277.06 30.7% 28.28 3.1% 86% 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 False
Bear Hook False
Bull Hook False
Stretch 4.46
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 951.73
2.618 934.82
1.618 924.46
1.000 918.06
0.618 914.10
HIGH 907.70
0.618 903.74
0.500 902.52
0.382 901.30
LOW 897.34
0.618 890.94
1.000 886.98
1.618 880.58
2.618 870.22
4.250 853.31
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 903.37 898.19
PP 902.95 892.58
S1 902.52 886.98

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

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