S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 906.10 903.95 -2.15 -0.2% 862.82
High 907.70 920.28 12.58 1.4% 888.70
Low 897.34 903.95 6.61 0.7% 847.12
Close 903.80 919.53 15.73 1.7% 877.52
Range 10.36 16.33 5.97 57.6% 41.58
ATR 21.73 21.36 -0.38 -1.7% 0.00
Volume
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 963.58 957.88 928.51
R3 947.25 941.55 924.02
R2 930.92 930.92 922.52
R1 925.22 925.22 921.03 928.07
PP 914.59 914.59 914.59 916.01
S1 908.89 908.89 918.03 911.74
S2 898.26 898.26 916.54
S3 881.93 892.56 915.04
S4 865.60 876.23 910.55
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
5 920.28 866.10 54.18 5.9% 17.98 2.0% 99% True False
10 920.28 835.45 84.83 9.2% 18.20 2.0% 99% True False
20 920.28 814.84 105.44 11.5% 19.73 2.1% 99% True False
40 920.28 713.85 206.43 22.4% 22.25 2.4% 100% True False
60 920.28 666.79 253.49 27.6% 23.68 2.6% 100% True False
80 920.28 666.79 253.49 27.6% 24.44 2.7% 100% True False
100 943.85 666.79 277.06 30.1% 24.27 2.6% 91% False False
120 943.85 666.79 277.06 30.1% 28.15 3.1% 91% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.79
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 989.68
2.618 963.03
1.618 946.70
1.000 936.61
0.618 930.37
HIGH 920.28
0.618 914.04
0.500 912.12
0.382 910.19
LOW 903.95
0.618 893.86
1.000 887.62
1.618 877.53
2.618 861.20
4.250 834.55
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 917.06 912.94
PP 914.59 906.34
S1 912.12 899.75

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

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