S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 903.95 919.58 15.63 1.7% 862.82
High 920.28 929.58 9.30 1.0% 888.70
Low 903.95 901.36 -2.59 -0.3% 847.12
Close 919.53 907.39 -12.14 -1.3% 877.52
Range 16.33 28.22 11.89 72.8% 41.58
ATR 21.36 21.85 0.49 2.3% 0.00
Volume
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 997.44 980.63 922.91
R3 969.22 952.41 915.15
R2 941.00 941.00 912.56
R1 924.19 924.19 909.98 918.49
PP 912.78 912.78 912.78 909.92
S1 895.97 895.97 904.80 890.27
S2 884.56 884.56 902.22
S3 856.34 867.75 899.63
S4 828.12 839.53 891.87
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
5 929.58 866.10 63.48 7.0% 19.59 2.2% 65% True False
10 929.58 847.12 82.46 9.1% 19.28 2.1% 73% True False
20 929.58 826.83 102.75 11.3% 20.46 2.3% 78% True False
40 929.58 714.76 214.82 23.7% 22.50 2.5% 90% True False
60 929.58 666.79 262.79 29.0% 23.40 2.6% 92% True False
80 929.58 666.79 262.79 29.0% 24.47 2.7% 92% True False
100 943.85 666.79 277.06 30.5% 24.19 2.7% 87% False False
120 943.85 666.79 277.06 30.5% 28.03 3.1% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.97
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,049.52
2.618 1,003.46
1.618 975.24
1.000 957.80
0.618 947.02
HIGH 929.58
0.618 918.80
0.500 915.47
0.382 912.14
LOW 901.36
0.618 883.92
1.000 873.14
1.618 855.70
2.618 827.48
4.250 781.43
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 915.47 913.46
PP 912.78 911.44
S1 910.08 909.41

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

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