S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 909.03 913.82 4.79 0.5% 879.21
High 930.17 922.99 -7.18 -0.8% 930.17
Low 909.03 908.68 -0.35 0.0% 879.21
Close 929.23 909.24 -19.99 -2.2% 929.23
Range 21.14 14.31 -6.83 -32.3% 50.96
ATR 21.91 21.82 -0.10 -0.4% 0.00
Volume
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 956.57 947.21 917.11
R3 942.26 932.90 913.18
R2 927.95 927.95 911.86
R1 918.59 918.59 910.55 916.12
PP 913.64 913.64 913.64 912.40
S1 904.28 904.28 907.93 901.81
S2 899.33 899.33 906.62
S3 885.02 889.97 905.30
S4 870.71 875.66 901.37
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,065.75 1,048.45 957.26
R3 1,014.79 997.49 943.24
R2 963.83 963.83 938.57
R1 946.53 946.53 933.90 955.18
PP 912.87 912.87 912.87 917.20
S1 895.57 895.57 924.56 904.22
S2 861.91 861.91 919.89
S3 810.95 844.61 915.22
S4 759.99 793.65 901.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.17 897.34 32.83 3.6% 18.07 2.0% 36% False False
10 930.17 847.12 83.05 9.1% 19.61 2.2% 75% False False
20 930.17 826.83 103.34 11.4% 19.90 2.2% 80% False False
40 930.17 749.93 180.24 19.8% 22.05 2.4% 88% False False
60 930.17 666.79 263.38 29.0% 23.27 2.6% 92% False False
80 930.17 666.79 263.38 29.0% 24.34 2.7% 92% False False
100 943.85 666.79 277.06 30.5% 23.96 2.6% 88% False False
120 943.85 666.79 277.06 30.5% 27.15 3.0% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 3.88
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 983.81
2.618 960.45
1.618 946.14
1.000 937.30
0.618 931.83
HIGH 922.99
0.618 917.52
0.500 915.84
0.382 914.15
LOW 908.68
0.618 899.84
1.000 894.37
1.618 885.53
2.618 871.22
4.250 847.86
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 915.84 915.77
PP 913.64 913.59
S1 911.44 911.42

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

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