S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 913.82 910.52 -3.30 -0.4% 879.21
High 922.99 915.57 -7.42 -0.8% 930.17
Low 908.68 896.46 -12.22 -1.3% 879.21
Close 909.24 908.35 -0.89 -0.1% 929.23
Range 14.31 19.11 4.80 33.5% 50.96
ATR 21.82 21.62 -0.19 -0.9% 0.00
Volume
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 964.12 955.35 918.86
R3 945.01 936.24 913.61
R2 925.90 925.90 911.85
R1 917.13 917.13 910.10 911.96
PP 906.79 906.79 906.79 904.21
S1 898.02 898.02 906.60 892.85
S2 887.68 887.68 904.85
S3 868.57 878.91 903.09
S4 849.46 859.80 897.84
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
5 930.17 896.46 33.71 3.7% 19.82 2.2% 35% False True
10 930.17 856.85 73.32 8.1% 19.79 2.2% 70% False False
20 930.17 826.83 103.34 11.4% 20.03 2.2% 79% False False
40 930.17 749.93 180.24 19.8% 22.00 2.4% 88% False False
60 930.17 666.79 263.38 29.0% 23.35 2.6% 92% False False
80 930.17 666.79 263.38 29.0% 24.15 2.7% 92% False False
100 943.85 666.79 277.06 30.5% 23.72 2.6% 87% False False
120 943.85 666.79 277.06 30.5% 27.03 3.0% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 996.79
2.618 965.60
1.618 946.49
1.000 934.68
0.618 927.38
HIGH 915.57
0.618 908.27
0.500 906.02
0.382 903.76
LOW 896.46
0.618 884.65
1.000 877.35
1.618 865.54
2.618 846.43
4.250 815.24
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 907.57 913.32
PP 906.79 911.66
S1 906.02 910.01

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

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