S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 905.40 884.24 -21.16 -2.3% 879.21
High 905.40 898.36 -7.04 -0.8% 930.17
Low 882.80 882.52 -0.28 0.0% 879.21
Close 883.92 893.07 9.15 1.0% 929.23
Range 22.60 15.84 -6.76 -29.9% 50.96
ATR 21.90 21.47 -0.43 -2.0% 0.00
Volume
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 938.84 931.79 901.78
R3 923.00 915.95 897.43
R2 907.16 907.16 895.97
R1 900.11 900.11 894.52 903.64
PP 891.32 891.32 891.32 893.08
S1 884.27 884.27 891.62 887.80
S2 875.48 875.48 890.17
S3 859.64 868.43 888.71
S4 843.80 852.59 884.36
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
5 930.17 882.52 47.65 5.3% 18.60 2.1% 22% False True
10 930.17 866.10 64.07 7.2% 19.09 2.1% 42% False False
20 930.17 826.83 103.34 11.6% 19.91 2.2% 64% False False
40 930.17 766.20 163.97 18.4% 21.32 2.4% 77% False False
60 930.17 666.79 263.38 29.5% 23.24 2.6% 86% False False
80 930.17 666.79 263.38 29.5% 23.72 2.7% 86% False False
100 943.85 666.79 277.06 31.0% 23.54 2.6% 82% False False
120 943.85 666.79 277.06 31.0% 26.54 3.0% 82% False False
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 3.02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 965.68
2.618 939.83
1.618 923.99
1.000 914.20
0.618 908.15
HIGH 898.36
0.618 892.31
0.500 890.44
0.382 888.57
LOW 882.52
0.618 872.73
1.000 866.68
1.618 856.89
2.618 841.05
4.250 815.20
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 892.19 899.05
PP 891.32 897.05
S1 890.44 895.06

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

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