S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 884.24 892.76 8.52 1.0% 913.82
High 898.36 896.97 -1.39 -0.2% 922.99
Low 882.52 878.94 -3.58 -0.4% 878.94
Close 893.07 882.88 -10.19 -1.1% 882.88
Range 15.84 18.03 2.19 13.8% 44.05
ATR 21.47 21.22 -0.25 -1.1% 0.00
Volume
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 940.35 929.65 892.80
R3 922.32 911.62 887.84
R2 904.29 904.29 886.19
R1 893.59 893.59 884.53 889.93
PP 886.26 886.26 886.26 884.43
S1 875.56 875.56 881.23 871.90
S2 868.23 868.23 879.57
S3 850.20 857.53 877.92
S4 832.17 839.50 872.96
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1,027.09 999.03 907.11
R3 983.04 954.98 894.99
R2 938.99 938.99 890.96
R1 910.93 910.93 886.92 902.94
PP 894.94 894.94 894.94 890.94
S1 866.88 866.88 878.84 858.89
S2 850.89 850.89 874.80
S3 806.84 822.83 870.77
S4 762.79 778.78 858.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 922.99 878.94 44.05 5.0% 17.98 2.0% 9% False True
10 930.17 878.94 51.23 5.8% 19.46 2.2% 8% False True
20 930.17 826.83 103.34 11.7% 20.08 2.3% 54% False False
40 930.17 766.20 163.97 18.6% 21.23 2.4% 71% False False
60 930.17 666.79 263.38 29.8% 23.20 2.6% 82% False False
80 930.17 666.79 263.38 29.8% 23.48 2.7% 82% False False
100 943.85 666.79 277.06 31.4% 23.49 2.7% 78% False False
120 943.85 666.79 277.06 31.4% 26.08 3.0% 78% 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 2.77
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.60
2.618 944.17
1.618 926.14
1.000 915.00
0.618 908.11
HIGH 896.97
0.618 890.08
0.500 887.96
0.382 885.83
LOW 878.94
0.618 867.80
1.000 860.91
1.618 849.77
2.618 831.74
4.250 802.31
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 887.96 892.17
PP 886.26 889.07
S1 884.57 885.98

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

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