S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 892.76 886.07 -6.69 -0.7% 913.82
High 896.97 910.00 13.03 1.5% 922.99
Low 878.94 886.07 7.13 0.8% 878.94
Close 882.88 909.71 26.83 3.0% 882.88
Range 18.03 23.93 5.90 32.7% 44.05
ATR 21.22 21.65 0.42 2.0% 0.00
Volume
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 973.72 965.64 922.87
R3 949.79 941.71 916.29
R2 925.86 925.86 914.10
R1 917.78 917.78 911.90 921.82
PP 901.93 901.93 901.93 903.95
S1 893.85 893.85 907.52 897.89
S2 878.00 878.00 905.32
S3 854.07 869.92 903.13
S4 830.14 845.99 896.55
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
5 915.57 878.94 36.63 4.0% 19.90 2.2% 84% False False
10 930.17 878.94 51.23 5.6% 18.99 2.1% 60% False False
20 930.17 826.83 103.34 11.4% 19.48 2.1% 80% False False
40 930.17 772.31 157.86 17.4% 21.26 2.3% 87% False False
60 930.17 666.79 263.38 29.0% 23.19 2.5% 92% False False
80 930.17 666.79 263.38 29.0% 23.42 2.6% 92% False False
100 943.85 666.79 277.06 30.5% 23.43 2.6% 88% False False
120 943.85 666.79 277.06 30.5% 25.78 2.8% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1,011.70
2.618 972.65
1.618 948.72
1.000 933.93
0.618 924.79
HIGH 910.00
0.618 900.86
0.500 898.04
0.382 895.21
LOW 886.07
0.618 871.28
1.000 862.14
1.618 847.35
2.618 823.42
4.250 784.37
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 905.82 904.63
PP 901.93 899.55
S1 898.04 894.47

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

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