S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 886.07 909.67 23.60 2.7% 913.82
High 910.00 916.39 6.39 0.7% 922.99
Low 886.07 905.22 19.15 2.2% 878.94
Close 909.71 908.13 -1.58 -0.2% 882.88
Range 23.93 11.17 -12.76 -53.3% 44.05
ATR 21.65 20.90 -0.75 -3.5% 0.00
Volume
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 943.42 936.95 914.27
R3 932.25 925.78 911.20
R2 921.08 921.08 910.18
R1 914.61 914.61 909.15 912.26
PP 909.91 909.91 909.91 908.74
S1 903.44 903.44 907.11 901.09
S2 898.74 898.74 906.08
S3 887.57 892.27 905.06
S4 876.40 881.10 901.99
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
5 916.39 878.94 37.45 4.1% 18.31 2.0% 78% True False
10 930.17 878.94 51.23 5.6% 19.07 2.1% 57% False False
20 930.17 835.45 94.72 10.4% 18.88 2.1% 77% False False
40 930.17 779.81 150.36 16.6% 20.27 2.2% 85% False False
60 930.17 666.79 263.38 29.0% 22.78 2.5% 92% False False
80 930.17 666.79 263.38 29.0% 23.16 2.5% 92% False False
100 943.85 666.79 277.06 30.5% 23.34 2.6% 87% False False
120 943.85 666.79 277.06 30.5% 25.33 2.8% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.06
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 963.86
2.618 945.63
1.618 934.46
1.000 927.56
0.618 923.29
HIGH 916.39
0.618 912.12
0.500 910.81
0.382 909.49
LOW 905.22
0.618 898.32
1.000 894.05
1.618 887.15
2.618 875.98
4.250 857.75
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 910.81 904.64
PP 909.91 901.15
S1 909.02 897.67

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

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