S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 909.67 908.62 -1.05 -0.1% 913.82
High 916.39 924.60 8.21 0.9% 922.99
Low 905.22 901.37 -3.85 -0.4% 878.94
Close 908.13 903.47 -4.66 -0.5% 882.88
Range 11.17 23.23 12.06 108.0% 44.05
ATR 20.90 21.06 0.17 0.8% 0.00
Volume
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 979.50 964.72 916.25
R3 956.27 941.49 909.86
R2 933.04 933.04 907.73
R1 918.26 918.26 905.60 914.04
PP 909.81 909.81 909.81 907.70
S1 895.03 895.03 901.34 890.81
S2 886.58 886.58 899.21
S3 863.35 871.80 897.08
S4 840.12 848.57 890.69
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
5 924.60 878.94 45.66 5.1% 18.44 2.0% 54% True False
10 930.17 878.94 51.23 5.7% 19.76 2.2% 48% False False
20 930.17 835.45 94.72 10.5% 18.98 2.1% 72% False False
40 930.17 779.81 150.36 16.6% 20.39 2.3% 82% False False
60 930.17 666.79 263.38 29.2% 22.66 2.5% 90% False False
80 930.17 666.79 263.38 29.2% 23.14 2.6% 90% False False
100 943.85 666.79 277.06 30.7% 23.49 2.6% 85% False False
120 943.85 666.79 277.06 30.7% 25.25 2.8% 85% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,023.33
2.618 985.42
1.618 962.19
1.000 947.83
0.618 938.96
HIGH 924.60
0.618 915.73
0.500 912.99
0.382 910.24
LOW 901.37
0.618 887.01
1.000 878.14
1.618 863.78
2.618 840.55
4.250 802.64
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 912.99 905.34
PP 909.81 904.71
S1 906.64 904.09

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

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