S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 908.62 900.42 -8.20 -0.9% 913.82
High 924.60 900.42 -24.18 -2.6% 922.99
Low 901.37 879.61 -21.76 -2.4% 878.94
Close 903.47 888.33 -15.14 -1.7% 882.88
Range 23.23 20.81 -2.42 -10.4% 44.05
ATR 21.06 21.26 0.20 0.9% 0.00
Volume
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 951.88 940.92 899.78
R3 931.07 920.11 894.05
R2 910.26 910.26 892.15
R1 899.30 899.30 890.24 894.38
PP 889.45 889.45 889.45 886.99
S1 878.49 878.49 886.42 873.57
S2 868.64 868.64 884.51
S3 847.83 857.68 882.61
S4 827.02 836.87 876.88
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% 19.43 2.2% 21% False False
10 930.17 878.94 51.23 5.8% 19.02 2.1% 18% False False
20 930.17 847.12 83.05 9.3% 19.15 2.2% 50% False False
40 930.17 779.81 150.36 16.9% 20.03 2.3% 72% False False
60 930.17 666.79 263.38 29.6% 22.55 2.5% 84% False False
80 930.17 666.79 263.38 29.6% 23.21 2.6% 84% False False
100 943.85 666.79 277.06 31.2% 23.62 2.7% 80% False False
120 943.85 666.79 277.06 31.2% 25.03 2.8% 80% 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 2.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 988.86
2.618 954.90
1.618 934.09
1.000 921.23
0.618 913.28
HIGH 900.42
0.618 892.47
0.500 890.02
0.382 887.56
LOW 879.61
0.618 866.75
1.000 858.80
1.618 845.94
2.618 825.13
4.250 791.17
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 890.02 902.11
PP 889.45 897.51
S1 888.89 892.92

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

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