S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 900.42 888.68 -11.74 -1.3% 886.07
High 900.42 896.65 -3.77 -0.4% 924.60
Low 879.61 883.75 4.14 0.5% 879.61
Close 888.33 887.00 -1.33 -0.1% 887.00
Range 20.81 12.90 -7.91 -38.0% 44.99
ATR 21.26 20.67 -0.60 -2.8% 0.00
Volume
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 927.83 920.32 894.10
R3 914.93 907.42 890.55
R2 902.03 902.03 889.37
R1 894.52 894.52 888.18 891.83
PP 889.13 889.13 889.13 887.79
S1 881.62 881.62 885.82 878.93
S2 876.23 876.23 884.64
S3 863.33 868.72 883.45
S4 850.43 855.82 879.91
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.04 1,004.51 911.74
R3 987.05 959.52 899.37
R2 942.06 942.06 895.25
R1 914.53 914.53 891.12 928.30
PP 897.07 897.07 897.07 903.95
S1 869.54 869.54 882.88 883.31
S2 852.08 852.08 878.75
S3 807.09 824.55 874.63
S4 762.10 779.56 862.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.60 879.61 44.99 5.1% 18.41 2.1% 16% False False
10 924.60 878.94 45.66 5.1% 18.19 2.1% 18% False False
20 930.17 847.12 83.05 9.4% 18.90 2.1% 48% False False
40 930.17 779.81 150.36 17.0% 19.88 2.2% 71% False False
60 930.17 666.79 263.38 29.7% 22.30 2.5% 84% False False
80 930.17 666.79 263.38 29.7% 22.97 2.6% 84% False False
100 943.85 666.79 277.06 31.2% 23.59 2.7% 79% False False
120 943.85 666.79 277.06 31.2% 25.01 2.8% 79% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 951.48
2.618 930.42
1.618 917.52
1.000 909.55
0.618 904.62
HIGH 896.65
0.618 891.72
0.500 890.20
0.382 888.68
LOW 883.75
0.618 875.78
1.000 870.85
1.618 862.88
2.618 849.98
4.250 828.93
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 890.20 902.11
PP 889.13 897.07
S1 888.07 892.04

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

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