S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 909.95 892.96 -16.99 -1.9% 886.07
High 913.84 909.45 -4.39 -0.5% 924.60
Low 891.87 887.60 -4.27 -0.5% 879.61
Close 893.06 906.83 13.77 1.5% 887.00
Range 21.97 21.85 -0.12 -0.5% 44.99
ATR 21.40 21.43 0.03 0.2% 0.00
Volume
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 966.84 958.69 918.85
R3 944.99 936.84 912.84
R2 923.14 923.14 910.84
R1 914.99 914.99 908.83 919.07
PP 901.29 901.29 901.29 903.33
S1 893.14 893.14 904.83 897.22
S2 879.44 879.44 902.82
S3 857.59 871.29 900.82
S4 835.74 849.44 894.81
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
5 913.84 879.61 34.23 3.8% 21.57 2.4% 80% False False
10 924.60 878.94 45.66 5.0% 20.00 2.2% 61% False False
20 930.17 866.10 64.07 7.1% 19.77 2.2% 64% False False
40 930.17 783.32 146.85 16.2% 20.13 2.2% 84% False False
60 930.17 666.79 263.38 29.0% 22.44 2.5% 91% False False
80 930.17 666.79 263.38 29.0% 22.99 2.5% 91% False False
100 943.85 666.79 277.06 30.6% 23.56 2.6% 87% False False
120 943.85 666.79 277.06 30.6% 24.37 2.7% 87% 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 3.74
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,002.31
2.618 966.65
1.618 944.80
1.000 931.30
0.618 922.95
HIGH 909.45
0.618 901.10
0.500 898.53
0.382 895.95
LOW 887.60
0.618 874.10
1.000 865.75
1.618 852.25
2.618 830.40
4.250 794.74
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 904.06 903.77
PP 901.29 900.71
S1 898.53 897.65

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

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