S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 892.96 907.02 14.06 1.6% 887.00
High 909.45 920.02 10.57 1.2% 920.02
Low 887.60 903.56 15.96 1.8% 881.46
Close 906.83 919.14 12.31 1.4% 919.14
Range 21.85 16.46 -5.39 -24.7% 38.56
ATR 21.43 21.08 -0.36 -1.7% 0.00
Volume
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 963.62 957.84 928.19
R3 947.16 941.38 923.67
R2 930.70 930.70 922.16
R1 924.92 924.92 920.65 927.81
PP 914.24 914.24 914.24 915.69
S1 908.46 908.46 917.63 911.35
S2 897.78 897.78 916.12
S3 881.32 892.00 914.61
S4 864.86 875.54 910.09
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,022.55 1,009.41 940.35
R3 983.99 970.85 929.74
R2 945.43 945.43 926.21
R1 932.29 932.29 922.67 938.86
PP 906.87 906.87 906.87 910.16
S1 893.73 893.73 915.61 900.30
S2 868.31 868.31 912.07
S3 829.75 855.17 908.54
S4 791.19 816.61 897.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 920.02 881.46 38.56 4.2% 20.70 2.3% 98% True False
10 924.60 878.94 45.66 5.0% 20.07 2.2% 88% False False
20 930.17 866.10 64.07 7.0% 19.58 2.1% 83% False False
40 930.17 814.53 115.64 12.6% 19.78 2.2% 90% False False
60 930.17 666.79 263.38 28.7% 22.29 2.4% 96% False False
80 930.17 666.79 263.38 28.7% 22.93 2.5% 96% False False
100 943.85 666.79 277.06 30.1% 23.55 2.6% 91% False False
120 943.85 666.79 277.06 30.1% 24.16 2.6% 91% False False
Crabel Price Patterns
NR True
NR4 True
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 3.91
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 989.98
2.618 963.11
1.618 946.65
1.000 936.48
0.618 930.19
HIGH 920.02
0.618 913.73
0.500 911.79
0.382 909.85
LOW 903.56
0.618 893.39
1.000 887.10
1.618 876.93
2.618 860.47
4.250 833.61
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 916.69 914.03
PP 914.24 908.92
S1 911.79 903.81

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

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