S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 907.02 923.26 16.24 1.8% 887.00
High 920.02 947.77 27.75 3.0% 920.02
Low 903.56 923.26 19.70 2.2% 881.46
Close 919.14 942.87 23.73 2.6% 919.14
Range 16.46 24.51 8.05 48.9% 38.56
ATR 21.08 21.62 0.54 2.6% 0.00
Volume
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,011.50 1,001.69 956.35
R3 986.99 977.18 949.61
R2 962.48 962.48 947.36
R1 952.67 952.67 945.12 957.58
PP 937.97 937.97 937.97 940.42
S1 928.16 928.16 940.62 933.07
S2 913.46 913.46 938.38
S3 888.95 903.65 936.13
S4 864.44 879.14 929.39
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
5 947.77 881.46 66.31 7.0% 23.02 2.4% 93% True False
10 947.77 879.61 68.16 7.2% 20.71 2.2% 93% True False
20 947.77 878.94 68.83 7.3% 20.09 2.1% 93% True False
40 947.77 814.53 133.24 14.1% 19.62 2.1% 96% True False
60 947.77 666.79 280.98 29.8% 22.19 2.4% 98% True False
80 947.77 666.79 280.98 29.8% 22.96 2.4% 98% True False
100 947.77 666.79 280.98 29.8% 23.63 2.5% 98% True False
120 947.77 666.79 280.98 29.8% 23.86 2.5% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,051.94
2.618 1,011.94
1.618 987.43
1.000 972.28
0.618 962.92
HIGH 947.77
0.618 938.41
0.500 935.52
0.382 932.62
LOW 923.26
0.618 908.11
1.000 898.75
1.618 883.60
2.618 859.09
4.250 819.09
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 940.42 934.48
PP 937.97 926.08
S1 935.52 917.69

Download as Excel Spreadsheet

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

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