S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 923.26 942.87 19.61 2.1% 887.00
High 947.77 949.38 1.61 0.2% 920.02
Low 923.26 938.46 15.20 1.6% 881.46
Close 942.87 944.74 1.87 0.2% 919.14
Range 24.51 10.92 -13.59 -55.4% 38.56
ATR 21.62 20.85 -0.76 -3.5% 0.00
Volume
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 976.95 971.77 950.75
R3 966.03 960.85 947.74
R2 955.11 955.11 946.74
R1 949.93 949.93 945.74 952.52
PP 944.19 944.19 944.19 945.49
S1 939.01 939.01 943.74 941.60
S2 933.27 933.27 942.74
S3 922.35 928.09 941.74
S4 911.43 917.17 938.73
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
5 949.38 887.60 61.78 6.5% 19.14 2.0% 92% True False
10 949.38 879.61 69.77 7.4% 19.41 2.1% 93% True False
20 949.38 878.94 70.44 7.5% 19.20 2.0% 93% True False
40 949.38 814.53 134.85 14.3% 19.50 2.1% 97% True False
60 949.38 672.88 276.50 29.3% 21.83 2.3% 98% True False
80 949.38 666.79 282.59 29.9% 22.71 2.4% 98% True False
100 949.38 666.79 282.59 29.9% 23.49 2.5% 98% True False
120 949.38 666.79 282.59 29.9% 23.65 2.5% 98% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 3.93
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 995.79
2.618 977.97
1.618 967.05
1.000 960.30
0.618 956.13
HIGH 949.38
0.618 945.21
0.500 943.92
0.382 942.63
LOW 938.46
0.618 931.71
1.000 927.54
1.618 920.79
2.618 909.87
4.250 892.05
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 944.47 938.65
PP 944.19 932.56
S1 943.92 926.47

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

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