S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 942.73 939.04 -3.69 -0.4% 923.26
High 949.77 956.23 6.46 0.7% 951.69
Low 927.97 939.04 11.07 1.2% 923.26
Close 939.15 944.89 5.74 0.6% 940.09
Range 21.80 17.19 -4.61 -21.1% 28.43
ATR 19.60 19.42 -0.17 -0.9% 0.00
Volume
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 998.29 988.78 954.34
R3 981.10 971.59 949.62
R2 963.91 963.91 948.04
R1 954.40 954.40 946.47 959.16
PP 946.72 946.72 946.72 949.10
S1 937.21 937.21 943.31 941.97
S2 929.53 929.53 941.74
S3 912.34 920.02 940.16
S4 895.15 902.83 935.44
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,023.64 1,010.29 955.73
R3 995.21 981.86 947.91
R2 966.78 966.78 945.30
R1 953.43 953.43 942.70 960.11
PP 938.35 938.35 938.35 941.68
S1 925.00 925.00 937.48 931.68
S2 909.92 909.92 934.88
S3 881.49 896.57 932.27
S4 853.06 868.14 924.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.23 926.44 29.79 3.2% 17.44 1.8% 62% True False
10 956.23 903.56 52.67 5.6% 17.09 1.8% 78% True False
20 956.23 878.94 77.29 8.2% 18.55 2.0% 85% True False
40 956.23 826.83 129.40 13.7% 19.42 2.1% 91% True False
60 956.23 765.64 190.59 20.2% 20.75 2.2% 94% True False
80 956.23 666.79 289.44 30.6% 22.06 2.3% 96% True False
100 956.23 666.79 289.44 30.6% 22.98 2.4% 96% True False
120 956.23 666.79 289.44 30.6% 22.85 2.4% 96% True 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 False
Bear Hook False
Bull Hook False
Stretch 3.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,029.29
2.618 1,001.23
1.618 984.04
1.000 973.42
0.618 966.85
HIGH 956.23
0.618 949.66
0.500 947.64
0.382 945.61
LOW 939.04
0.618 928.42
1.000 921.85
1.618 911.23
2.618 894.04
4.250 865.98
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 947.64 943.96
PP 946.72 943.03
S1 945.81 942.10

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

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