S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 939.04 943.44 4.40 0.5% 938.12
High 956.23 946.30 -9.93 -1.0% 956.23
Low 939.04 935.66 -3.38 -0.4% 926.44
Close 944.89 946.21 1.32 0.1% 946.21
Range 17.19 10.64 -6.55 -38.1% 29.79
ATR 19.42 18.80 -0.63 -3.2% 0.00
Volume
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 974.64 971.07 952.06
R3 964.00 960.43 949.14
R2 953.36 953.36 948.16
R1 949.79 949.79 947.19 951.58
PP 942.72 942.72 942.72 943.62
S1 939.15 939.15 945.23 940.94
S2 932.08 932.08 944.26
S3 921.44 928.51 943.28
S4 910.80 917.87 940.36
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,032.33 1,019.06 962.59
R3 1,002.54 989.27 954.40
R2 972.75 972.75 951.67
R1 959.48 959.48 948.94 966.12
PP 942.96 942.96 942.96 946.28
S1 929.69 929.69 943.48 936.33
S2 913.17 913.17 940.75
S3 883.38 899.90 938.02
S4 853.59 870.11 929.83
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 3.1% 16.06 1.7% 66% False False
10 956.23 923.26 32.97 3.5% 16.51 1.7% 70% False False
20 956.23 878.94 77.29 8.2% 18.29 1.9% 87% False False
40 956.23 826.83 129.40 13.7% 19.10 2.0% 92% False False
60 956.23 766.20 190.03 20.1% 20.31 2.1% 95% False False
80 956.23 666.79 289.44 30.6% 22.00 2.3% 97% False False
100 956.23 666.79 289.44 30.6% 22.63 2.4% 97% False False
120 956.23 666.79 289.44 30.6% 22.66 2.4% 97% False 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 3.59
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 991.52
2.618 974.16
1.618 963.52
1.000 956.94
0.618 952.88
HIGH 946.30
0.618 942.24
0.500 940.98
0.382 939.72
LOW 935.66
0.618 929.08
1.000 925.02
1.618 918.44
2.618 907.80
4.250 890.44
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 944.47 944.84
PP 942.72 943.47
S1 940.98 942.10

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

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