S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 943.44 942.45 -0.99 -0.1% 938.12
High 946.30 942.45 -3.85 -0.4% 956.23
Low 935.66 919.65 -16.01 -1.7% 926.44
Close 946.21 923.72 -22.49 -2.4% 946.21
Range 10.64 22.80 12.16 114.3% 29.79
ATR 18.80 19.35 0.55 3.0% 0.00
Volume
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 997.01 983.16 936.26
R3 974.21 960.36 929.99
R2 951.41 951.41 927.90
R1 937.56 937.56 925.81 933.09
PP 928.61 928.61 928.61 926.37
S1 914.76 914.76 921.63 910.29
S2 905.81 905.81 919.54
S3 883.01 891.96 917.45
S4 860.21 869.16 911.18
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
5 956.23 919.65 36.58 4.0% 16.64 1.8% 11% False True
10 956.23 919.65 36.58 4.0% 16.34 1.8% 11% False True
20 956.23 879.61 76.62 8.3% 18.53 2.0% 58% False False
40 956.23 826.83 129.40 14.0% 19.30 2.1% 75% False False
60 956.23 766.20 190.03 20.6% 20.33 2.2% 83% False False
80 956.23 666.79 289.44 31.3% 22.03 2.4% 89% False False
100 956.23 666.79 289.44 31.3% 22.49 2.4% 89% False False
120 956.23 666.79 289.44 31.3% 22.67 2.5% 89% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.59
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1,039.35
2.618 1,002.14
1.618 979.34
1.000 965.25
0.618 956.54
HIGH 942.45
0.618 933.74
0.500 931.05
0.382 928.36
LOW 919.65
0.618 905.56
1.000 896.85
1.618 882.76
2.618 859.96
4.250 822.75
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 931.05 937.94
PP 928.61 933.20
S1 926.16 928.46

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

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