S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 942.45 925.60 -16.85 -1.8% 938.12
High 942.45 928.00 -14.45 -1.5% 956.23
Low 919.65 911.60 -8.05 -0.9% 926.44
Close 923.72 911.97 -11.75 -1.3% 946.21
Range 22.80 16.40 -6.40 -28.1% 29.79
ATR 19.35 19.14 -0.21 -1.1% 0.00
Volume
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 966.39 955.58 920.99
R3 949.99 939.18 916.48
R2 933.59 933.59 914.98
R1 922.78 922.78 913.47 919.99
PP 917.19 917.19 917.19 915.79
S1 906.38 906.38 910.47 903.59
S2 900.79 900.79 908.96
S3 884.39 889.98 907.46
S4 867.99 873.58 902.95
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
5 956.23 911.60 44.63 4.9% 17.77 1.9% 1% False True
10 956.23 911.60 44.63 4.9% 16.89 1.9% 1% False True
20 956.23 879.61 76.62 8.4% 18.15 2.0% 42% False False
40 956.23 826.83 129.40 14.2% 18.81 2.1% 66% False False
60 956.23 772.31 183.92 20.2% 20.23 2.2% 76% False False
80 956.23 666.79 289.44 31.7% 21.93 2.4% 85% False False
100 956.23 666.79 289.44 31.7% 22.37 2.5% 85% False False
120 956.23 666.79 289.44 31.7% 22.55 2.5% 85% False 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 3.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 997.70
2.618 970.94
1.618 954.54
1.000 944.40
0.618 938.14
HIGH 928.00
0.618 921.74
0.500 919.80
0.382 917.86
LOW 911.60
0.618 901.46
1.000 895.20
1.618 885.06
2.618 868.66
4.250 841.90
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 919.80 928.95
PP 917.19 923.29
S1 914.58 917.63

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

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