S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 925.60 911.89 -13.71 -1.5% 938.12
High 928.00 918.44 -9.56 -1.0% 956.23
Low 911.60 903.78 -7.82 -0.9% 926.44
Close 911.97 910.71 -1.26 -0.1% 946.21
Range 16.40 14.66 -1.74 -10.6% 29.79
ATR 19.14 18.82 -0.32 -1.7% 0.00
Volume
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 954.96 947.49 918.77
R3 940.30 932.83 914.74
R2 925.64 925.64 913.40
R1 918.17 918.17 912.05 914.58
PP 910.98 910.98 910.98 909.18
S1 903.51 903.51 909.37 899.92
S2 896.32 896.32 908.02
S3 881.66 888.85 906.68
S4 867.00 874.19 902.65
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
5 956.23 903.78 52.45 5.8% 16.34 1.8% 13% False True
10 956.23 903.78 52.45 5.8% 16.49 1.8% 13% False True
20 956.23 879.61 76.62 8.4% 18.32 2.0% 41% False False
40 956.23 835.45 120.78 13.3% 18.60 2.0% 62% False False
60 956.23 779.81 176.42 19.4% 19.62 2.2% 74% False False
80 956.23 666.79 289.44 31.8% 21.67 2.4% 84% False False
100 956.23 666.79 289.44 31.8% 22.19 2.4% 84% False False
120 956.23 666.79 289.44 31.8% 22.50 2.5% 84% 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 4.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 980.75
2.618 956.82
1.618 942.16
1.000 933.10
0.618 927.50
HIGH 918.44
0.618 912.84
0.500 911.11
0.382 909.38
LOW 903.78
0.618 894.72
1.000 889.12
1.618 880.06
2.618 865.40
4.250 841.48
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 911.11 923.12
PP 910.98 918.98
S1 910.84 914.85

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

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