S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 911.89 910.86 -1.03 -0.1% 938.12
High 918.44 921.93 3.49 0.4% 956.23
Low 903.78 907.94 4.16 0.5% 926.44
Close 910.71 918.37 7.66 0.8% 946.21
Range 14.66 13.99 -0.67 -4.6% 29.79
ATR 18.82 18.48 -0.35 -1.8% 0.00
Volume
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 958.05 952.20 926.06
R3 944.06 938.21 922.22
R2 930.07 930.07 920.93
R1 924.22 924.22 919.65 927.15
PP 916.08 916.08 916.08 917.54
S1 910.23 910.23 917.09 913.16
S2 902.09 902.09 915.81
S3 888.10 896.24 914.52
S4 874.11 882.25 910.68
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
5 946.30 903.78 42.52 4.6% 15.70 1.7% 34% False False
10 956.23 903.78 52.45 5.7% 16.57 1.8% 28% False False
20 956.23 879.61 76.62 8.3% 17.86 1.9% 51% False False
40 956.23 835.45 120.78 13.2% 18.42 2.0% 69% False False
60 956.23 779.81 176.42 19.2% 19.55 2.1% 79% False False
80 956.23 666.79 289.44 31.5% 21.46 2.3% 87% False False
100 956.23 666.79 289.44 31.5% 22.08 2.4% 87% False False
120 956.23 666.79 289.44 31.5% 22.55 2.5% 87% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.02
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 981.39
2.618 958.56
1.618 944.57
1.000 935.92
0.618 930.58
HIGH 921.93
0.618 916.59
0.500 914.94
0.382 913.28
LOW 907.94
0.618 899.29
1.000 893.95
1.618 885.30
2.618 871.31
4.250 848.48
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 917.23 917.54
PP 916.08 916.72
S1 914.94 915.89

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

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