S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 910.86 919.96 9.10 1.0% 942.45
High 921.93 927.09 5.16 0.6% 942.45
Low 907.94 915.80 7.86 0.9% 903.78
Close 918.37 921.23 2.86 0.3% 921.23
Range 13.99 11.29 -2.70 -19.3% 38.67
ATR 18.48 17.96 -0.51 -2.8% 0.00
Volume
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 955.24 949.53 927.44
R3 943.95 938.24 924.33
R2 932.66 932.66 923.30
R1 926.95 926.95 922.26 929.81
PP 921.37 921.37 921.37 922.80
S1 915.66 915.66 920.20 918.52
S2 910.08 910.08 919.16
S3 898.79 904.37 918.13
S4 887.50 893.08 915.02
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,038.50 1,018.53 942.50
R3 999.83 979.86 931.86
R2 961.16 961.16 928.32
R1 941.19 941.19 924.77 931.84
PP 922.49 922.49 922.49 917.81
S1 902.52 902.52 917.69 893.17
S2 883.82 883.82 914.14
S3 845.15 863.85 910.60
S4 806.48 825.18 899.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.45 903.78 38.67 4.2% 15.83 1.7% 45% False False
10 956.23 903.78 52.45 5.7% 15.94 1.7% 33% False False
20 956.23 881.46 74.77 8.1% 17.39 1.9% 53% False False
40 956.23 847.12 109.11 11.8% 18.27 2.0% 68% False False
60 956.23 779.81 176.42 19.2% 19.15 2.1% 80% False False
80 956.23 666.79 289.44 31.4% 21.26 2.3% 88% False False
100 956.23 666.79 289.44 31.4% 22.04 2.4% 88% False False
120 956.23 666.79 289.44 31.4% 22.58 2.5% 88% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.83
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 975.07
2.618 956.65
1.618 945.36
1.000 938.38
0.618 934.07
HIGH 927.09
0.618 922.78
0.500 921.45
0.382 920.11
LOW 915.80
0.618 908.82
1.000 904.51
1.618 897.53
2.618 886.24
4.250 867.82
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 921.45 919.30
PP 921.37 917.37
S1 921.30 915.44

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

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