S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Jun-2009
Day Change Summary
Previous Current
23-Jun-2009 24-Jun-2009 Change Change % Previous Week
Open 893.46 896.31 2.85 0.3% 942.45
High 898.69 910.85 12.16 1.4% 942.45
Low 888.86 896.31 7.45 0.8% 903.78
Close 895.10 900.94 5.84 0.7% 921.23
Range 9.83 14.54 4.71 47.9% 38.67
ATR 18.06 17.89 -0.16 -0.9% 0.00
Volume
Daily Pivots for day following 24-Jun-2009
Classic Woodie Camarilla DeMark
R4 946.32 938.17 908.94
R3 931.78 923.63 904.94
R2 917.24 917.24 903.61
R1 909.09 909.09 902.27 913.17
PP 902.70 902.70 902.70 904.74
S1 894.55 894.55 899.61 898.63
S2 888.16 888.16 898.27
S3 873.62 880.01 896.94
S4 859.08 865.47 892.94
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
5 927.09 888.86 38.23 4.2% 14.95 1.7% 32% False False
10 956.23 888.86 67.37 7.5% 15.64 1.7% 18% False False
20 956.23 887.60 68.63 7.6% 16.60 1.8% 19% False False
40 956.23 856.85 99.38 11.0% 18.27 2.0% 44% False False
60 956.23 783.32 172.91 19.2% 18.91 2.1% 68% False False
80 956.23 666.79 289.44 32.1% 20.95 2.3% 81% False False
100 956.23 666.79 289.44 32.1% 21.67 2.4% 81% False False
120 956.23 666.79 289.44 32.1% 22.51 2.5% 81% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 972.65
2.618 948.92
1.618 934.38
1.000 925.39
0.618 919.84
HIGH 910.85
0.618 905.30
0.500 903.58
0.382 901.86
LOW 896.31
0.618 887.32
1.000 881.77
1.618 872.78
2.618 858.24
4.250 834.52
Fisher Pivots for day following 24-Jun-2009
Pivot 1 day 3 day
R1 903.58 903.50
PP 902.70 902.64
S1 901.82 901.79

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

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