S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 896.31 899.45 3.14 0.4% 942.45
High 910.85 921.42 10.57 1.2% 942.45
Low 896.31 896.27 -0.04 0.0% 903.78
Close 900.94 920.26 19.32 2.1% 921.23
Range 14.54 25.15 10.61 73.0% 38.67
ATR 17.89 18.41 0.52 2.9% 0.00
Volume
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 988.10 979.33 934.09
R3 962.95 954.18 927.18
R2 937.80 937.80 924.87
R1 929.03 929.03 922.57 933.42
PP 912.65 912.65 912.65 914.84
S1 903.88 903.88 917.95 908.27
S2 887.50 887.50 915.65
S3 862.35 878.73 913.34
S4 837.20 853.58 906.43
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% 17.18 1.9% 82% False False
10 946.30 888.86 57.44 6.2% 16.44 1.8% 55% False False
20 956.23 888.86 67.37 7.3% 16.77 1.8% 47% False False
40 956.23 866.10 90.13 9.8% 18.27 2.0% 60% False False
60 956.23 783.32 172.91 18.8% 19.01 2.1% 79% False False
80 956.23 666.79 289.44 31.5% 21.02 2.3% 88% False False
100 956.23 666.79 289.44 31.5% 21.74 2.4% 88% False False
120 956.23 666.79 289.44 31.5% 22.43 2.4% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.67
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1,028.31
2.618 987.26
1.618 962.11
1.000 946.57
0.618 936.96
HIGH 921.42
0.618 911.81
0.500 908.85
0.382 905.88
LOW 896.27
0.618 880.73
1.000 871.12
1.618 855.58
2.618 830.43
4.250 789.38
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 916.46 915.22
PP 912.65 910.18
S1 908.85 905.14

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

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