S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 919.86 927.15 7.29 0.8% 918.13
High 927.99 930.01 2.02 0.2% 922.00
Low 916.18 912.86 -3.32 -0.4% 888.86
Close 927.23 919.32 -7.91 -0.9% 918.90
Range 11.81 17.15 5.34 45.2% 33.14
ATR 17.31 17.30 -0.01 -0.1% 0.00
Volume
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 972.18 962.90 928.75
R3 955.03 945.75 924.04
R2 937.88 937.88 922.46
R1 928.60 928.60 920.89 924.67
PP 920.73 920.73 920.73 918.76
S1 911.45 911.45 917.75 907.52
S2 903.58 903.58 916.18
S3 886.43 894.30 914.60
S4 869.28 877.15 909.89
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,009.34 997.26 937.13
R3 976.20 964.12 928.01
R2 943.06 943.06 924.98
R1 930.98 930.98 921.94 937.02
PP 909.92 909.92 909.92 912.94
S1 897.84 897.84 915.86 903.88
S2 876.78 876.78 912.82
S3 843.64 864.70 909.79
S4 810.50 831.56 900.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.01 896.27 33.74 3.7% 15.52 1.7% 68% True False
10 930.01 888.86 41.15 4.5% 15.25 1.7% 74% True False
20 956.23 888.86 67.37 7.3% 16.07 1.7% 45% False False
40 956.23 878.94 77.29 8.4% 17.63 1.9% 52% False False
60 956.23 814.53 141.70 15.4% 18.35 2.0% 74% False False
80 956.23 672.88 283.35 30.8% 20.39 2.2% 87% False False
100 956.23 666.79 289.44 31.5% 21.38 2.3% 87% False False
120 956.23 666.79 289.44 31.5% 22.26 2.4% 87% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,002.90
2.618 974.91
1.618 957.76
1.000 947.16
0.618 940.61
HIGH 930.01
0.618 923.46
0.500 921.44
0.382 919.41
LOW 912.86
0.618 902.26
1.000 895.71
1.618 885.11
2.618 867.96
4.250 839.97
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 921.44 921.44
PP 920.73 920.73
S1 920.03 920.03

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

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