S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 881.90 881.28 -0.62 -0.1% 919.86
High 886.80 887.86 1.06 0.1% 931.92
Low 869.32 878.45 9.13 1.1% 896.42
Close 879.56 882.68 3.12 0.4% 896.42
Range 17.48 9.41 -8.07 -46.2% 35.50
ATR 17.41 16.84 -0.57 -3.3% 0.00
Volume
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 911.23 906.36 887.86
R3 901.82 896.95 885.27
R2 892.41 892.41 884.41
R1 887.54 887.54 883.54 889.98
PP 883.00 883.00 883.00 884.21
S1 878.13 878.13 881.82 880.57
S2 873.59 873.59 880.95
S3 864.18 868.72 880.09
S4 854.77 859.31 877.50
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,014.75 991.09 915.95
R3 979.25 955.59 906.18
R2 943.75 943.75 902.93
R1 920.09 920.09 899.67 914.17
PP 908.25 908.25 908.25 905.30
S1 884.59 884.59 893.17 878.67
S2 872.75 872.75 889.91
S3 837.25 849.09 886.66
S4 801.75 813.59 876.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 921.24 869.32 51.92 5.9% 16.55 1.9% 26% False False
10 931.92 869.32 62.60 7.1% 15.69 1.8% 21% False False
20 956.23 869.32 86.91 9.8% 15.67 1.8% 15% False False
40 956.23 869.32 86.91 9.8% 17.24 2.0% 15% False False
60 956.23 826.83 129.40 14.7% 18.17 2.1% 43% False False
80 956.23 749.93 206.30 23.4% 19.62 2.2% 64% False False
100 956.23 666.79 289.44 32.8% 20.91 2.4% 75% False False
120 956.23 666.79 289.44 32.8% 21.85 2.5% 75% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 2.51
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 927.85
2.618 912.50
1.618 903.09
1.000 897.27
0.618 893.68
HIGH 887.86
0.618 884.27
0.500 883.16
0.382 882.04
LOW 878.45
0.618 872.63
1.000 869.04
1.618 863.22
2.618 853.81
4.250 838.46
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 883.16 883.96
PP 883.00 883.53
S1 882.84 883.11

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

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