S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 879.57 900.77 21.20 2.4% 894.27
High 901.05 905.84 4.79 0.5% 898.72
Low 875.32 896.50 21.18 2.4% 869.32
Close 901.05 905.84 4.79 0.5% 879.13
Range 25.73 9.34 -16.39 -63.7% 29.40
ATR 17.07 16.52 -0.55 -3.2% 0.00
Volume
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 930.75 927.63 910.98
R3 921.41 918.29 908.41
R2 912.07 912.07 907.55
R1 908.95 908.95 906.70 910.51
PP 902.73 902.73 902.73 903.51
S1 899.61 899.61 904.98 901.17
S2 893.39 893.39 904.13
S3 884.05 890.27 903.27
S4 874.71 880.93 900.70
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 970.59 954.26 895.30
R3 941.19 924.86 887.22
R2 911.79 911.79 884.52
R1 895.46 895.46 881.83 888.93
PP 882.39 882.39 882.39 879.12
S1 866.06 866.06 876.44 859.53
S2 852.99 852.99 873.74
S3 823.59 836.66 871.05
S4 794.19 807.26 862.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 905.84 869.32 36.52 4.0% 14.54 1.6% 100% True False
10 931.92 869.32 62.60 6.9% 15.68 1.7% 58% False False
20 931.92 869.32 62.60 6.9% 15.43 1.7% 58% False False
40 956.23 869.32 86.91 9.6% 16.98 1.9% 42% False False
60 956.23 826.83 129.40 14.3% 18.01 2.0% 61% False False
80 956.23 766.20 190.03 21.0% 19.10 2.1% 73% False False
100 956.23 666.79 289.44 32.0% 20.71 2.3% 83% False False
120 956.23 666.79 289.44 32.0% 21.31 2.4% 83% 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 2.71
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 945.54
2.618 930.29
1.618 920.95
1.000 915.18
0.618 911.61
HIGH 905.84
0.618 902.27
0.500 901.17
0.382 900.07
LOW 896.50
0.618 890.73
1.000 887.16
1.618 881.39
2.618 872.05
4.250 856.81
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 904.28 900.34
PP 902.73 894.83
S1 901.17 889.33

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

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