S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 900.77 910.15 9.38 1.0% 894.27
High 905.84 933.95 28.11 3.1% 898.72
Low 896.50 910.15 13.65 1.5% 869.32
Close 905.84 932.68 26.84 3.0% 879.13
Range 9.34 23.80 14.46 154.8% 29.40
ATR 16.52 17.35 0.83 5.0% 0.00
Volume
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 996.99 988.64 945.77
R3 973.19 964.84 939.23
R2 949.39 949.39 937.04
R1 941.04 941.04 934.86 945.22
PP 925.59 925.59 925.59 927.68
S1 917.24 917.24 930.50 921.42
S2 901.79 901.79 928.32
S3 877.99 893.44 926.14
S4 854.19 869.64 919.59
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
5 933.95 872.81 61.14 6.6% 15.81 1.7% 98% True False
10 933.95 869.32 64.63 6.9% 16.35 1.8% 98% True False
20 933.95 869.32 64.63 6.9% 15.80 1.7% 98% True False
40 956.23 869.32 86.91 9.3% 16.97 1.8% 73% False False
60 956.23 826.83 129.40 13.9% 17.81 1.9% 82% False False
80 956.23 772.31 183.92 19.7% 19.12 2.0% 87% False False
100 956.23 666.79 289.44 31.0% 20.70 2.2% 92% False False
120 956.23 666.79 289.44 31.0% 21.27 2.3% 92% 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 2.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,035.10
2.618 996.26
1.618 972.46
1.000 957.75
0.618 948.66
HIGH 933.95
0.618 924.86
0.500 922.05
0.382 919.24
LOW 910.15
0.618 895.44
1.000 886.35
1.618 871.64
2.618 847.84
4.250 809.00
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 929.14 923.33
PP 925.59 913.98
S1 922.05 904.64

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

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