S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 910.15 930.17 20.02 2.2% 894.27
High 933.95 943.96 10.01 1.1% 898.72
Low 910.15 927.45 17.30 1.9% 869.32
Close 932.68 940.74 8.06 0.9% 879.13
Range 23.80 16.51 -7.29 -30.6% 29.40
ATR 17.35 17.29 -0.06 -0.3% 0.00
Volume
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 986.91 980.34 949.82
R3 970.40 963.83 945.28
R2 953.89 953.89 943.77
R1 947.32 947.32 942.25 950.61
PP 937.38 937.38 937.38 939.03
S1 930.81 930.81 939.23 934.10
S2 920.87 920.87 937.71
S3 904.36 914.30 936.20
S4 887.85 897.79 931.66
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
5 943.96 872.81 71.15 7.6% 17.23 1.8% 95% True False
10 943.96 869.32 74.64 7.9% 16.89 1.8% 96% True False
20 943.96 869.32 74.64 7.9% 15.89 1.7% 96% True False
40 956.23 869.32 86.91 9.2% 17.11 1.8% 82% False False
60 956.23 835.45 120.78 12.8% 17.70 1.9% 87% False False
80 956.23 779.81 176.42 18.8% 18.69 2.0% 91% False False
100 956.23 666.79 289.44 30.8% 20.51 2.2% 95% False False
120 956.23 666.79 289.44 30.8% 21.14 2.2% 95% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,014.13
2.618 987.18
1.618 970.67
1.000 960.47
0.618 954.16
HIGH 943.96
0.618 937.65
0.500 935.71
0.382 933.76
LOW 927.45
0.618 917.25
1.000 910.94
1.618 900.74
2.618 884.23
4.250 857.28
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 939.06 933.90
PP 937.38 927.07
S1 935.71 920.23

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

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