S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 930.17 940.56 10.39 1.1% 879.57
High 943.96 941.89 -2.07 -0.2% 943.96
Low 927.45 934.65 7.20 0.8% 875.32
Close 940.74 940.38 -0.36 0.0% 940.38
Range 16.51 7.24 -9.27 -56.1% 68.64
ATR 17.29 16.57 -0.72 -4.2% 0.00
Volume
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 960.69 957.78 944.36
R3 953.45 950.54 942.37
R2 946.21 946.21 941.71
R1 943.30 943.30 941.04 941.14
PP 938.97 938.97 938.97 937.89
S1 936.06 936.06 939.72 933.90
S2 931.73 931.73 939.05
S3 924.49 928.82 938.39
S4 917.25 921.58 936.40
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,125.81 1,101.73 978.13
R3 1,057.17 1,033.09 959.26
R2 988.53 988.53 952.96
R1 964.45 964.45 946.67 976.49
PP 919.89 919.89 919.89 925.91
S1 895.81 895.81 934.09 907.85
S2 851.25 851.25 927.80
S3 782.61 827.17 921.50
S4 713.97 758.53 902.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 943.96 875.32 68.64 7.3% 16.52 1.8% 95% False False
10 943.96 869.32 74.64 7.9% 15.13 1.6% 95% False False
20 943.96 869.32 74.64 7.9% 15.55 1.7% 95% False False
40 956.23 869.32 86.91 9.2% 16.71 1.8% 82% False False
60 956.23 835.45 120.78 12.8% 17.46 1.9% 87% False False
80 956.23 779.81 176.42 18.8% 18.55 2.0% 91% False False
100 956.23 666.79 289.44 30.8% 20.28 2.2% 95% False False
120 956.23 666.79 289.44 30.8% 20.99 2.2% 95% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Narrowest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 972.66
2.618 960.84
1.618 953.60
1.000 949.13
0.618 946.36
HIGH 941.89
0.618 939.12
0.500 938.27
0.382 937.42
LOW 934.65
0.618 930.18
1.000 927.41
1.618 922.94
2.618 915.70
4.250 903.88
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 939.68 935.94
PP 938.97 931.50
S1 938.27 927.06

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

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