S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 953.40 954.07 0.67 0.1% 879.57
High 959.83 979.42 19.59 2.0% 943.96
Low 947.75 953.27 5.52 0.6% 875.32
Close 954.07 976.29 22.22 2.3% 940.38
Range 12.08 26.15 14.07 116.5% 68.64
ATR 15.70 16.45 0.75 4.8% 0.00
Volume
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,048.11 1,038.35 990.67
R3 1,021.96 1,012.20 983.48
R2 995.81 995.81 981.08
R1 986.05 986.05 978.69 990.93
PP 969.66 969.66 969.66 972.10
S1 959.90 959.90 973.89 964.78
S2 943.51 943.51 971.50
S3 917.36 933.75 969.10
S4 891.21 907.60 961.91
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
5 979.42 934.65 44.77 4.6% 13.88 1.4% 93% True False
10 979.42 872.81 106.61 10.9% 15.56 1.6% 97% True False
20 979.42 869.32 110.10 11.3% 15.62 1.6% 97% True False
40 979.42 869.32 110.10 11.3% 16.11 1.7% 97% True False
60 979.42 856.85 122.57 12.6% 17.39 1.8% 97% True False
80 979.42 783.32 196.10 20.1% 18.09 1.9% 98% True False
100 979.42 666.79 312.63 32.0% 19.88 2.0% 99% True False
120 979.42 666.79 312.63 32.0% 20.66 2.1% 99% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.82
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1,090.56
2.618 1,047.88
1.618 1,021.73
1.000 1,005.57
0.618 995.58
HIGH 979.42
0.618 969.43
0.500 966.35
0.382 963.26
LOW 953.27
0.618 937.11
1.000 927.12
1.618 910.96
2.618 884.81
4.250 842.13
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 972.98 971.30
PP 969.66 966.31
S1 966.35 961.32

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

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