S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 981.48 977.66 -3.82 -0.4% 942.07
High 982.35 977.76 -4.59 -0.5% 979.79
Low 969.35 968.65 -0.70 -0.1% 940.99
Close 979.62 975.15 -4.47 -0.5% 979.26
Range 13.00 9.11 -3.89 -29.9% 38.80
ATR 15.63 15.30 -0.33 -2.1% 0.00
Volume
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,001.18 997.28 980.16
R3 992.07 988.17 977.66
R2 982.96 982.96 976.82
R1 979.06 979.06 975.99 976.46
PP 973.85 973.85 973.85 972.55
S1 969.95 969.95 974.31 967.35
S2 964.74 964.74 973.48
S3 955.63 960.84 972.64
S4 946.52 951.73 970.14
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,083.08 1,069.97 1,000.60
R3 1,044.28 1,031.17 989.93
R2 1,005.48 1,005.48 986.37
R1 992.37 992.37 982.82 998.93
PP 966.68 966.68 966.68 969.96
S1 953.57 953.57 975.70 960.13
S2 927.88 927.88 972.15
S3 889.08 914.77 968.59
S4 850.28 875.97 957.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.49 953.27 29.22 3.0% 14.46 1.5% 75% False False
10 982.49 927.45 55.04 5.6% 13.21 1.4% 87% False False
20 982.49 869.32 113.17 11.6% 14.78 1.5% 94% False False
40 982.49 869.32 113.17 11.6% 15.42 1.6% 94% False False
60 982.49 869.32 113.17 11.6% 16.68 1.7% 94% False False
80 982.49 814.53 167.96 17.2% 17.46 1.8% 96% False False
100 982.49 672.88 309.61 31.7% 19.27 2.0% 98% False False
120 982.49 666.79 315.70 32.4% 20.28 2.1% 98% 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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.72
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,016.48
2.618 1,001.61
1.618 992.50
1.000 986.87
0.618 983.39
HIGH 977.76
0.618 974.28
0.500 973.21
0.382 972.13
LOW 968.65
0.618 963.02
1.000 959.54
1.618 953.91
2.618 944.80
4.250 929.93
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 974.50 975.57
PP 973.85 975.43
S1 973.21 975.29

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

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