S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 977.66 976.01 -1.65 -0.2% 942.07
High 977.76 996.68 18.92 1.9% 979.79
Low 968.65 976.01 7.36 0.8% 940.99
Close 975.15 986.75 11.60 1.2% 979.26
Range 9.11 20.67 11.56 126.9% 38.80
ATR 15.30 15.74 0.45 2.9% 0.00
Volume
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,048.49 1,038.29 998.12
R3 1,027.82 1,017.62 992.43
R2 1,007.15 1,007.15 990.54
R1 996.95 996.95 988.64 1,002.05
PP 986.48 986.48 986.48 989.03
S1 976.28 976.28 984.86 981.38
S2 965.81 965.81 982.96
S3 945.14 955.61 981.07
S4 924.47 934.94 975.38
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
5 996.68 965.95 30.73 3.1% 13.36 1.4% 68% True False
10 996.68 934.65 62.03 6.3% 13.62 1.4% 84% True False
20 996.68 869.32 127.36 12.9% 15.26 1.5% 92% True False
40 996.68 869.32 127.36 12.9% 15.47 1.6% 92% True False
60 996.68 869.32 127.36 12.9% 16.85 1.7% 92% True False
80 996.68 814.53 182.15 18.5% 17.51 1.8% 95% True False
100 996.68 679.28 317.40 32.2% 19.25 2.0% 97% True False
120 996.68 666.79 329.89 33.4% 20.24 2.1% 97% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,084.53
2.618 1,050.79
1.618 1,030.12
1.000 1,017.35
0.618 1,009.45
HIGH 996.68
0.618 988.78
0.500 986.35
0.382 983.91
LOW 976.01
0.618 963.24
1.000 955.34
1.618 942.57
2.618 921.90
4.250 888.16
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 986.62 985.39
PP 986.48 984.03
S1 986.35 982.67

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

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