S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 976.01 986.80 10.79 1.1% 978.63
High 996.68 993.18 -3.50 -0.4% 996.68
Low 976.01 982.85 6.84 0.7% 968.65
Close 986.75 987.48 0.73 0.1% 987.48
Range 20.67 10.33 -10.34 -50.0% 28.03
ATR 15.74 15.35 -0.39 -2.5% 0.00
Volume
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,018.83 1,013.48 993.16
R3 1,008.50 1,003.15 990.32
R2 998.17 998.17 989.37
R1 992.82 992.82 988.43 995.50
PP 987.84 987.84 987.84 989.17
S1 982.49 982.49 986.53 985.17
S2 977.51 977.51 985.59
S3 967.18 972.16 984.64
S4 956.85 961.83 981.80
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,068.36 1,055.95 1,002.90
R3 1,040.33 1,027.92 995.19
R2 1,012.30 1,012.30 992.62
R1 999.89 999.89 990.05 1,006.10
PP 984.27 984.27 984.27 987.37
S1 971.86 971.86 984.91 978.07
S2 956.24 956.24 982.34
S3 928.21 943.83 979.77
S4 900.18 915.80 972.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996.68 968.65 28.03 2.8% 12.66 1.3% 67% False False
10 996.68 940.99 55.69 5.6% 13.93 1.4% 83% False False
20 996.68 869.32 127.36 12.9% 14.53 1.5% 93% False False
40 996.68 869.32 127.36 12.9% 15.40 1.6% 93% False False
60 996.68 869.32 127.36 12.9% 16.75 1.7% 93% False False
80 996.68 814.84 181.84 18.4% 17.50 1.8% 95% False False
100 996.68 713.85 282.83 28.6% 18.95 1.9% 97% False False
120 996.68 666.79 329.89 33.4% 20.22 2.0% 97% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,037.08
2.618 1,020.22
1.618 1,009.89
1.000 1,003.51
0.618 999.56
HIGH 993.18
0.618 989.23
0.500 988.02
0.382 986.80
LOW 982.85
0.618 976.47
1.000 972.52
1.618 966.14
2.618 955.81
4.250 938.95
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 988.02 985.88
PP 987.84 984.27
S1 987.66 982.67

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

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