S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 986.80 990.22 3.42 0.3% 978.63
High 993.18 1,003.61 10.43 1.1% 996.68
Low 982.85 990.22 7.37 0.7% 968.65
Close 987.48 1,002.63 15.15 1.5% 987.48
Range 10.33 13.39 3.06 29.6% 28.03
ATR 15.35 15.41 0.06 0.4% 0.00
Volume
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,038.99 1,034.20 1,009.99
R3 1,025.60 1,020.81 1,006.31
R2 1,012.21 1,012.21 1,005.08
R1 1,007.42 1,007.42 1,003.86 1,009.82
PP 998.82 998.82 998.82 1,000.02
S1 994.03 994.03 1,001.40 996.43
S2 985.43 985.43 1,000.18
S3 972.04 980.64 998.95
S4 958.65 967.25 995.27
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 1,003.61 968.65 34.96 3.5% 13.30 1.3% 97% True False
10 1,003.61 943.22 60.39 6.0% 14.21 1.4% 98% True False
20 1,003.61 869.32 134.29 13.4% 14.58 1.5% 99% True False
40 1,003.61 869.32 134.29 13.4% 15.30 1.5% 99% True False
60 1,003.61 869.32 134.29 13.4% 16.51 1.6% 99% True False
80 1,003.61 826.83 176.78 17.6% 17.49 1.7% 99% True False
100 1,003.61 714.76 288.85 28.8% 18.91 1.9% 100% True False
120 1,003.61 666.79 336.82 33.6% 19.95 2.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,060.52
2.618 1,038.67
1.618 1,025.28
1.000 1,017.00
0.618 1,011.89
HIGH 1,003.61
0.618 998.50
0.500 996.92
0.382 995.33
LOW 990.22
0.618 981.94
1.000 976.83
1.618 968.55
2.618 955.16
4.250 933.31
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 1,000.73 998.36
PP 998.82 994.08
S1 996.92 989.81

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

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