S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 1,262.82 1,258.86 -3.96 -0.3% 1,265.02
High 1,264.12 1,284.62 20.50 1.6% 1,269.37
Low 1,257.46 1,258.86 1.40 0.1% 1,248.64
Close 1,257.60 1,277.06 19.46 1.5% 1,257.60
Range 6.66 25.76 19.10 286.8% 20.73
ATR 18.96 19.54 0.58 3.0% 0.00
Volume
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 1,350.79 1,339.69 1,291.23
R3 1,325.03 1,313.93 1,284.14
R2 1,299.27 1,299.27 1,281.78
R1 1,288.17 1,288.17 1,279.42 1,293.72
PP 1,273.51 1,273.51 1,273.51 1,276.29
S1 1,262.41 1,262.41 1,274.70 1,267.96
S2 1,247.75 1,247.75 1,272.34
S3 1,221.99 1,236.65 1,269.98
S4 1,196.23 1,210.89 1,262.89
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1,320.73 1,309.89 1,269.00
R3 1,300.00 1,289.16 1,263.30
R2 1,279.27 1,279.27 1,261.40
R1 1,268.43 1,268.43 1,259.50 1,263.49
PP 1,258.54 1,258.54 1,258.54 1,256.06
S1 1,247.70 1,247.70 1,255.70 1,242.76
S2 1,237.81 1,237.81 1,253.80
S3 1,217.08 1,226.97 1,251.90
S4 1,196.35 1,206.24 1,246.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,284.62 1,248.64 35.98 2.8% 14.10 1.1% 79% True False
10 1,284.62 1,202.37 82.25 6.4% 15.92 1.2% 91% True False
20 1,284.62 1,202.37 82.25 6.4% 18.01 1.4% 91% True False
40 1,284.62 1,158.66 125.96 9.9% 20.51 1.6% 94% True False
60 1,292.66 1,150.26 142.40 11.2% 22.10 1.7% 89% False False
80 1,292.66 1,074.77 217.89 17.1% 24.44 1.9% 93% False False
100 1,292.66 1,074.77 217.89 17.1% 25.89 2.0% 93% False False
120 1,347.00 1,074.77 272.23 21.3% 26.38 2.1% 74% False 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 1.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,394.10
2.618 1,352.06
1.618 1,326.30
1.000 1,310.38
0.618 1,300.54
HIGH 1,284.62
0.618 1,274.78
0.500 1,271.74
0.382 1,268.70
LOW 1,258.86
0.618 1,242.94
1.000 1,233.10
1.618 1,217.18
2.618 1,191.42
4.250 1,149.38
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 1,275.29 1,273.77
PP 1,273.51 1,270.48
S1 1,271.74 1,267.19

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

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