S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1,309.87 1,278.29 -31.58 -2.4% 1,318.90
High 1,309.87 1,282.55 -27.32 -2.1% 1,334.93
Low 1,277.25 1,266.74 -10.51 -0.8% 1,277.25
Close 1,278.04 1,278.18 0.14 0.0% 1,278.04
Range 32.62 15.81 -16.81 -51.5% 57.68
ATR 18.42 18.23 -0.19 -1.0% 0.00
Volume
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,323.25 1,316.53 1,286.88
R3 1,307.44 1,300.72 1,282.53
R2 1,291.63 1,291.63 1,281.08
R1 1,284.91 1,284.91 1,279.63 1,280.37
PP 1,275.82 1,275.82 1,275.82 1,273.55
S1 1,269.10 1,269.10 1,276.73 1,264.56
S2 1,260.01 1,260.01 1,275.28
S3 1,244.20 1,253.29 1,273.83
S4 1,228.39 1,237.48 1,269.48
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1,469.78 1,431.59 1,309.76
R3 1,412.10 1,373.91 1,293.90
R2 1,354.42 1,354.42 1,288.61
R1 1,316.23 1,316.23 1,283.33 1,306.49
PP 1,296.74 1,296.74 1,296.74 1,291.87
S1 1,258.55 1,258.55 1,272.75 1,248.81
S2 1,239.06 1,239.06 1,267.47
S3 1,181.38 1,200.87 1,262.18
S4 1,123.70 1,143.19 1,246.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,334.93 1,266.74 68.19 5.3% 21.16 1.7% 17% False True
10 1,334.93 1,266.74 68.19 5.3% 19.27 1.5% 17% False True
20 1,373.91 1,266.74 107.17 8.4% 18.17 1.4% 11% False True
40 1,415.32 1,266.74 148.58 11.6% 17.16 1.3% 8% False True
60 1,422.38 1,266.74 155.64 12.2% 15.44 1.2% 7% False True
80 1,422.38 1,266.74 155.64 12.2% 14.38 1.1% 7% False True
100 1,422.38 1,266.74 155.64 12.2% 13.99 1.1% 7% False True
120 1,422.38 1,202.37 220.01 17.2% 14.29 1.1% 34% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 3.05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,349.74
2.618 1,323.94
1.618 1,308.13
1.000 1,298.36
0.618 1,292.32
HIGH 1,282.55
0.618 1,276.51
0.500 1,274.65
0.382 1,272.78
LOW 1,266.74
0.618 1,256.97
1.000 1,250.93
1.618 1,241.16
2.618 1,225.35
4.250 1,199.55
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1,277.00 1,293.24
PP 1,275.82 1,288.22
S1 1,274.65 1,283.20

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

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