S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 945.67 938.12 -7.55 -0.8% 923.26
High 951.69 946.33 -5.36 -0.6% 951.69
Low 934.13 926.44 -7.69 -0.8% 923.26
Close 940.09 939.14 -0.95 -0.1% 940.09
Range 17.56 19.89 2.33 13.3% 28.43
ATR 20.11 20.09 -0.02 -0.1% 0.00
Volume
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 996.97 987.95 950.08
R3 977.08 968.06 944.61
R2 957.19 957.19 942.79
R1 948.17 948.17 940.96 952.68
PP 937.30 937.30 937.30 939.56
S1 928.28 928.28 937.32 932.79
S2 917.41 917.41 935.49
S3 897.52 908.39 933.67
S4 877.63 888.50 928.20
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,023.64 1,010.29 955.73
R3 995.21 981.86 947.91
R2 966.78 966.78 945.30
R1 953.43 953.43 942.70 960.11
PP 938.35 938.35 938.35 941.68
S1 925.00 925.00 937.48 931.68
S2 909.92 909.92 934.88
S3 881.49 896.57 932.27
S4 853.06 868.14 924.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.69 923.85 27.84 3.0% 16.04 1.7% 55% False False
10 951.69 881.46 70.23 7.5% 19.53 2.1% 82% False False
20 951.69 878.94 72.75 7.7% 18.86 2.0% 83% False False
40 951.69 826.83 124.86 13.3% 19.50 2.1% 90% False False
60 951.69 742.46 209.23 22.3% 21.01 2.2% 94% False False
80 951.69 666.79 284.90 30.3% 22.33 2.4% 96% False False
100 951.69 666.79 284.90 30.3% 23.41 2.5% 96% False False
120 951.69 666.79 284.90 30.3% 23.21 2.5% 96% False 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.01
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,030.86
2.618 998.40
1.618 978.51
1.000 966.22
0.618 958.62
HIGH 946.33
0.618 938.73
0.500 936.39
0.382 934.04
LOW 926.44
0.618 914.15
1.000 906.55
1.618 894.26
2.618 874.37
4.250 841.91
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 938.22 939.12
PP 937.30 939.09
S1 936.39 939.07

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

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