S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 951.97 953.40 1.43 0.2% 879.57
High 956.53 959.83 3.30 0.3% 943.96
Low 943.22 947.75 4.53 0.5% 875.32
Close 954.58 954.07 -0.51 -0.1% 940.38
Range 13.31 12.08 -1.23 -9.2% 68.64
ATR 15.98 15.70 -0.28 -1.7% 0.00
Volume
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 990.12 984.18 960.71
R3 978.04 972.10 957.39
R2 965.96 965.96 956.28
R1 960.02 960.02 955.18 962.99
PP 953.88 953.88 953.88 955.37
S1 947.94 947.94 952.96 950.91
S2 941.80 941.80 951.86
S3 929.72 935.86 950.75
S4 917.64 923.78 947.43
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,125.81 1,101.73 978.13
R3 1,057.17 1,033.09 959.26
R2 988.53 988.53 952.96
R1 964.45 964.45 946.67 976.49
PP 919.89 919.89 919.89 925.91
S1 895.81 895.81 934.09 907.85
S2 851.25 851.25 927.80
S3 782.61 827.17 921.50
S4 713.97 758.53 902.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 959.83 927.45 32.38 3.4% 11.95 1.3% 82% True False
10 959.83 872.81 87.02 9.1% 13.88 1.5% 93% True False
20 959.83 869.32 90.51 9.5% 15.04 1.6% 94% True False
40 959.83 869.32 90.51 9.5% 16.01 1.7% 94% True False
60 959.83 847.12 112.71 11.8% 17.24 1.8% 95% True False
80 959.83 779.81 180.02 18.9% 18.13 1.9% 97% True False
100 959.83 666.79 293.04 30.7% 19.92 2.1% 98% True False
120 959.83 666.79 293.04 30.7% 20.69 2.2% 98% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3.02
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,011.17
2.618 991.46
1.618 979.38
1.000 971.91
0.618 967.30
HIGH 959.83
0.618 955.22
0.500 953.79
0.382 952.36
LOW 947.75
0.618 940.28
1.000 935.67
1.618 928.20
2.618 916.12
4.250 896.41
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 953.98 952.85
PP 953.88 951.63
S1 953.79 950.41

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

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