S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 902.99 929.17 26.18 2.9% 872.37
High 934.73 936.63 1.90 0.2% 934.73
Low 899.35 919.53 20.18 2.2% 857.07
Close 931.80 927.45 -4.35 -0.5% 931.80
Range 35.38 17.10 -18.28 -51.7% 77.66
ATR 31.57 30.53 -1.03 -3.3% 0.00
Volume
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 979.17 970.41 936.86
R3 962.07 953.31 932.15
R2 944.97 944.97 930.59
R1 936.21 936.21 929.02 932.04
PP 927.87 927.87 927.87 925.79
S1 919.11 919.11 925.88 914.94
S2 910.77 910.77 924.32
S3 893.67 902.01 922.75
S4 876.57 884.91 918.05
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,140.85 1,113.98 974.51
R3 1,063.19 1,036.32 953.16
R2 985.53 985.53 946.04
R1 958.66 958.66 938.92 972.10
PP 907.87 907.87 907.87 914.58
S1 881.00 881.00 924.68 894.44
S2 830.21 830.21 917.56
S3 752.55 803.34 910.44
S4 674.89 725.68 889.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 936.63 857.07 79.56 8.6% 22.06 2.4% 88% True False
10 936.63 857.07 79.56 8.6% 19.89 2.1% 88% True False
20 936.63 818.41 118.22 12.7% 27.19 2.9% 92% True False
40 952.40 741.02 211.38 22.8% 37.46 4.0% 88% False False
60 1,044.31 741.02 303.29 32.7% 45.40 4.9% 61% False False
80 1,265.12 741.02 524.10 56.5% 46.72 5.0% 36% False False
100 1,303.04 741.02 562.02 60.6% 41.68 4.5% 33% False False
120 1,313.15 741.02 572.13 61.7% 38.31 4.1% 33% False False
Crabel Price Patterns
NR True
NR4 True
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 2.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,009.31
2.618 981.40
1.618 964.30
1.000 953.73
0.618 947.20
HIGH 936.63
0.618 930.10
0.500 928.08
0.382 926.06
LOW 919.53
0.618 908.96
1.000 902.43
1.618 891.86
2.618 874.76
4.250 846.86
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 928.08 922.68
PP 927.87 917.92
S1 927.66 913.15

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

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