S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 927.45 905.73 -21.72 -2.3% 872.37
High 927.45 910.00 -17.45 -1.9% 934.73
Low 902.37 896.81 -5.56 -0.6% 857.07
Close 906.65 909.73 3.08 0.3% 931.80
Range 25.08 13.19 -11.89 -47.4% 77.66
ATR 29.73 28.55 -1.18 -4.0% 0.00
Volume
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 945.08 940.60 916.98
R3 931.89 927.41 913.36
R2 918.70 918.70 912.15
R1 914.22 914.22 910.94 916.46
PP 905.51 905.51 905.51 906.64
S1 901.03 901.03 908.52 903.27
S2 892.32 892.32 907.31
S3 879.13 887.84 906.10
S4 865.94 874.65 902.48
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
5 943.85 896.81 47.04 5.2% 21.46 2.4% 27% False True
10 943.85 857.07 86.78 9.5% 18.07 2.0% 61% False False
20 943.85 851.35 92.50 10.2% 23.55 2.6% 63% False False
40 943.85 741.02 202.83 22.3% 35.79 3.9% 83% False False
60 1,044.31 741.02 303.29 33.3% 41.53 4.6% 56% False False
80 1,265.12 741.02 524.10 57.6% 45.93 5.0% 32% False False
100 1,303.04 741.02 562.02 61.8% 41.69 4.6% 30% False False
120 1,313.15 741.02 572.13 62.9% 38.23 4.2% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 2.69
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 966.06
2.618 944.53
1.618 931.34
1.000 923.19
0.618 918.15
HIGH 910.00
0.618 904.96
0.500 903.41
0.382 901.85
LOW 896.81
0.618 888.66
1.000 883.62
1.618 875.47
2.618 862.28
4.250 840.75
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 907.62 920.33
PP 905.51 916.80
S1 903.41 913.26

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

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