S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 844.45 849.64 5.19 0.6% 890.40
High 858.13 849.64 -8.49 -1.0% 890.40
Low 830.66 804.47 -26.19 -3.2% 817.04
Close 850.12 805.22 -44.90 -5.3% 850.12
Range 27.47 45.17 17.70 64.4% 73.36
ATR 28.11 29.36 1.25 4.5% 0.00
Volume
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 955.29 925.42 830.06
R3 910.12 880.25 817.64
R2 864.95 864.95 813.50
R1 835.08 835.08 809.36 827.43
PP 819.78 819.78 819.78 815.95
S1 789.91 789.91 801.08 782.26
S2 774.61 774.61 796.94
S3 729.44 744.74 792.80
S4 684.27 699.57 780.38
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,072.60 1,034.72 890.47
R3 999.24 961.36 870.29
R2 925.88 925.88 863.57
R1 888.00 888.00 856.84 870.26
PP 852.52 852.52 852.52 843.65
S1 814.64 814.64 843.40 796.90
S2 779.16 779.16 836.67
S3 705.80 741.28 829.95
S4 632.44 667.92 809.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 877.02 804.47 72.55 9.0% 30.51 3.8% 1% False True
10 943.85 804.47 139.38 17.3% 25.71 3.2% 1% False True
20 943.85 804.47 139.38 17.3% 22.80 2.8% 1% False True
40 943.85 741.02 202.83 25.2% 32.16 4.0% 32% False False
60 1,007.51 741.02 266.49 33.1% 37.21 4.6% 24% False False
80 1,220.03 741.02 479.01 59.5% 44.32 5.5% 13% False False
100 1,303.04 741.02 562.02 69.8% 42.48 5.3% 11% False False
120 1,313.15 741.02 572.13 71.1% 38.65 4.8% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.07
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1,041.61
2.618 967.90
1.618 922.73
1.000 894.81
0.618 877.56
HIGH 849.64
0.618 832.39
0.500 827.06
0.382 821.72
LOW 804.47
0.618 776.55
1.000 759.30
1.618 731.38
2.618 686.21
4.250 612.50
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 827.06 831.30
PP 819.78 822.61
S1 812.50 813.91

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

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