S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 849.64 806.77 -42.87 -5.0% 890.40
High 849.64 841.72 -7.92 -0.9% 890.40
Low 804.47 804.30 -0.17 0.0% 817.04
Close 805.22 840.24 35.02 4.3% 850.12
Range 45.17 37.42 -7.75 -17.2% 73.36
ATR 29.36 29.94 0.58 2.0% 0.00
Volume
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 941.01 928.05 860.82
R3 903.59 890.63 850.53
R2 866.17 866.17 847.10
R1 853.21 853.21 843.67 859.69
PP 828.75 828.75 828.75 832.00
S1 815.79 815.79 836.81 822.27
S2 791.33 791.33 833.38
S3 753.91 778.37 829.95
S4 716.49 740.95 819.66
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
5 867.28 804.30 62.98 7.5% 34.99 4.2% 57% False True
10 927.45 804.30 123.15 14.7% 27.79 3.3% 29% False True
20 943.85 804.30 139.55 16.6% 23.55 2.8% 26% False True
40 943.85 741.02 202.83 24.1% 31.28 3.7% 49% False False
60 1,007.51 741.02 266.49 31.7% 36.76 4.4% 37% False False
80 1,215.77 741.02 474.75 56.5% 44.39 5.3% 21% False False
100 1,303.04 741.02 562.02 66.9% 42.70 5.1% 18% False False
120 1,313.15 741.02 572.13 68.1% 38.80 4.6% 17% False 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 3.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,000.76
2.618 939.69
1.618 902.27
1.000 879.14
0.618 864.85
HIGH 841.72
0.618 827.43
0.500 823.01
0.382 818.59
LOW 804.30
0.618 781.17
1.000 766.88
1.618 743.75
2.618 706.33
4.250 645.27
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 834.50 837.23
PP 828.75 834.22
S1 823.01 831.22

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

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