S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 822.16 832.50 10.34 1.3% 849.64
High 838.61 852.53 13.92 1.7% 849.64
Low 806.07 827.69 21.62 2.7% 804.30
Close 831.95 836.57 4.62 0.6% 831.95
Range 32.54 24.84 -7.70 -23.7% 45.34
ATR 30.06 29.69 -0.37 -1.2% 0.00
Volume
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 913.45 899.85 850.23
R3 888.61 875.01 843.40
R2 863.77 863.77 841.12
R1 850.17 850.17 838.85 856.97
PP 838.93 838.93 838.93 842.33
S1 825.33 825.33 834.29 832.13
S2 814.09 814.09 832.02
S3 789.25 800.49 829.74
S4 764.41 775.65 822.91
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 964.65 943.64 856.89
R3 919.31 898.30 844.42
R2 873.97 873.97 840.26
R1 852.96 852.96 836.11 840.80
PP 828.63 828.63 828.63 822.55
S1 807.62 807.62 827.79 795.46
S2 783.29 783.29 823.64
S3 737.95 762.28 819.48
S4 692.61 716.94 807.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 852.53 804.30 48.23 5.8% 33.68 4.0% 67% True False
10 890.40 804.30 86.10 10.3% 30.19 3.6% 37% False False
20 943.85 804.30 139.55 16.7% 24.89 3.0% 23% False False
40 943.85 804.30 139.55 16.7% 29.46 3.5% 23% False False
60 1,007.51 741.02 266.49 31.9% 35.10 4.2% 36% False False
80 1,167.03 741.02 426.01 50.9% 43.15 5.2% 22% False False
100 1,280.60 741.02 539.58 64.5% 42.94 5.1% 18% False False
120 1,313.15 741.02 572.13 68.4% 39.11 4.7% 17% 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 5.39
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 958.10
2.618 917.56
1.618 892.72
1.000 877.37
0.618 867.88
HIGH 852.53
0.618 843.04
0.500 840.11
0.382 837.18
LOW 827.69
0.618 812.34
1.000 802.85
1.618 787.50
2.618 762.66
4.250 722.12
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 840.11 834.15
PP 838.93 831.72
S1 837.75 829.30

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

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