S&P500 Cash Index

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	845.69	823.09	-22.60	-2.7%	832.50
High	851.66	830.78	-20.88	-2.5%	877.86
Low	821.67	812.87	-8.80	-1.1%	821.67
Close	825.88	825.44	-0.44	-0.1%	825.88
Range	29.99	17.91	-12.08	-40.3%	56.19
ATR	29.04	28.25	-0.80	-2.7%	0.00
Volume

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	876.76	869.01	835.29
R3	858.85	851.10	830.37
R2	840.94	840.94	828.72
R1	833.19	833.19	827.08	837.07
PP	823.03	823.03	823.03	824.97
S1	815.28	815.28	823.80	819.16
S2	805.12	805.12	822.16
S3	787.21	797.37	820.51
S4	769.30	779.46	815.59

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,010.37	974.32	856.78
R3	954.18	918.13	841.33
R2	897.99	897.99	836.18
R1	861.94	861.94	831.03	851.87
PP	841.80	841.80	841.80	836.77
S1	805.75	805.75	820.73	795.68
S2	785.61	785.61	815.58
S3	729.42	749.56	810.43
S4	673.23	693.37	794.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	877.86	812.87	64.99	7.9%	23.96	2.9%	19%	False	True
10	877.86	804.30	73.56	8.9%	28.82	3.5%	29%	False	False
20	943.85	804.30	139.55	16.9%	25.86	3.1%	15%	False	False
40	943.85	804.30	139.55	16.9%	27.15	3.3%	15%	False	False
60	1,001.84	741.02	260.82	31.6%	34.18	4.1%	32%	False	False
80	1,044.31	741.02	303.29	36.7%	40.93	5.0%	28%	False	False
100	1,265.12	741.02	524.10	63.5%	42.60	5.2%	16%	False	False
120	1,304.79	741.02	563.77	68.3%	39.06	4.7%	15%	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	3.89
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	906.90
2.618	877.67
1.618	859.76
1.000	848.69
0.618	841.85
HIGH	830.78
0.618	823.94
0.500	821.83
0.382	819.71
LOW	812.87
0.618	801.80
1.000	794.96
1.618	783.89
2.618	765.98
4.250	736.75

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	824.24	840.88
PP	823.03	835.73
S1	821.83	830.59

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

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