S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 823.09 825.69 2.60 0.3% 832.50
High 830.78 842.60 11.82 1.4% 877.86
Low 812.87 821.98 9.11 1.1% 821.67
Close 825.44 838.51 13.07 1.6% 825.88
Range 17.91 20.62 2.71 15.1% 56.19
ATR 28.25 27.70 -0.54 -1.9% 0.00
Volume
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 896.22 887.99 849.85
R3 875.60 867.37 844.18
R2 854.98 854.98 842.29
R1 846.75 846.75 840.40 850.87
PP 834.36 834.36 834.36 836.42
S1 826.13 826.13 836.62 830.25
S2 813.74 813.74 834.73
S3 793.12 805.51 832.84
S4 772.50 784.89 827.17
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 7.8% 25.08 3.0% 39% False False
10 877.86 804.30 73.56 8.8% 26.37 3.1% 47% False False
20 943.85 804.30 139.55 16.6% 26.04 3.1% 25% False False
40 943.85 804.30 139.55 16.6% 26.62 3.2% 25% False False
60 952.40 741.02 211.38 25.2% 33.65 4.0% 46% False False
80 1,044.31 741.02 303.29 36.2% 40.56 4.8% 32% False False
100 1,265.12 741.02 524.10 62.5% 42.59 5.1% 19% False False
120 1,303.04 741.02 562.02 67.0% 39.08 4.7% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 930.24
2.618 896.58
1.618 875.96
1.000 863.22
0.618 855.34
HIGH 842.60
0.618 834.72
0.500 832.29
0.382 829.86
LOW 821.98
0.618 809.24
1.000 801.36
1.618 788.62
2.618 768.00
4.250 734.35
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 836.44 836.43
PP 834.36 834.35
S1 832.29 832.27

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

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