S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 831.75 846.09 14.34 1.7% 823.09
High 850.55 870.75 20.20 2.4% 870.75
Low 819.91 845.42 25.51 3.1% 812.87
Close 845.85 868.60 22.75 2.7% 868.60
Range 30.64 25.33 -5.31 -17.3% 57.88
ATR 27.58 27.42 -0.16 -0.6% 0.00
Volume
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 937.58 928.42 882.53
R3 912.25 903.09 875.57
R2 886.92 886.92 873.24
R1 877.76 877.76 870.92 882.34
PP 861.59 861.59 861.59 863.88
S1 852.43 852.43 866.28 857.01
S2 836.26 836.26 863.96
S3 810.93 827.10 861.63
S4 785.60 801.77 854.67
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,024.38 1,004.37 900.43
R3 966.50 946.49 884.52
R2 908.62 908.62 879.21
R1 888.61 888.61 873.91 898.62
PP 850.74 850.74 850.74 855.74
S1 830.73 830.73 863.29 840.74
S2 792.86 792.86 857.99
S3 734.98 772.85 852.68
S4 677.10 714.97 836.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 870.75 812.87 57.88 6.7% 23.43 2.7% 96% True False
10 877.86 812.87 64.99 7.5% 24.39 2.8% 86% False False
20 911.93 804.30 107.63 12.4% 27.23 3.1% 60% False False
40 943.85 804.30 139.55 16.1% 25.39 2.9% 46% False False
60 943.85 741.02 202.83 23.4% 32.94 3.8% 63% False False
80 1,044.31 741.02 303.29 34.9% 37.96 4.4% 42% False False
100 1,265.12 741.02 524.10 60.3% 42.19 4.9% 24% False False
120 1,303.04 741.02 562.02 64.7% 39.28 4.5% 23% 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 4.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 978.40
2.618 937.06
1.618 911.73
1.000 896.08
0.618 886.40
HIGH 870.75
0.618 861.07
0.500 858.09
0.382 855.10
LOW 845.42
0.618 829.77
1.000 820.09
1.618 804.44
2.618 779.11
4.250 737.77
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 865.10 860.84
PP 861.59 853.09
S1 858.09 845.33

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

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