S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 846.09 868.24 22.15 2.6% 823.09
High 870.75 875.01 4.26 0.5% 870.75
Low 845.42 861.65 16.23 1.9% 812.87
Close 868.60 869.89 1.29 0.1% 868.60
Range 25.33 13.36 -11.97 -47.3% 57.88
ATR 27.42 26.41 -1.00 -3.7% 0.00
Volume
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 908.93 902.77 877.24
R3 895.57 889.41 873.56
R2 882.21 882.21 872.34
R1 876.05 876.05 871.11 879.13
PP 868.85 868.85 868.85 870.39
S1 862.69 862.69 868.67 865.77
S2 855.49 855.49 867.44
S3 842.13 849.33 866.22
S4 828.77 835.97 862.54
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
5 875.01 819.91 55.10 6.3% 22.52 2.6% 91% True False
10 877.86 812.87 64.99 7.5% 23.24 2.7% 88% False False
20 890.40 804.30 86.10 9.9% 26.72 3.1% 76% False False
40 943.85 804.30 139.55 16.0% 25.15 2.9% 47% False False
60 943.85 741.02 202.83 23.3% 32.62 3.7% 64% False False
80 1,007.51 741.02 266.49 30.6% 37.22 4.3% 48% False False
100 1,265.12 741.02 524.10 60.2% 41.87 4.8% 25% False False
120 1,303.04 741.02 562.02 64.6% 39.18 4.5% 23% 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 4.70
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 931.79
2.618 909.99
1.618 896.63
1.000 888.37
0.618 883.27
HIGH 875.01
0.618 869.91
0.500 868.33
0.382 866.75
LOW 861.65
0.618 853.39
1.000 848.29
1.618 840.03
2.618 826.67
4.250 804.87
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 869.37 862.41
PP 868.85 854.94
S1 868.33 847.46

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

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