S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 868.24 866.87 -1.37 -0.2% 823.09
High 875.01 868.05 -6.96 -0.8% 870.75
Low 861.65 822.99 -38.66 -4.5% 812.87
Close 869.89 827.16 -42.73 -4.9% 868.60
Range 13.36 45.06 31.70 237.3% 57.88
ATR 26.41 27.88 1.46 5.5% 0.00
Volume
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 974.58 945.93 851.94
R3 929.52 900.87 839.55
R2 884.46 884.46 835.42
R1 855.81 855.81 831.29 847.61
PP 839.40 839.40 839.40 835.30
S1 810.75 810.75 823.03 802.55
S2 794.34 794.34 818.90
S3 749.28 765.69 814.77
S4 704.22 720.63 802.38
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 6.7% 27.41 3.3% 13% False False
10 877.86 812.87 64.99 7.9% 26.25 3.2% 22% False False
20 877.86 804.30 73.56 8.9% 27.66 3.3% 31% False False
40 943.85 804.30 139.55 16.9% 25.38 3.1% 16% False False
60 943.85 741.02 202.83 24.5% 32.66 3.9% 42% False False
80 1,007.51 741.02 266.49 32.2% 36.65 4.4% 32% False False
100 1,265.12 741.02 524.10 63.4% 41.78 5.1% 16% False False
120 1,303.04 741.02 562.02 67.9% 39.44 4.8% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.62
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,059.56
2.618 986.02
1.618 940.96
1.000 913.11
0.618 895.90
HIGH 868.05
0.618 850.84
0.500 845.52
0.382 840.20
LOW 822.99
0.618 795.14
1.000 777.93
1.618 750.08
2.618 705.02
4.250 631.49
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 845.52 849.00
PP 839.40 841.72
S1 833.28 834.44

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

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