S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 829.91 833.95 4.04 0.5% 868.24
High 835.48 839.43 3.95 0.5% 875.01
Low 808.06 825.21 17.15 2.1% 808.06
Close 835.19 826.84 -8.35 -1.0% 826.84
Range 27.42 14.22 -13.20 -48.1% 66.95
ATR 27.05 26.13 -0.92 -3.4% 0.00
Volume
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 873.15 864.22 834.66
R3 858.93 850.00 830.75
R2 844.71 844.71 829.45
R1 835.78 835.78 828.14 833.14
PP 830.49 830.49 830.49 829.17
S1 821.56 821.56 825.54 818.92
S2 816.27 816.27 824.23
S3 802.05 807.34 822.93
S4 787.83 793.12 819.02
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,037.49 999.11 863.66
R3 970.54 932.16 845.25
R2 903.59 903.59 839.11
R1 865.21 865.21 832.98 850.93
PP 836.64 836.64 836.64 829.49
S1 798.26 798.26 820.70 783.98
S2 769.69 769.69 814.57
S3 702.74 731.31 808.43
S4 635.79 664.36 790.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.01 808.06 66.95 8.1% 23.20 2.8% 28% False False
10 875.01 808.06 66.95 8.1% 23.32 2.8% 28% False False
20 877.86 804.30 73.56 8.9% 26.55 3.2% 31% False False
40 943.85 804.30 139.55 16.9% 24.27 2.9% 16% False False
60 943.85 741.02 202.83 24.5% 30.71 3.7% 42% False False
80 1,007.51 741.02 266.49 32.2% 35.00 4.2% 32% False False
100 1,221.15 741.02 480.13 58.1% 40.56 4.9% 18% False False
120 1,303.04 741.02 562.02 68.0% 39.54 4.8% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.64
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 899.87
2.618 876.66
1.618 862.44
1.000 853.65
0.618 848.22
HIGH 839.43
0.618 834.00
0.500 832.32
0.382 830.64
LOW 825.21
0.618 816.42
1.000 810.99
1.618 802.20
2.618 787.98
4.250 764.78
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 832.32 825.81
PP 830.49 824.78
S1 828.67 823.75

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

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