S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 818.61 791.06 -27.55 -3.4% 868.24
High 818.61 796.17 -22.44 -2.7% 875.01
Low 789.17 780.43 -8.74 -1.1% 808.06
Close 789.17 788.42 -0.75 -0.1% 826.84
Range 29.44 15.74 -13.70 -46.5% 66.95
ATR 26.96 26.16 -0.80 -3.0% 0.00
Volume
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 835.56 827.73 797.08
R3 819.82 811.99 792.75
R2 804.08 804.08 791.31
R1 796.25 796.25 789.86 792.30
PP 788.34 788.34 788.34 786.36
S1 780.51 780.51 786.98 776.56
S2 772.60 772.60 785.53
S3 756.86 764.77 784.09
S4 741.12 749.03 779.76
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
5 839.43 780.43 59.00 7.5% 20.55 2.6% 14% False True
10 875.01 780.43 94.58 12.0% 23.98 3.0% 8% False True
20 877.86 780.43 97.43 12.4% 25.17 3.2% 8% False True
40 943.85 780.43 163.42 20.7% 23.99 3.0% 5% False True
60 943.85 741.02 202.83 25.7% 29.83 3.8% 23% False False
80 1,007.51 741.02 266.49 33.8% 34.20 4.3% 18% False False
100 1,220.03 741.02 479.01 60.8% 40.49 5.1% 10% False False
120 1,303.04 741.02 562.02 71.3% 39.59 5.0% 8% 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 5.01
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 863.07
2.618 837.38
1.618 821.64
1.000 811.91
0.618 805.90
HIGH 796.17
0.618 790.16
0.500 788.30
0.382 786.44
LOW 780.43
0.618 770.70
1.000 764.69
1.618 754.96
2.618 739.22
4.250 713.54
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 788.38 809.93
PP 788.34 802.76
S1 788.30 795.59

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

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