S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 787.91 775.87 -12.04 -1.5% 818.61
High 797.58 778.69 -18.89 -2.4% 818.61
Low 777.03 754.25 -22.78 -2.9% 754.25
Close 778.94 770.05 -8.89 -1.1% 770.05
Range 20.55 24.44 3.89 18.9% 64.36
ATR 25.76 25.68 -0.08 -0.3% 0.00
Volume
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 840.98 829.96 783.49
R3 816.54 805.52 776.77
R2 792.10 792.10 774.53
R1 781.08 781.08 772.29 774.37
PP 767.66 767.66 767.66 764.31
S1 756.64 756.64 767.81 749.93
S2 743.22 743.22 765.57
S3 718.78 732.20 763.33
S4 694.34 707.76 756.61
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 974.05 936.41 805.45
R3 909.69 872.05 787.75
R2 845.33 845.33 781.85
R1 807.69 807.69 775.95 794.33
PP 780.97 780.97 780.97 774.29
S1 743.33 743.33 764.15 729.97
S2 716.61 716.61 758.25
S3 652.25 678.97 752.35
S4 587.89 614.61 734.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.43 754.25 85.18 11.1% 20.88 2.7% 19% False True
10 875.01 754.25 120.76 15.7% 23.15 3.0% 13% False True
20 877.86 754.25 123.61 16.1% 24.13 3.1% 13% False True
40 943.85 754.25 189.60 24.6% 23.79 3.1% 8% False True
60 943.85 754.25 189.60 24.6% 28.37 3.7% 8% False True
80 1,007.51 741.02 266.49 34.6% 33.42 4.3% 11% False False
100 1,209.07 741.02 468.05 60.8% 40.34 5.2% 6% False False
120 1,303.04 741.02 562.02 73.0% 39.70 5.2% 5% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 882.56
2.618 842.67
1.618 818.23
1.000 803.13
0.618 793.79
HIGH 778.69
0.618 769.35
0.500 766.47
0.382 763.59
LOW 754.25
0.618 739.15
1.000 729.81
1.618 714.71
2.618 690.27
4.250 650.38
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 768.86 775.92
PP 767.66 773.96
S1 766.47 772.01

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

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