S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 775.87 773.25 -2.62 -0.3% 818.61
High 778.69 777.85 -0.84 -0.1% 818.61
Low 754.25 742.37 -11.88 -1.6% 754.25
Close 770.05 743.33 -26.72 -3.5% 770.05
Range 24.44 35.48 11.04 45.2% 64.36
ATR 25.68 26.38 0.70 2.7% 0.00
Volume
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 860.96 837.62 762.84
R3 825.48 802.14 753.09
R2 790.00 790.00 749.83
R1 766.66 766.66 746.58 760.59
PP 754.52 754.52 754.52 751.48
S1 731.18 731.18 740.08 725.11
S2 719.04 719.04 736.83
S3 683.56 695.70 733.57
S4 648.08 660.22 723.82
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
5 818.61 742.37 76.24 10.3% 25.13 3.4% 1% False True
10 875.01 742.37 132.64 17.8% 24.16 3.3% 1% False True
20 877.86 742.37 135.49 18.2% 24.28 3.3% 1% False True
40 943.85 742.37 201.48 27.1% 24.17 3.3% 0% False True
60 943.85 742.37 201.48 27.1% 27.89 3.8% 0% False True
80 1,007.51 741.02 266.49 35.9% 33.27 4.5% 1% False False
100 1,168.03 741.02 427.01 57.4% 39.67 5.3% 1% False False
120 1,303.04 741.02 562.02 75.6% 39.88 5.4% 0% 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 4.61
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 928.64
2.618 870.74
1.618 835.26
1.000 813.33
0.618 799.78
HIGH 777.85
0.618 764.30
0.500 760.11
0.382 755.92
LOW 742.37
0.618 720.44
1.000 706.89
1.618 684.96
2.618 649.48
4.250 591.58
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 760.11 769.98
PP 754.52 761.09
S1 748.92 752.21

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

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