S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 765.76 749.93 -15.83 -2.1% 773.25
High 779.42 751.27 -28.15 -3.6% 780.12
Low 751.75 734.52 -17.23 -2.3% 734.52
Close 752.83 735.09 -17.74 -2.4% 735.09
Range 27.67 16.75 -10.92 -39.5% 45.60
ATR 26.88 26.27 -0.61 -2.3% 0.00
Volume
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 790.54 779.57 744.30
R3 773.79 762.82 739.70
R2 757.04 757.04 738.16
R1 746.07 746.07 736.63 743.18
PP 740.29 740.29 740.29 738.85
S1 729.32 729.32 733.55 726.43
S2 723.54 723.54 732.02
S3 706.79 712.57 730.48
S4 690.04 695.82 725.88
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 886.71 856.50 760.17
R3 841.11 810.90 747.63
R2 795.51 795.51 743.45
R1 765.30 765.30 739.27 757.61
PP 749.91 749.91 749.91 746.06
S1 719.70 719.70 730.91 712.01
S2 704.31 704.31 726.73
S3 658.71 674.10 722.55
S4 613.11 628.50 710.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 780.12 734.52 45.60 6.2% 27.59 3.8% 1% False True
10 839.43 734.52 104.91 14.3% 24.23 3.3% 1% False True
20 875.01 734.52 140.49 19.1% 24.56 3.3% 0% False True
40 943.85 734.52 209.33 28.5% 25.42 3.5% 0% False True
60 943.85 734.52 209.33 28.5% 26.79 3.6% 0% False True
80 1,007.51 734.52 272.99 37.1% 31.84 4.3% 0% False True
100 1,097.56 734.52 363.04 49.4% 38.84 5.3% 0% False True
120 1,274.42 734.52 539.90 73.4% 39.79 5.4% 0% False True
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.22
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 822.46
2.618 795.12
1.618 778.37
1.000 768.02
0.618 761.62
HIGH 751.27
0.618 744.87
0.500 742.90
0.382 740.92
LOW 734.52
0.618 724.17
1.000 717.77
1.618 707.42
2.618 690.67
4.250 663.33
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 742.90 757.32
PP 740.29 749.91
S1 737.69 742.50

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

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