S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 729.57 704.44 -25.13 -3.4% 773.25
High 729.57 711.67 -17.90 -2.5% 780.12
Low 699.70 692.30 -7.40 -1.1% 734.52
Close 700.82 696.33 -4.49 -0.6% 735.09
Range 29.87 19.37 -10.50 -35.2% 45.60
ATR 26.92 26.38 -0.54 -2.0% 0.00
Volume
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 758.21 746.64 706.98
R3 738.84 727.27 701.66
R2 719.47 719.47 699.88
R1 707.90 707.90 698.11 704.00
PP 700.10 700.10 700.10 698.15
S1 688.53 688.53 694.55 684.63
S2 680.73 680.73 692.78
S3 661.36 669.16 691.00
S4 641.99 649.79 685.68
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
5 780.12 692.30 87.82 12.6% 24.18 3.5% 5% False True
10 797.58 692.30 105.28 15.1% 24.79 3.6% 4% False True
20 875.01 692.30 182.71 26.2% 24.63 3.5% 2% False True
40 943.85 692.30 251.55 36.1% 25.25 3.6% 2% False True
60 943.85 692.30 251.55 36.1% 26.31 3.8% 2% False True
80 1,001.84 692.30 309.54 44.5% 31.79 4.6% 1% False True
100 1,044.31 692.30 352.01 50.6% 37.67 5.4% 1% False True
120 1,265.12 692.30 572.82 82.3% 39.61 5.7% 1% False True
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 5.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 793.99
2.618 762.38
1.618 743.01
1.000 731.04
0.618 723.64
HIGH 711.67
0.618 704.27
0.500 701.99
0.382 699.70
LOW 692.30
0.618 680.33
1.000 672.93
1.618 660.96
2.618 641.59
4.250 609.98
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 701.99 721.79
PP 700.10 713.30
S1 698.22 704.82

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

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