S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 704.44 698.60 -5.84 -0.8% 773.25
High 711.67 724.12 12.45 1.7% 780.12
Low 692.30 698.60 6.30 0.9% 734.52
Close 696.33 712.87 16.54 2.4% 735.09
Range 19.37 25.52 6.15 31.8% 45.60
ATR 26.38 26.48 0.10 0.4% 0.00
Volume
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 788.42 776.17 726.91
R3 762.90 750.65 719.89
R2 737.38 737.38 717.55
R1 725.13 725.13 715.21 731.26
PP 711.86 711.86 711.86 714.93
S1 699.61 699.61 710.53 705.74
S2 686.34 686.34 708.19
S3 660.82 674.09 705.85
S4 635.30 648.57 698.83
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
5 779.42 692.30 87.12 12.2% 23.84 3.3% 24% False False
10 797.58 692.30 105.28 14.8% 25.77 3.6% 20% False False
20 875.01 692.30 182.71 25.6% 24.87 3.5% 11% False False
40 943.85 692.30 251.55 35.3% 25.46 3.6% 8% False False
60 943.85 692.30 251.55 35.3% 26.03 3.7% 8% False False
80 952.40 692.30 260.10 36.5% 31.46 4.4% 8% False False
100 1,044.31 692.30 352.01 49.4% 37.42 5.2% 6% False False
120 1,265.12 692.30 572.82 80.4% 39.63 5.6% 4% 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 4.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 832.58
2.618 790.93
1.618 765.41
1.000 749.64
0.618 739.89
HIGH 724.12
0.618 714.37
0.500 711.36
0.382 708.35
LOW 698.60
0.618 682.83
1.000 673.08
1.618 657.31
2.618 631.79
4.250 590.14
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 712.37 712.23
PP 711.86 711.58
S1 711.36 710.94

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

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