S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 708.27 684.04 -24.23 -3.4% 729.57
High 708.27 699.09 -9.18 -1.3% 729.57
Low 677.93 666.79 -11.14 -1.6% 666.79
Close 682.55 683.38 0.83 0.1% 683.38
Range 30.34 32.30 1.96 6.5% 62.78
ATR 27.09 27.46 0.37 1.4% 0.00
Volume
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 779.99 763.98 701.15
R3 747.69 731.68 692.26
R2 715.39 715.39 689.30
R1 699.38 699.38 686.34 691.24
PP 683.09 683.09 683.09 679.01
S1 667.08 667.08 680.42 658.94
S2 650.79 650.79 677.46
S3 618.49 634.78 674.50
S4 586.19 602.48 665.62
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 881.59 845.26 717.91
R3 818.81 782.48 700.64
R2 756.03 756.03 694.89
R1 719.70 719.70 689.13 706.48
PP 693.25 693.25 693.25 686.63
S1 656.92 656.92 677.63 643.70
S2 630.47 630.47 671.87
S3 567.69 594.14 666.12
S4 504.91 531.36 648.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.57 666.79 62.78 9.2% 27.48 4.0% 26% False True
10 780.12 666.79 113.33 16.6% 27.53 4.0% 15% False True
20 875.01 666.79 208.22 30.5% 25.34 3.7% 8% False True
40 911.93 666.79 245.14 35.9% 25.98 3.8% 7% False True
60 943.85 666.79 277.06 40.5% 25.46 3.7% 6% False True
80 951.95 666.79 285.16 41.7% 31.28 4.6% 6% False True
100 1,044.31 666.79 377.52 55.2% 36.12 5.3% 4% False True
120 1,265.12 666.79 598.33 87.6% 39.66 5.8% 3% False True
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 5.14
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 836.37
2.618 783.65
1.618 751.35
1.000 731.39
0.618 719.05
HIGH 699.09
0.618 686.75
0.500 682.94
0.382 679.13
LOW 666.79
0.618 646.83
1.000 634.49
1.618 614.53
2.618 582.23
4.250 529.52
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 683.23 695.46
PP 683.09 691.43
S1 682.94 687.41

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

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