S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 684.04 680.76 -3.28 -0.5% 729.57
High 699.09 695.27 -3.82 -0.5% 729.57
Low 666.79 672.88 6.09 0.9% 666.79
Close 683.38 676.53 -6.85 -1.0% 683.38
Range 32.30 22.39 -9.91 -30.7% 62.78
ATR 27.46 27.10 -0.36 -1.3% 0.00
Volume
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 748.73 735.02 688.84
R3 726.34 712.63 682.69
R2 703.95 703.95 680.63
R1 690.24 690.24 678.58 685.90
PP 681.56 681.56 681.56 679.39
S1 667.85 667.85 674.48 663.51
S2 659.17 659.17 672.43
S3 636.78 645.46 670.37
S4 614.39 623.07 664.22
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
5 724.12 666.79 57.33 8.5% 25.98 3.8% 17% False False
10 780.12 666.79 113.33 16.8% 26.22 3.9% 9% False False
20 875.01 666.79 208.22 30.8% 25.19 3.7% 5% False False
40 911.93 666.79 245.14 36.2% 26.21 3.9% 4% False False
60 943.85 666.79 277.06 41.0% 25.32 3.7% 4% False False
80 943.85 666.79 277.06 41.0% 31.00 4.6% 4% False False
100 1,044.31 666.79 377.52 55.8% 35.40 5.2% 3% False False
120 1,265.12 666.79 598.33 88.4% 39.36 5.8% 2% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 790.43
2.618 753.89
1.618 731.50
1.000 717.66
0.618 709.11
HIGH 695.27
0.618 686.72
0.500 684.08
0.382 681.43
LOW 672.88
0.618 659.04
1.000 650.49
1.618 636.65
2.618 614.26
4.250 577.72
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 684.08 687.53
PP 681.56 683.86
S1 679.05 680.20

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

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