S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 679.28 719.59 40.31 5.9% 729.57
High 719.60 731.92 12.32 1.7% 729.57
Low 679.28 713.85 34.57 5.1% 666.79
Close 719.60 721.36 1.76 0.2% 683.38
Range 40.32 18.07 -22.25 -55.2% 62.78
ATR 28.24 27.51 -0.73 -2.6% 0.00
Volume
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 776.59 767.04 731.30
R3 758.52 748.97 726.33
R2 740.45 740.45 724.67
R1 730.90 730.90 723.02 735.68
PP 722.38 722.38 722.38 724.76
S1 712.83 712.83 719.70 717.61
S2 704.31 704.31 718.05
S3 686.24 694.76 716.39
S4 668.17 676.69 711.42
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
5 731.92 666.79 65.13 9.0% 28.68 4.0% 84% True False
10 779.42 666.79 112.63 15.6% 26.26 3.6% 48% False False
20 839.43 666.79 172.64 23.9% 25.19 3.5% 32% False False
40 877.86 666.79 211.07 29.3% 26.43 3.7% 26% False False
60 943.85 666.79 277.06 38.4% 25.32 3.5% 20% False False
80 943.85 666.79 277.06 38.4% 30.79 4.3% 20% False False
100 1,007.51 666.79 340.72 47.2% 34.36 4.8% 16% False False
120 1,265.12 666.79 598.33 82.9% 39.01 5.4% 9% False False
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 5.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 808.72
2.618 779.23
1.618 761.16
1.000 749.99
0.618 743.09
HIGH 731.92
0.618 725.02
0.500 722.89
0.382 720.75
LOW 713.85
0.618 702.68
1.000 695.78
1.618 684.61
2.618 666.54
4.250 637.05
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 722.89 715.04
PP 722.38 708.72
S1 721.87 702.40

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

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