S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 720.89 751.97 31.08 4.3% 680.76
High 752.63 758.29 5.66 0.8% 758.29
Low 714.76 742.46 27.70 3.9% 672.88
Close 750.74 756.55 5.81 0.8% 756.55
Range 37.87 15.83 -22.04 -58.2% 85.41
ATR 28.25 27.37 -0.89 -3.1% 0.00
Volume
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 799.92 794.07 765.26
R3 784.09 778.24 760.90
R2 768.26 768.26 759.45
R1 762.41 762.41 758.00 765.34
PP 752.43 752.43 752.43 753.90
S1 746.58 746.58 755.10 749.51
S2 736.60 736.60 753.65
S3 720.77 730.75 752.20
S4 704.94 714.92 747.84
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 985.47 956.42 803.53
R3 900.06 871.01 780.04
R2 814.65 814.65 772.21
R1 785.60 785.60 764.38 800.13
PP 729.24 729.24 729.24 736.50
S1 700.19 700.19 748.72 714.72
S2 643.83 643.83 740.89
S3 558.42 614.78 733.06
S4 473.01 529.37 709.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758.29 672.88 85.41 11.3% 26.90 3.6% 98% True False
10 758.29 666.79 91.50 12.1% 27.19 3.6% 98% True False
20 839.43 666.79 172.64 22.8% 25.71 3.4% 52% False False
40 877.86 666.79 211.07 27.9% 26.64 3.5% 43% False False
60 943.85 666.79 277.06 36.6% 25.23 3.3% 32% False False
80 943.85 666.79 277.06 36.6% 29.70 3.9% 32% False False
100 1,007.51 666.79 340.72 45.0% 33.42 4.4% 26% False False
120 1,255.37 666.79 588.58 77.8% 38.38 5.1% 15% 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 4.84
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 825.57
2.618 799.73
1.618 783.90
1.000 774.12
0.618 768.07
HIGH 758.29
0.618 752.24
0.500 750.38
0.382 748.51
LOW 742.46
0.618 732.68
1.000 726.63
1.618 716.85
2.618 701.02
4.250 675.18
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 754.49 749.72
PP 752.43 742.90
S1 750.38 736.07

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

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