S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 758.84 753.88 -4.96 -0.7% 680.76
High 774.53 778.12 3.59 0.5% 758.29
Low 753.37 749.93 -3.44 -0.5% 672.88
Close 753.89 778.12 24.23 3.2% 756.55
Range 21.16 28.19 7.03 33.2% 85.41
ATR 26.92 27.01 0.09 0.3% 0.00
Volume
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 853.29 843.90 793.62
R3 825.10 815.71 785.87
R2 796.91 796.91 783.29
R1 787.52 787.52 780.70 792.22
PP 768.72 768.72 768.72 771.07
S1 759.33 759.33 775.54 764.03
S2 740.53 740.53 772.95
S3 712.34 731.14 770.37
S4 684.15 702.95 762.62
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
5 778.12 713.85 64.27 8.3% 24.22 3.1% 100% True False
10 778.12 666.79 111.33 14.3% 27.20 3.5% 100% True False
20 797.58 666.79 130.79 16.8% 25.99 3.3% 85% False False
40 877.86 666.79 211.07 27.1% 26.32 3.4% 53% False False
60 943.85 666.79 277.06 35.6% 24.95 3.2% 40% False False
80 943.85 666.79 277.06 35.6% 29.41 3.8% 40% False False
100 1,007.51 666.79 340.72 43.8% 33.16 4.3% 33% False False
120 1,220.03 666.79 553.24 71.1% 38.09 4.9% 20% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 897.93
2.618 851.92
1.618 823.73
1.000 806.31
0.618 795.54
HIGH 778.12
0.618 767.35
0.500 764.03
0.382 760.70
LOW 749.93
0.618 732.51
1.000 721.74
1.618 704.32
2.618 676.13
4.250 630.12
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 773.42 772.18
PP 768.72 766.23
S1 764.03 760.29

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

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