S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 753.88 776.01 22.13 2.9% 680.76
High 778.12 803.04 24.92 3.2% 758.29
Low 749.93 765.64 15.71 2.1% 672.88
Close 778.12 794.35 16.23 2.1% 756.55
Range 28.19 37.40 9.21 32.7% 85.41
ATR 27.01 27.75 0.74 2.7% 0.00
Volume
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 899.88 884.51 814.92
R3 862.48 847.11 804.64
R2 825.08 825.08 801.21
R1 809.71 809.71 797.78 817.40
PP 787.68 787.68 787.68 791.52
S1 772.31 772.31 790.92 780.00
S2 750.28 750.28 787.49
S3 712.88 734.91 784.07
S4 675.48 697.51 773.78
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
5 803.04 714.76 88.28 11.1% 28.09 3.5% 90% True False
10 803.04 666.79 136.25 17.2% 28.39 3.6% 94% True False
20 803.04 666.79 136.25 17.2% 27.08 3.4% 94% True False
40 877.86 666.79 211.07 26.6% 26.13 3.3% 60% False False
60 943.85 666.79 277.06 34.9% 25.02 3.1% 46% False False
80 943.85 666.79 277.06 34.9% 29.15 3.7% 46% False False
100 1,007.51 666.79 340.72 42.9% 32.78 4.1% 37% False False
120 1,220.03 666.79 553.24 69.6% 38.26 4.8% 23% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 961.99
2.618 900.95
1.618 863.55
1.000 840.44
0.618 826.15
HIGH 803.04
0.618 788.75
0.500 784.34
0.382 779.93
LOW 765.64
0.618 742.53
1.000 728.24
1.618 705.13
2.618 667.73
4.250 606.69
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 791.01 788.40
PP 787.68 782.44
S1 784.34 776.49

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

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