S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 776.01 797.92 21.91 2.8% 680.76
High 803.04 803.24 0.20 0.0% 758.29
Low 765.64 781.82 16.18 2.1% 672.88
Close 794.35 784.04 -10.31 -1.3% 756.55
Range 37.40 21.42 -15.98 -42.7% 85.41
ATR 27.75 27.30 -0.45 -1.6% 0.00
Volume
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 853.96 840.42 795.82
R3 832.54 819.00 789.93
R2 811.12 811.12 787.97
R1 797.58 797.58 786.00 793.64
PP 789.70 789.70 789.70 787.73
S1 776.16 776.16 782.08 772.22
S2 768.28 768.28 780.11
S3 746.86 754.74 778.15
S4 725.44 733.32 772.26
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
5 803.24 742.46 60.78 7.8% 24.80 3.2% 68% True False
10 803.24 666.79 136.45 17.4% 27.50 3.5% 86% True False
20 803.24 666.79 136.45 17.4% 27.12 3.5% 86% True False
40 877.86 666.79 211.07 26.9% 25.73 3.3% 56% False False
60 943.85 666.79 277.06 35.3% 25.00 3.2% 42% False False
80 943.85 666.79 277.06 35.3% 28.50 3.6% 42% False False
100 1,007.51 666.79 340.72 43.5% 32.35 4.1% 34% False False
120 1,215.77 666.79 548.98 70.0% 38.17 4.9% 21% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 6.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 894.28
2.618 859.32
1.618 837.90
1.000 824.66
0.618 816.48
HIGH 803.24
0.618 795.06
0.500 792.53
0.382 790.00
LOW 781.82
0.618 768.58
1.000 760.40
1.618 747.16
2.618 725.74
4.250 690.79
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 792.53 781.56
PP 789.70 779.07
S1 786.87 776.59

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

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