S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Mar-2009
Day Change Summary
Previous Current
20-Mar-2009 23-Mar-2009 Change Change % Previous Week
Open 784.58 772.31 -12.27 -1.6% 758.84
High 788.91 823.37 34.46 4.4% 803.24
Low 766.20 772.31 6.11 0.8% 749.93
Close 768.54 822.92 54.38 7.1% 768.54
Range 22.71 51.06 28.35 124.8% 53.31
ATR 26.97 28.96 1.99 7.4% 0.00
Volume
Daily Pivots for day following 23-Mar-2009
Classic Woodie Camarilla DeMark
R4 959.38 942.21 851.00
R3 908.32 891.15 836.96
R2 857.26 857.26 832.28
R1 840.09 840.09 827.60 848.68
PP 806.20 806.20 806.20 810.49
S1 789.03 789.03 818.24 797.62
S2 755.14 755.14 813.56
S3 704.08 737.97 808.88
S4 653.02 686.91 794.84
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 933.83 904.50 797.86
R3 880.52 851.19 783.20
R2 827.21 827.21 778.31
R1 797.88 797.88 773.43 812.55
PP 773.90 773.90 773.90 781.24
S1 744.57 744.57 763.65 759.24
S2 720.59 720.59 758.77
S3 667.28 691.26 753.88
S4 613.97 637.95 739.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 823.37 749.93 73.44 8.9% 32.16 3.9% 99% True False
10 823.37 679.28 144.09 17.5% 29.40 3.6% 100% True False
20 823.37 666.79 156.58 19.0% 27.81 3.4% 100% True False
40 877.86 666.79 211.07 25.6% 26.05 3.2% 74% False False
60 943.85 666.79 277.06 33.7% 25.39 3.1% 56% False False
80 943.85 666.79 277.06 33.7% 27.87 3.4% 56% False False
100 1,007.51 666.79 340.72 41.4% 32.18 3.9% 46% False False
120 1,168.03 666.79 501.24 60.9% 37.69 4.6% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.76
Widest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 1,040.38
2.618 957.05
1.618 905.99
1.000 874.43
0.618 854.93
HIGH 823.37
0.618 803.87
0.500 797.84
0.382 791.81
LOW 772.31
0.618 740.75
1.000 721.25
1.618 689.69
2.618 638.63
4.250 555.31
Fisher Pivots for day following 23-Mar-2009
Pivot 1 day 3 day
R1 814.56 813.54
PP 806.20 804.16
S1 797.84 794.79

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

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