S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Mar-2009
Day Change Summary
Previous Current
24-Mar-2009 25-Mar-2009 Change Change % Previous Week
Open 820.60 806.81 -13.79 -1.7% 758.84
High 823.65 826.78 3.13 0.4% 803.24
Low 805.48 791.37 -14.11 -1.8% 749.93
Close 806.25 813.88 7.63 0.9% 768.54
Range 18.17 35.41 17.24 94.9% 53.31
ATR 28.19 28.71 0.52 1.8% 0.00
Volume
Daily Pivots for day following 25-Mar-2009
Classic Woodie Camarilla DeMark
R4 916.91 900.80 833.36
R3 881.50 865.39 823.62
R2 846.09 846.09 820.37
R1 829.98 829.98 817.13 838.04
PP 810.68 810.68 810.68 814.70
S1 794.57 794.57 810.63 802.63
S2 775.27 775.27 807.39
S3 739.86 759.16 804.14
S4 704.45 723.75 794.40
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
5 826.78 766.20 60.58 7.4% 29.75 3.7% 79% True False
10 826.78 714.76 112.02 13.8% 28.92 3.6% 88% True False
20 826.78 666.79 159.99 19.7% 27.59 3.4% 92% True False
40 877.86 666.79 211.07 25.9% 26.39 3.2% 70% False False
60 943.85 666.79 277.06 34.0% 26.02 3.2% 53% False False
80 943.85 666.79 277.06 34.0% 27.54 3.4% 53% False False
100 1,007.51 666.79 340.72 41.9% 31.29 3.8% 43% False False
120 1,160.64 666.79 493.85 60.7% 37.47 4.6% 30% 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 6.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 977.27
2.618 919.48
1.618 884.07
1.000 862.19
0.618 848.66
HIGH 826.78
0.618 813.25
0.500 809.08
0.382 804.90
LOW 791.37
0.618 769.49
1.000 755.96
1.618 734.08
2.618 698.67
4.250 640.88
Fisher Pivots for day following 25-Mar-2009
Pivot 1 day 3 day
R1 812.28 809.10
PP 810.68 804.32
S1 809.08 799.55

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

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