S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 814.06 828.68 14.62 1.8% 772.31
High 832.98 828.68 -4.30 -0.5% 832.98
Low 814.06 813.43 -0.63 -0.1% 772.31
Close 832.86 815.94 -16.92 -2.0% 815.94
Range 18.92 15.25 -3.67 -19.4% 60.67
ATR 28.02 27.41 -0.61 -2.2% 0.00
Volume
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 865.10 855.77 824.33
R3 849.85 840.52 820.13
R2 834.60 834.60 818.74
R1 825.27 825.27 817.34 822.31
PP 819.35 819.35 819.35 817.87
S1 810.02 810.02 814.54 807.06
S2 804.10 804.10 813.14
S3 788.85 794.77 811.75
S4 773.60 779.52 807.55
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 989.09 963.18 849.31
R3 928.42 902.51 832.62
R2 867.75 867.75 827.06
R1 841.84 841.84 821.50 854.80
PP 807.08 807.08 807.08 813.55
S1 781.17 781.17 810.38 794.13
S2 746.41 746.41 804.82
S3 685.74 720.50 799.26
S4 625.07 659.83 782.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 832.98 772.31 60.67 7.4% 27.76 3.4% 72% False False
10 832.98 749.93 83.05 10.2% 26.97 3.3% 79% False False
20 832.98 666.79 166.19 20.4% 27.08 3.3% 90% False False
40 875.01 666.79 208.22 25.5% 25.82 3.2% 72% False False
60 943.85 666.79 277.06 34.0% 25.97 3.2% 54% False False
80 943.85 666.79 277.06 34.0% 26.86 3.3% 54% False False
100 1,007.51 666.79 340.72 41.8% 30.88 3.8% 44% False False
120 1,097.56 666.79 430.77 52.8% 36.88 4.5% 35% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.79
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 893.49
2.618 868.60
1.618 853.35
1.000 843.93
0.618 838.10
HIGH 828.68
0.618 822.85
0.500 821.06
0.382 819.26
LOW 813.43
0.618 804.01
1.000 798.18
1.618 788.76
2.618 773.51
4.250 748.62
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 821.06 814.69
PP 819.35 813.43
S1 817.65 812.18

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

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