S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Mar-2009
Day Change Summary
Previous Current
30-Mar-2009 31-Mar-2009 Change Change % Previous Week
Open 809.07 790.88 -18.19 -2.2% 772.31
High 809.07 810.48 1.41 0.2% 832.98
Low 779.81 790.88 11.07 1.4% 772.31
Close 787.53 797.87 10.34 1.3% 815.94
Range 29.26 19.60 -9.66 -33.0% 60.67
ATR 28.03 27.67 -0.36 -1.3% 0.00
Volume
Daily Pivots for day following 31-Mar-2009
Classic Woodie Camarilla DeMark
R4 858.54 847.81 808.65
R3 838.94 828.21 803.26
R2 819.34 819.34 801.46
R1 808.61 808.61 799.67 813.98
PP 799.74 799.74 799.74 802.43
S1 789.01 789.01 796.07 794.38
S2 780.14 780.14 794.28
S3 760.54 769.41 792.48
S4 740.94 749.81 787.09
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
5 832.98 779.81 53.17 6.7% 23.69 3.0% 34% False False
10 832.98 765.64 67.34 8.4% 26.92 3.4% 48% False False
20 832.98 666.79 166.19 20.8% 27.06 3.4% 79% False False
40 875.01 666.79 208.22 26.1% 25.84 3.2% 63% False False
60 943.85 666.79 277.06 34.7% 25.85 3.2% 47% False False
80 943.85 666.79 277.06 34.7% 26.50 3.3% 47% False False
100 1,001.84 666.79 335.05 42.0% 30.84 3.9% 39% False False
120 1,044.31 666.79 377.52 47.3% 35.90 4.5% 35% 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 3.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 893.78
2.618 861.79
1.618 842.19
1.000 830.08
0.618 822.59
HIGH 810.48
0.618 802.99
0.500 800.68
0.382 798.37
LOW 790.88
0.618 778.77
1.000 771.28
1.618 759.17
2.618 739.57
4.250 707.58
Fisher Pivots for day following 31-Mar-2009
Pivot 1 day 3 day
R1 800.68 804.25
PP 799.74 802.12
S1 798.81 800.00

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

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