S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 790.88 793.59 2.71 0.3% 772.31
High 810.48 813.62 3.14 0.4% 832.98
Low 790.88 783.32 -7.56 -1.0% 772.31
Close 797.87 811.08 13.21 1.7% 815.94
Range 19.60 30.30 10.70 54.6% 60.67
ATR 27.67 27.86 0.19 0.7% 0.00
Volume
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 893.57 882.63 827.75
R3 863.27 852.33 819.41
R2 832.97 832.97 816.64
R1 822.03 822.03 813.86 827.50
PP 802.67 802.67 802.67 805.41
S1 791.73 791.73 808.30 797.20
S2 772.37 772.37 805.53
S3 742.07 761.43 802.75
S4 711.77 731.13 794.42
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 6.6% 22.67 2.8% 59% False False
10 832.98 766.20 66.78 8.2% 26.21 3.2% 67% False False
20 832.98 666.79 166.19 20.5% 27.30 3.4% 87% False False
40 875.01 666.79 208.22 25.7% 26.09 3.2% 69% False False
60 943.85 666.79 277.06 34.2% 26.07 3.2% 52% False False
80 943.85 666.79 277.06 34.2% 26.35 3.2% 52% False False
100 952.40 666.79 285.61 35.2% 30.63 3.8% 51% False False
120 1,044.31 666.79 377.52 46.5% 35.73 4.4% 38% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.84
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 942.40
2.618 892.95
1.618 862.65
1.000 843.92
0.618 832.35
HIGH 813.62
0.618 802.05
0.500 798.47
0.382 794.89
LOW 783.32
0.618 764.59
1.000 753.02
1.618 734.29
2.618 703.99
4.250 654.55
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 806.88 806.29
PP 802.67 801.50
S1 798.47 796.72

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

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