S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 839.75 817.98 -21.77 -2.6% 809.07
High 839.75 825.56 -14.19 -1.7% 845.61
Low 822.79 814.53 -8.26 -1.0% 779.81
Close 835.48 815.55 -19.93 -2.4% 842.50
Range 16.96 11.03 -5.93 -35.0% 65.80
ATR 26.89 26.46 -0.42 -1.6% 0.00
Volume
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 851.64 844.62 821.62
R3 840.61 833.59 818.58
R2 829.58 829.58 817.57
R1 822.56 822.56 816.56 820.56
PP 818.55 818.55 818.55 817.54
S1 811.53 811.53 814.54 809.53
S2 807.52 807.52 813.53
S3 796.49 800.50 812.52
S4 785.46 789.47 809.48
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,020.04 997.07 878.69
R3 954.24 931.27 860.60
R2 888.44 888.44 854.56
R1 865.47 865.47 848.53 876.96
PP 822.64 822.64 822.64 828.38
S1 799.67 799.67 836.47 811.16
S2 756.84 756.84 830.44
S3 691.04 733.87 824.41
S4 625.24 668.07 806.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 845.61 783.32 62.29 7.6% 21.03 2.6% 52% False False
10 845.61 779.81 65.80 8.1% 22.36 2.7% 54% False False
20 845.61 713.85 131.76 16.2% 24.77 3.0% 77% False False
40 868.05 666.79 201.26 24.7% 25.66 3.1% 74% False False
60 890.40 666.79 223.61 27.4% 26.01 3.2% 67% False False
80 943.85 666.79 277.06 34.0% 25.40 3.1% 54% False False
100 943.85 666.79 277.06 34.0% 29.84 3.7% 54% False False
120 1,007.51 666.79 340.72 41.8% 33.37 4.1% 44% 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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.65
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 872.44
2.618 854.44
1.618 843.41
1.000 836.59
0.618 832.38
HIGH 825.56
0.618 821.35
0.500 820.05
0.382 818.74
LOW 814.53
0.618 807.71
1.000 803.50
1.618 796.68
2.618 785.65
4.250 767.65
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 820.05 828.52
PP 818.55 824.19
S1 817.05 819.87

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

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