S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 817.98 816.76 -1.22 -0.1% 809.07
High 825.56 828.42 2.86 0.3% 845.61
Low 814.53 814.84 0.31 0.0% 779.81
Close 815.55 825.16 9.61 1.2% 842.50
Range 11.03 13.58 2.55 23.1% 65.80
ATR 26.46 25.54 -0.92 -3.5% 0.00
Volume
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 863.55 857.93 832.63
R3 849.97 844.35 828.89
R2 836.39 836.39 827.65
R1 830.77 830.77 826.40 833.58
PP 822.81 822.81 822.81 824.21
S1 817.19 817.19 823.92 820.00
S2 809.23 809.23 822.67
S3 795.65 803.61 821.43
S4 782.07 790.03 817.69
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
5 845.61 814.53 31.08 3.8% 17.69 2.1% 34% False False
10 845.61 779.81 65.80 8.0% 20.18 2.4% 69% False False
20 845.61 714.76 130.85 15.9% 24.55 3.0% 84% False False
40 845.61 666.79 178.82 21.7% 24.87 3.0% 89% False False
60 877.86 666.79 211.07 25.6% 25.80 3.1% 75% False False
80 943.85 666.79 277.06 33.6% 25.13 3.0% 57% False False
100 943.85 666.79 277.06 33.6% 29.54 3.6% 57% False False
120 1,007.51 666.79 340.72 41.3% 32.72 4.0% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 886.14
2.618 863.97
1.618 850.39
1.000 842.00
0.618 836.81
HIGH 828.42
0.618 823.23
0.500 821.63
0.382 820.03
LOW 814.84
0.618 806.45
1.000 801.26
1.618 792.87
2.618 779.29
4.250 757.13
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 823.98 827.14
PP 822.81 826.48
S1 821.63 825.82

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

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