S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 829.29 855.33 26.04 3.1% 839.75
High 856.91 864.31 7.40 0.9% 856.91
Low 829.29 845.35 16.06 1.9% 814.53
Close 856.56 858.73 2.17 0.3% 856.56
Range 27.62 18.96 -8.66 -31.4% 42.38
ATR 25.99 25.48 -0.50 -1.9% 0.00
Volume
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 913.01 904.83 869.16
R3 894.05 885.87 863.94
R2 875.09 875.09 862.21
R1 866.91 866.91 860.47 871.00
PP 856.13 856.13 856.13 858.18
S1 847.95 847.95 856.99 852.04
S2 837.17 837.17 855.25
S3 818.21 828.99 853.52
S4 799.25 810.03 848.30
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 969.81 955.56 879.87
R3 927.43 913.18 868.21
R2 885.05 885.05 864.33
R1 870.80 870.80 860.44 877.93
PP 842.67 842.67 842.67 846.23
S1 828.42 828.42 852.68 835.55
S2 800.29 800.29 848.79
S3 757.91 786.04 844.91
S4 715.53 743.66 833.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 864.31 814.53 49.78 5.8% 17.63 2.1% 89% True False
10 864.31 779.81 84.50 9.8% 21.42 2.5% 93% True False
20 864.31 749.93 114.38 13.3% 24.19 2.8% 95% True False
40 864.31 666.79 197.52 23.0% 24.95 2.9% 97% True False
60 877.86 666.79 211.07 24.6% 25.82 3.0% 91% False False
80 943.85 666.79 277.06 32.3% 24.97 2.9% 69% False False
100 943.85 666.79 277.06 32.3% 28.60 3.3% 69% False False
120 1,007.51 666.79 340.72 39.7% 31.88 3.7% 56% 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 3.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 944.89
2.618 913.95
1.618 894.99
1.000 883.27
0.618 876.03
HIGH 864.31
0.618 857.07
0.500 854.83
0.382 852.59
LOW 845.35
0.618 833.63
1.000 826.39
1.618 814.67
2.618 795.71
4.250 764.77
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 857.43 852.35
PP 856.13 845.96
S1 854.83 839.58

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

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