S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 854.54 865.18 10.64 1.2% 855.33
High 870.35 875.63 5.28 0.6% 875.63
Low 847.04 860.87 13.83 1.6% 835.58
Close 865.30 869.60 4.30 0.5% 869.60
Range 23.31 14.76 -8.55 -36.7% 40.05
ATR 24.36 23.67 -0.69 -2.8% 0.00
Volume
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 912.98 906.05 877.72
R3 898.22 891.29 873.66
R2 883.46 883.46 872.31
R1 876.53 876.53 870.95 880.00
PP 868.70 868.70 868.70 870.43
S1 861.77 861.77 868.25 865.24
S2 853.94 853.94 866.89
S3 839.18 847.01 865.54
S4 824.42 832.25 861.48
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 980.42 965.06 891.63
R3 940.37 925.01 880.61
R2 900.32 900.32 876.94
R1 884.96 884.96 873.27 892.64
PP 860.27 860.27 860.27 864.11
S1 844.91 844.91 865.93 852.59
S2 820.22 820.22 862.26
S3 780.17 804.86 858.59
S4 740.12 764.81 847.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 875.63 835.58 40.05 4.6% 18.20 2.1% 85% True False
10 875.63 814.53 61.10 7.0% 17.60 2.0% 90% True False
20 875.63 766.20 109.43 12.6% 22.39 2.6% 94% True False
40 875.63 666.79 208.84 24.0% 24.75 2.8% 97% True False
60 877.86 666.79 211.07 24.3% 24.61 2.8% 96% False False
80 943.85 666.79 277.06 31.9% 24.35 2.8% 73% False False
100 943.85 666.79 277.06 31.9% 27.28 3.1% 73% False False
120 1,007.51 666.79 340.72 39.2% 30.69 3.5% 60% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.74
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 938.36
2.618 914.27
1.618 899.51
1.000 890.39
0.618 884.75
HIGH 875.63
0.618 869.99
0.500 868.25
0.382 866.51
LOW 860.87
0.618 851.75
1.000 846.11
1.618 836.99
2.618 822.23
4.250 798.14
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 869.15 864.94
PP 868.70 860.27
S1 868.25 855.61

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

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