S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 865.18 868.27 3.09 0.4% 855.33
High 875.63 868.27 -7.36 -0.8% 875.63
Low 860.87 832.39 -28.48 -3.3% 835.58
Close 869.60 832.39 -37.21 -4.3% 869.60
Range 14.76 35.88 21.12 143.1% 40.05
ATR 23.67 24.64 0.97 4.1% 0.00
Volume
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 951.99 928.07 852.12
R3 916.11 892.19 842.26
R2 880.23 880.23 838.97
R1 856.31 856.31 835.68 850.33
PP 844.35 844.35 844.35 841.36
S1 820.43 820.43 829.10 814.45
S2 808.47 808.47 825.81
S3 772.59 784.55 822.52
S4 736.71 748.67 812.66
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
5 875.63 832.39 43.24 5.2% 21.59 2.6% 0% False True
10 875.63 814.53 61.10 7.3% 19.61 2.4% 29% False False
20 875.63 772.31 103.32 12.4% 23.05 2.8% 58% False False
40 875.63 666.79 208.84 25.1% 25.04 3.0% 79% False False
60 877.86 666.79 211.07 25.4% 24.74 3.0% 78% False False
80 943.85 666.79 277.06 33.3% 24.42 2.9% 60% False False
100 943.85 666.79 277.06 33.3% 27.04 3.2% 60% False False
120 1,007.51 666.79 340.72 40.9% 30.63 3.7% 49% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.00
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,020.76
2.618 962.20
1.618 926.32
1.000 904.15
0.618 890.44
HIGH 868.27
0.618 854.56
0.500 850.33
0.382 846.10
LOW 832.39
0.618 810.22
1.000 796.51
1.618 774.34
2.618 738.46
4.250 679.90
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 850.33 854.01
PP 844.35 846.80
S1 838.37 839.60

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

View Archives - Comment on this page... - Back to Index of Symbols