S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 844.62 853.91 9.29 1.1% 868.27
High 852.87 871.80 18.93 2.2% 871.80
Low 835.45 853.91 18.46 2.2% 826.83
Close 851.92 866.23 14.31 1.7% 866.23
Range 17.42 17.89 0.47 2.7% 44.97
ATR 23.81 23.53 -0.28 -1.2% 0.00
Volume
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 917.65 909.83 876.07
R3 899.76 891.94 871.15
R2 881.87 881.87 869.51
R1 874.05 874.05 867.87 877.96
PP 863.98 863.98 863.98 865.94
S1 856.16 856.16 864.59 860.07
S2 846.09 846.09 862.95
S3 828.20 838.27 861.31
S4 810.31 820.38 856.39
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 989.86 973.02 890.96
R3 944.89 928.05 878.60
R2 899.92 899.92 874.47
R1 883.08 883.08 870.35 869.02
PP 854.95 854.95 854.95 847.92
S1 838.11 838.11 862.11 824.05
S2 809.98 809.98 857.99
S3 765.01 793.14 853.86
S4 720.04 748.17 841.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 871.80 826.83 44.97 5.2% 23.13 2.7% 88% True False
10 875.63 826.83 48.80 5.6% 20.67 2.4% 81% False False
20 875.63 779.81 95.82 11.1% 20.86 2.4% 90% False False
40 875.63 666.79 208.84 24.1% 24.01 2.8% 95% False False
60 875.63 666.79 208.84 24.1% 24.32 2.8% 95% False False
80 943.85 666.79 277.06 32.0% 24.76 2.9% 72% False False
100 943.85 666.79 277.06 32.0% 26.24 3.0% 72% False False
120 1,007.51 666.79 340.72 39.3% 29.42 3.4% 59% 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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.83
2.618 918.64
1.618 900.75
1.000 889.69
0.618 882.86
HIGH 871.80
0.618 864.97
0.500 862.86
0.382 860.74
LOW 853.91
0.618 842.85
1.000 836.02
1.618 824.96
2.618 807.07
4.250 777.88
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 865.11 862.03
PP 863.98 857.83
S1 862.86 853.63

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

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