S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 856.85 876.59 19.74 2.3% 868.27
High 882.06 888.70 6.64 0.8% 871.80
Low 856.85 868.51 11.66 1.4% 826.83
Close 873.64 872.81 -0.83 -0.1% 866.23
Range 25.21 20.19 -5.02 -19.9% 44.97
ATR 22.79 22.60 -0.19 -0.8% 0.00
Volume
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 937.24 925.22 883.91
R3 917.05 905.03 878.36
R2 896.86 896.86 876.51
R1 884.84 884.84 874.66 880.76
PP 876.67 876.67 876.67 874.63
S1 864.65 864.65 870.96 860.57
S2 856.48 856.48 869.11
S3 836.29 844.46 867.26
S4 816.10 824.27 861.71
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
5 888.70 847.12 41.58 4.8% 18.97 2.2% 62% True False
10 888.70 826.83 61.87 7.1% 20.74 2.4% 74% True False
20 888.70 814.53 74.17 8.5% 19.98 2.3% 79% True False
40 888.70 666.79 221.91 25.4% 23.64 2.7% 93% True False
60 888.70 666.79 221.91 25.4% 24.05 2.8% 93% True False
80 943.85 666.79 277.06 31.7% 24.55 2.8% 74% False False
100 943.85 666.79 277.06 31.7% 25.08 2.9% 74% False False
120 952.40 666.79 285.61 32.7% 28.85 3.3% 72% 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 4.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 974.51
2.618 941.56
1.618 921.37
1.000 908.89
0.618 901.18
HIGH 888.70
0.618 880.99
0.500 878.61
0.382 876.22
LOW 868.51
0.618 856.03
1.000 848.32
1.618 835.84
2.618 815.65
4.250 782.70
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 878.61 871.18
PP 876.67 869.54
S1 874.74 867.91

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

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