S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 876.59 872.74 -3.85 -0.4% 862.82
High 888.70 880.48 -8.22 -0.9% 888.70
Low 868.51 866.10 -2.41 -0.3% 847.12
Close 872.81 877.52 4.71 0.5% 877.52
Range 20.19 14.38 -5.81 -28.8% 41.58
ATR 22.60 22.01 -0.59 -2.6% 0.00
Volume
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 917.84 912.06 885.43
R3 903.46 897.68 881.47
R2 889.08 889.08 880.16
R1 883.30 883.30 878.84 886.19
PP 874.70 874.70 874.70 876.15
S1 868.92 868.92 876.20 871.81
S2 860.32 860.32 874.88
S3 845.94 854.54 873.57
S4 831.56 840.16 869.61
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 995.85 978.27 900.39
R3 954.27 936.69 888.95
R2 912.69 912.69 885.14
R1 895.11 895.11 881.33 903.90
PP 871.11 871.11 871.11 875.51
S1 853.53 853.53 873.71 862.32
S2 829.53 829.53 869.90
S3 787.95 811.95 866.09
S4 746.37 770.37 854.65
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 4.7% 18.26 2.1% 73% False False
10 888.70 826.83 61.87 7.1% 20.70 2.4% 82% False False
20 888.70 814.53 74.17 8.5% 19.15 2.2% 85% False False
40 888.70 666.79 221.91 25.3% 23.24 2.6% 95% False False
60 888.70 666.79 221.91 25.3% 23.91 2.7% 95% False False
80 927.45 666.79 260.66 29.7% 24.52 2.8% 81% False False
100 943.85 666.79 277.06 31.6% 24.61 2.8% 76% False False
120 951.95 666.79 285.16 32.5% 28.53 3.3% 74% False False
Crabel Price Patterns
NR True
NR4 True
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 4.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 941.60
2.618 918.13
1.618 903.75
1.000 894.86
0.618 889.37
HIGH 880.48
0.618 874.99
0.500 873.29
0.382 871.59
LOW 866.10
0.618 857.21
1.000 851.72
1.618 842.83
2.618 828.45
4.250 804.99
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 876.11 875.94
PP 874.70 874.36
S1 873.29 872.78

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

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