S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-May-2009
Day Change Summary
Previous Current
07-May-2009 08-May-2009 Change Change % Previous Week
Open 919.58 909.03 -10.55 -1.1% 879.21
High 929.58 930.17 0.59 0.1% 930.17
Low 901.36 909.03 7.67 0.9% 879.21
Close 907.39 929.23 21.84 2.4% 929.23
Range 28.22 21.14 -7.08 -25.1% 50.96
ATR 21.85 21.91 0.07 0.3% 0.00
Volume
Daily Pivots for day following 08-May-2009
Classic Woodie Camarilla DeMark
R4 986.23 978.87 940.86
R3 965.09 957.73 935.04
R2 943.95 943.95 933.11
R1 936.59 936.59 931.17 940.27
PP 922.81 922.81 922.81 924.65
S1 915.45 915.45 927.29 919.13
S2 901.67 901.67 925.35
S3 880.53 894.31 923.42
S4 859.39 873.17 917.60
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,065.75 1,048.45 957.26
R3 1,014.79 997.49 943.24
R2 963.83 963.83 938.57
R1 946.53 946.53 933.90 955.18
PP 912.87 912.87 912.87 917.20
S1 895.57 895.57 924.56 904.22
S2 861.91 861.91 919.89
S3 810.95 844.61 915.22
S4 759.99 793.65 901.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 930.17 879.21 50.96 5.5% 20.94 2.3% 98% True False
10 930.17 847.12 83.05 8.9% 19.60 2.1% 99% True False
20 930.17 826.83 103.34 11.1% 20.13 2.2% 99% True False
40 930.17 742.46 187.71 20.2% 22.09 2.4% 99% True False
60 930.17 666.79 263.38 28.3% 23.49 2.5% 100% True False
80 930.17 666.79 263.38 28.3% 24.54 2.6% 100% True False
100 943.85 666.79 277.06 29.8% 24.08 2.6% 95% False False
120 943.85 666.79 277.06 29.8% 27.42 3.0% 95% 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 3.97
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,020.02
2.618 985.51
1.618 964.37
1.000 951.31
0.618 943.23
HIGH 930.17
0.618 922.09
0.500 919.60
0.382 917.11
LOW 909.03
0.618 895.97
1.000 887.89
1.618 874.83
2.618 853.69
4.250 819.19
Fisher Pivots for day following 08-May-2009
Pivot 1 day 3 day
R1 926.02 924.74
PP 922.81 920.25
S1 919.60 915.77

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

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