S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 888.68 887.00 -1.68 -0.2% 886.07
High 896.65 911.76 15.11 1.7% 924.60
Low 883.75 881.46 -2.29 -0.3% 879.61
Close 887.00 910.33 23.33 2.6% 887.00
Range 12.90 30.30 17.40 134.9% 44.99
ATR 20.67 21.35 0.69 3.3% 0.00
Volume
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 992.08 981.51 927.00
R3 961.78 951.21 918.66
R2 931.48 931.48 915.89
R1 920.91 920.91 913.11 926.20
PP 901.18 901.18 901.18 903.83
S1 890.61 890.61 907.55 895.90
S2 870.88 870.88 904.78
S3 840.58 860.31 902.00
S4 810.28 830.01 893.67
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.04 1,004.51 911.74
R3 987.05 959.52 899.37
R2 942.06 942.06 895.25
R1 914.53 914.53 891.12 928.30
PP 897.07 897.07 897.07 903.95
S1 869.54 869.54 882.88 883.31
S2 852.08 852.08 878.75
S3 807.09 824.55 874.63
S4 762.10 779.56 862.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.60 879.61 44.99 4.9% 19.68 2.2% 68% False False
10 924.60 878.94 45.66 5.0% 19.79 2.2% 69% False False
20 930.17 847.12 83.05 9.1% 19.70 2.2% 76% False False
40 930.17 779.81 150.36 16.5% 20.25 2.2% 87% False False
60 930.17 666.79 263.38 28.9% 22.53 2.5% 92% False False
80 930.17 666.79 263.38 28.9% 23.04 2.5% 92% False False
100 943.85 666.79 277.06 30.4% 23.68 2.6% 88% False False
120 943.85 666.79 277.06 30.4% 24.66 2.7% 88% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.32
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,040.54
2.618 991.09
1.618 960.79
1.000 942.06
0.618 930.49
HIGH 911.76
0.618 900.19
0.500 896.61
0.382 893.03
LOW 881.46
0.618 862.73
1.000 851.16
1.618 832.43
2.618 802.13
4.250 752.69
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 905.76 905.45
PP 901.18 900.57
S1 896.61 895.69

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

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