S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 942.87 942.51 -0.36 0.0% 887.00
High 949.38 942.51 -6.87 -0.7% 920.02
Low 938.46 923.85 -14.61 -1.6% 881.46
Close 944.74 931.76 -12.98 -1.4% 919.14
Range 10.92 18.66 7.74 70.9% 38.56
ATR 20.85 20.85 0.00 0.0% 0.00
Volume
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 988.69 978.88 942.02
R3 970.03 960.22 936.89
R2 951.37 951.37 935.18
R1 941.56 941.56 933.47 937.14
PP 932.71 932.71 932.71 930.49
S1 922.90 922.90 930.05 918.48
S2 914.05 914.05 928.34
S3 895.39 904.24 926.63
S4 876.73 885.58 921.50
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,022.55 1,009.41 940.35
R3 983.99 970.85 929.74
R2 945.43 945.43 926.21
R1 932.29 932.29 922.67 938.86
PP 906.87 906.87 906.87 910.16
S1 893.73 893.73 915.61 900.30
S2 868.31 868.31 912.07
S3 829.75 855.17 908.54
S4 791.19 816.61 897.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.38 887.60 61.78 6.6% 18.48 2.0% 71% False False
10 949.38 879.61 69.77 7.5% 20.16 2.2% 75% False False
20 949.38 878.94 70.44 7.6% 19.61 2.1% 75% False False
40 949.38 814.53 134.85 14.5% 19.54 2.1% 87% False False
60 949.38 679.28 270.10 29.0% 21.77 2.3% 93% False False
80 949.38 666.79 282.59 30.3% 22.63 2.4% 94% False False
100 949.38 666.79 282.59 30.3% 23.55 2.5% 94% False False
120 949.38 666.79 282.59 30.3% 23.55 2.5% 94% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,021.82
2.618 991.36
1.618 972.70
1.000 961.17
0.618 954.04
HIGH 942.51
0.618 935.38
0.500 933.18
0.382 930.98
LOW 923.85
0.618 912.32
1.000 905.19
1.618 893.66
2.618 875.00
4.250 844.55
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 933.18 936.32
PP 932.71 934.80
S1 932.23 933.28

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

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