S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 932.49 945.67 13.18 1.4% 923.26
High 942.47 951.69 9.22 1.0% 951.69
Low 929.32 934.13 4.81 0.5% 923.26
Close 942.46 940.09 -2.37 -0.3% 940.09
Range 13.15 17.56 4.41 33.5% 28.43
ATR 20.30 20.11 -0.20 -1.0% 0.00
Volume
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 994.65 984.93 949.75
R3 977.09 967.37 944.92
R2 959.53 959.53 943.31
R1 949.81 949.81 941.70 945.89
PP 941.97 941.97 941.97 940.01
S1 932.25 932.25 938.48 928.33
S2 924.41 924.41 936.87
S3 906.85 914.69 935.26
S4 889.29 897.13 930.43
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,023.64 1,010.29 955.73
R3 995.21 981.86 947.91
R2 966.78 966.78 945.30
R1 953.43 953.43 942.70 960.11
PP 938.35 938.35 938.35 941.68
S1 925.00 925.00 937.48 931.68
S2 909.92 909.92 934.88
S3 881.49 896.57 932.27
S4 853.06 868.14 924.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.69 923.26 28.43 3.0% 16.96 1.8% 59% True False
10 951.69 881.46 70.23 7.5% 18.83 2.0% 83% True False
20 951.69 878.94 72.75 7.7% 18.92 2.0% 84% True False
40 951.69 826.83 124.86 13.3% 19.69 2.1% 91% True False
60 951.69 714.76 236.93 25.2% 21.31 2.3% 95% True False
80 951.69 666.79 284.90 30.3% 22.28 2.4% 96% True False
100 951.69 666.79 284.90 30.3% 23.36 2.5% 96% True False
120 951.69 666.79 284.90 30.3% 23.31 2.5% 96% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,026.32
2.618 997.66
1.618 980.10
1.000 969.25
0.618 962.54
HIGH 951.69
0.618 944.98
0.500 942.91
0.382 940.84
LOW 934.13
0.618 923.28
1.000 916.57
1.618 905.72
2.618 888.16
4.250 859.50
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 942.91 939.32
PP 941.97 938.54
S1 941.03 937.77

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

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