S&P500 Cash Index

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	938.12	940.35	2.23	0.2%	923.26
High	946.33	946.92	0.59	0.1%	951.69
Low	926.44	936.15	9.71	1.0%	923.26
Close	939.14	942.43	3.29	0.4%	940.09
Range	19.89	10.77	-9.12	-45.9%	28.43
ATR	20.09	19.43	-0.67	-3.3%	0.00
Volume

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	974.14	969.06	948.35
R3	963.37	958.29	945.39
R2	952.60	952.60	944.40
R1	947.52	947.52	943.42	950.06
PP	941.83	941.83	941.83	943.11
S1	936.75	936.75	941.44	939.29
S2	931.06	931.06	940.46
S3	920.29	925.98	939.47
S4	909.52	915.21	936.51

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	923.85	27.84	3.0%	16.01	1.7%	67%	False	False
10	951.69	887.60	64.09	6.8%	17.57	1.9%	86%	False	False
20	951.69	878.94	72.75	7.7%	18.68	2.0%	87%	False	False
40	951.69	826.83	124.86	13.2%	19.29	2.0%	93%	False	False
60	951.69	749.93	201.76	21.4%	20.93	2.2%	95%	False	False
80	951.69	666.79	284.90	30.2%	22.12	2.3%	97%	False	False
100	951.69	666.79	284.90	30.2%	23.21	2.5%	97%	False	False
120	951.69	666.79	284.90	30.2%	23.08	2.4%	97%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.87
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	992.69
2.618	975.12
1.618	964.35
1.000	957.69
0.618	953.58
HIGH	946.92
0.618	942.81
0.500	941.54
0.382	940.26
LOW	936.15
0.618	929.49
1.000	925.38
1.618	918.72
2.618	907.95
4.250	890.38

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	942.13	941.31
PP	941.83	940.19
S1	941.54	939.07

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

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