S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 940.35 942.73 2.38 0.3% 923.26
High 946.92 949.77 2.85 0.3% 951.69
Low 936.15 927.97 -8.18 -0.9% 923.26
Close 942.43 939.15 -3.28 -0.3% 940.09
Range 10.77 21.80 11.03 102.4% 28.43
ATR 19.43 19.60 0.17 0.9% 0.00
Volume
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,004.36 993.56 951.14
R3 982.56 971.76 945.15
R2 960.76 960.76 943.15
R1 949.96 949.96 941.15 944.46
PP 938.96 938.96 938.96 936.22
S1 928.16 928.16 937.15 922.66
S2 917.16 917.16 935.15
S3 895.36 906.36 933.16
S4 873.56 884.56 927.16
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
5 951.69 926.44 25.25 2.7% 16.63 1.8% 50% False False
10 951.69 887.60 64.09 6.8% 17.56 1.9% 80% False False
20 951.69 878.94 72.75 7.7% 18.82 2.0% 83% False False
40 951.69 826.83 124.86 13.3% 19.42 2.1% 90% False False
60 951.69 749.93 201.76 21.5% 20.94 2.2% 94% False False
80 951.69 666.79 284.90 30.3% 22.22 2.4% 96% False False
100 951.69 666.79 284.90 30.3% 23.08 2.5% 96% False False
120 951.69 666.79 284.90 30.3% 22.90 2.4% 96% 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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.19
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,042.42
2.618 1,006.84
1.618 985.04
1.000 971.57
0.618 963.24
HIGH 949.77
0.618 941.44
0.500 938.87
0.382 936.30
LOW 927.97
0.618 914.50
1.000 906.17
1.618 892.70
2.618 870.90
4.250 835.32
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 939.06 938.80
PP 938.96 938.45
S1 938.87 938.11

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

View Archives - Comment on this page... - Back to Index of Symbols