S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 919.96 918.13 -1.83 -0.2% 942.45
High 927.09 918.13 -8.96 -1.0% 942.45
Low 915.80 893.04 -22.76 -2.5% 903.78
Close 921.23 893.04 -28.19 -3.1% 921.23
Range 11.29 25.09 13.80 122.2% 38.67
ATR 17.96 18.69 0.73 4.1% 0.00
Volume
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 976.67 959.95 906.84
R3 951.58 934.86 899.94
R2 926.49 926.49 897.64
R1 909.77 909.77 895.34 905.59
PP 901.40 901.40 901.40 899.31
S1 884.68 884.68 890.74 880.50
S2 876.31 876.31 888.44
S3 851.22 859.59 886.14
S4 826.13 834.50 879.24
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,038.50 1,018.53 942.50
R3 999.83 979.86 931.86
R2 961.16 961.16 928.32
R1 941.19 941.19 924.77 931.84
PP 922.49 922.49 922.49 917.81
S1 902.52 902.52 917.69 893.17
S2 883.82 883.82 914.14
S3 845.15 863.85 910.60
S4 806.48 825.18 899.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.00 893.04 34.96 3.9% 16.29 1.8% 0% False True
10 956.23 893.04 63.19 7.1% 16.46 1.8% 0% False True
20 956.23 881.46 74.77 8.4% 18.00 2.0% 15% False False
40 956.23 847.12 109.11 12.2% 18.45 2.1% 42% False False
60 956.23 779.81 176.42 19.8% 19.25 2.2% 64% False False
80 956.23 666.79 289.44 32.4% 21.23 2.4% 78% False False
100 956.23 666.79 289.44 32.4% 21.97 2.5% 78% False False
120 956.23 666.79 289.44 32.4% 22.65 2.5% 78% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.01
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,024.76
2.618 983.82
1.618 958.73
1.000 943.22
0.618 933.64
HIGH 918.13
0.618 908.55
0.500 905.59
0.382 902.62
LOW 893.04
0.618 877.53
1.000 867.95
1.618 852.44
2.618 827.35
4.250 786.41
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 905.59 910.07
PP 901.40 904.39
S1 897.22 898.72

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

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