S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 918.13 893.46 -24.67 -2.7% 942.45
High 918.13 898.69 -19.44 -2.1% 942.45
Low 893.04 888.86 -4.18 -0.5% 903.78
Close 893.04 895.10 2.06 0.2% 921.23
Range 25.09 9.83 -15.26 -60.8% 38.67
ATR 18.69 18.06 -0.63 -3.4% 0.00
Volume
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 923.71 919.23 900.51
R3 913.88 909.40 897.80
R2 904.05 904.05 896.90
R1 899.57 899.57 896.00 901.81
PP 894.22 894.22 894.22 895.34
S1 889.74 889.74 894.20 891.98
S2 884.39 884.39 893.30
S3 874.56 879.91 892.40
S4 864.73 870.08 889.69
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
5 927.09 888.86 38.23 4.3% 14.97 1.7% 16% False True
10 956.23 888.86 67.37 7.5% 16.37 1.8% 9% False True
20 956.23 887.60 68.63 7.7% 16.97 1.9% 11% False False
40 956.23 847.12 109.11 12.2% 18.34 2.0% 44% False False
60 956.23 779.81 176.42 19.7% 19.16 2.1% 65% False False
80 956.23 666.79 289.44 32.3% 21.14 2.4% 79% False False
100 956.23 666.79 289.44 32.3% 21.82 2.4% 79% False False
120 956.23 666.79 289.44 32.3% 22.56 2.5% 79% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.05
Narrowest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 940.47
2.618 924.42
1.618 914.59
1.000 908.52
0.618 904.76
HIGH 898.69
0.618 894.93
0.500 893.78
0.382 892.62
LOW 888.86
0.618 882.79
1.000 879.03
1.618 872.96
2.618 863.13
4.250 847.08
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 894.66 907.98
PP 894.22 903.68
S1 893.78 899.39

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

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