S&P500 Cash Index


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 918.84 919.86 1.02 0.1% 918.13
High 922.00 927.99 5.99 0.6% 922.00
Low 913.03 916.18 3.15 0.3% 888.86
Close 918.90 927.23 8.33 0.9% 918.90
Range 8.97 11.81 2.84 31.7% 33.14
ATR 17.74 17.31 -0.42 -2.4% 0.00
Volume
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 959.23 955.04 933.73
R3 947.42 943.23 930.48
R2 935.61 935.61 929.40
R1 931.42 931.42 928.31 933.52
PP 923.80 923.80 923.80 924.85
S1 919.61 919.61 926.15 921.71
S2 911.99 911.99 925.06
S3 900.18 907.80 923.98
S4 888.37 895.99 920.73
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,009.34 997.26 937.13
R3 976.20 964.12 928.01
R2 943.06 943.06 924.98
R1 930.98 930.98 921.94 937.02
PP 909.92 909.92 909.92 912.94
S1 897.84 897.84 915.86 903.88
S2 876.78 876.78 912.82
S3 843.64 864.70 909.79
S4 810.50 831.56 900.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 927.99 888.86 39.13 4.2% 14.06 1.5% 98% True False
10 928.00 888.86 39.14 4.2% 15.17 1.6% 98% False False
20 956.23 888.86 67.37 7.3% 15.76 1.7% 57% False False
40 956.23 878.94 77.29 8.3% 17.92 1.9% 62% False False
60 956.23 814.53 141.70 15.3% 18.33 2.0% 80% False False
80 956.23 666.79 289.44 31.2% 20.58 2.2% 90% False False
100 956.23 666.79 289.44 31.2% 21.52 2.3% 90% False False
120 956.23 666.79 289.44 31.2% 22.32 2.4% 90% False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 978.18
2.618 958.91
1.618 947.10
1.000 939.80
0.618 935.29
HIGH 927.99
0.618 923.48
0.500 922.09
0.382 920.69
LOW 916.18
0.618 908.88
1.000 904.37
1.618 897.07
2.618 885.26
4.250 865.99
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 925.52 922.20
PP 923.80 917.16
S1 922.09 912.13

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

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