S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 894.27 898.60 4.33 0.5% 919.86
High 898.72 898.60 -0.12 0.0% 931.92
Low 886.36 879.93 -6.43 -0.7% 896.42
Close 898.72 881.03 -17.69 -2.0% 896.42
Range 12.36 18.67 6.31 51.1% 35.50
ATR 17.30 17.40 0.11 0.6% 0.00
Volume
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 942.53 930.45 891.30
R3 923.86 911.78 886.16
R2 905.19 905.19 884.45
R1 893.11 893.11 882.74 889.82
PP 886.52 886.52 886.52 884.87
S1 874.44 874.44 879.32 871.15
S2 867.85 867.85 877.61
S3 849.18 855.77 875.90
S4 830.51 837.10 870.76
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,014.75 991.09 915.95
R3 979.25 955.59 906.18
R2 943.75 943.75 902.93
R1 920.09 920.09 899.67 914.17
PP 908.25 908.25 908.25 905.30
S1 884.59 884.59 893.17 878.67
S2 872.75 872.75 889.91
S3 837.25 849.09 886.66
S4 801.75 813.59 876.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931.92 879.93 51.99 5.9% 16.82 1.9% 2% False True
10 931.92 879.93 51.99 5.9% 15.44 1.8% 2% False True
20 956.23 879.93 76.30 8.7% 15.95 1.8% 1% False True
40 956.23 878.94 77.29 8.8% 17.41 2.0% 3% False False
60 956.23 826.83 129.40 14.7% 18.32 2.1% 42% False False
80 956.23 742.46 213.77 24.3% 19.75 2.2% 65% False False
100 956.23 666.79 289.44 32.9% 21.05 2.4% 74% False False
120 956.23 666.79 289.44 32.9% 22.16 2.5% 74% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 977.95
2.618 947.48
1.618 928.81
1.000 917.27
0.618 910.14
HIGH 898.60
0.618 891.47
0.500 889.27
0.382 887.06
LOW 879.93
0.618 868.39
1.000 861.26
1.618 849.72
2.618 831.05
4.250 800.58
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 889.27 900.59
PP 886.52 894.07
S1 883.78 887.55

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

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