S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 898.60 881.90 -16.70 -1.9% 919.86
High 898.60 886.80 -11.80 -1.3% 931.92
Low 879.93 869.32 -10.61 -1.2% 896.42
Close 881.03 879.56 -1.47 -0.2% 896.42
Range 18.67 17.48 -1.19 -6.4% 35.50
ATR 17.40 17.41 0.01 0.0% 0.00
Volume
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 931.00 922.76 889.17
R3 913.52 905.28 884.37
R2 896.04 896.04 882.76
R1 887.80 887.80 881.16 883.18
PP 878.56 878.56 878.56 876.25
S1 870.32 870.32 877.96 865.70
S2 861.08 861.08 876.36
S3 843.60 852.84 874.75
S4 826.12 835.36 869.95
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
5 931.92 869.32 62.60 7.1% 16.89 1.9% 16% False True
10 931.92 869.32 62.60 7.1% 16.21 1.8% 16% False True
20 956.23 869.32 86.91 9.9% 16.29 1.9% 12% False True
40 956.23 869.32 86.91 9.9% 17.49 2.0% 12% False True
60 956.23 826.83 129.40 14.7% 18.29 2.1% 41% False False
80 956.23 749.93 206.30 23.5% 19.77 2.2% 63% False False
100 956.23 666.79 289.44 32.9% 20.96 2.4% 74% False False
120 956.23 666.79 289.44 32.9% 22.06 2.5% 74% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961.09
2.618 932.56
1.618 915.08
1.000 904.28
0.618 897.60
HIGH 886.80
0.618 880.12
0.500 878.06
0.382 876.00
LOW 869.32
0.618 858.52
1.000 851.84
1.618 841.04
2.618 823.56
4.250 795.03
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 879.06 884.02
PP 878.56 882.53
S1 878.06 881.05

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

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