S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 880.03 879.57 -0.46 -0.1% 894.27
High 883.57 901.05 17.48 2.0% 898.72
Low 872.81 875.32 2.51 0.3% 869.32
Close 879.13 901.05 21.92 2.5% 879.13
Range 10.76 25.73 14.97 139.1% 29.40
ATR 16.40 17.07 0.67 4.1% 0.00
Volume
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 969.66 961.09 915.20
R3 943.93 935.36 908.13
R2 918.20 918.20 905.77
R1 909.63 909.63 903.41 913.92
PP 892.47 892.47 892.47 894.62
S1 883.90 883.90 898.69 888.19
S2 866.74 866.74 896.33
S3 841.01 858.17 893.97
S4 815.28 832.44 886.90
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 970.59 954.26 895.30
R3 941.19 924.86 887.22
R2 911.79 911.79 884.52
R1 895.46 895.46 881.83 888.93
PP 882.39 882.39 882.39 879.12
S1 866.06 866.06 876.44 859.53
S2 852.99 852.99 873.74
S3 823.59 836.66 871.05
S4 794.19 807.26 862.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 901.05 869.32 31.73 3.5% 16.41 1.8% 100% True False
10 931.92 869.32 62.60 6.9% 15.93 1.8% 51% False False
20 942.45 869.32 73.13 8.1% 16.10 1.8% 43% False False
40 956.23 869.32 86.91 9.6% 17.19 1.9% 37% False False
60 956.23 826.83 129.40 14.4% 18.10 2.0% 57% False False
80 956.23 766.20 190.03 21.1% 19.26 2.1% 71% False False
100 956.23 666.79 289.44 32.1% 20.82 2.3% 81% False False
120 956.23 666.79 289.44 32.1% 21.55 2.4% 81% 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 2.65
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,010.40
2.618 968.41
1.618 942.68
1.000 926.78
0.618 916.95
HIGH 901.05
0.618 891.22
0.500 888.19
0.382 885.15
LOW 875.32
0.618 859.42
1.000 849.59
1.618 833.69
2.618 807.96
4.250 765.97
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 896.76 896.34
PP 892.47 891.64
S1 888.19 886.93

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

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