S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Jul-2009
Day Change Summary
Previous Current
17-Jul-2009 20-Jul-2009 Change Change % Previous Week
Open 940.56 942.07 1.51 0.2% 879.57
High 941.89 951.62 9.73 1.0% 943.96
Low 934.65 940.99 6.34 0.7% 875.32
Close 940.38 951.13 10.75 1.1% 940.38
Range 7.24 10.63 3.39 46.8% 68.64
ATR 16.57 16.19 -0.38 -2.3% 0.00
Volume
Daily Pivots for day following 20-Jul-2009
Classic Woodie Camarilla DeMark
R4 979.80 976.10 956.98
R3 969.17 965.47 954.05
R2 958.54 958.54 953.08
R1 954.84 954.84 952.10 956.69
PP 947.91 947.91 947.91 948.84
S1 944.21 944.21 950.16 946.06
S2 937.28 937.28 949.18
S3 926.65 933.58 948.21
S4 916.02 922.95 945.28
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,125.81 1,101.73 978.13
R3 1,057.17 1,033.09 959.26
R2 988.53 988.53 952.96
R1 964.45 964.45 946.67 976.49
PP 919.89 919.89 919.89 925.91
S1 895.81 895.81 934.09 907.85
S2 851.25 851.25 927.80
S3 782.61 827.17 921.50
S4 713.97 758.53 902.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.62 896.50 55.12 5.8% 13.50 1.4% 99% True False
10 951.62 869.32 82.30 8.7% 14.96 1.6% 99% True False
20 951.62 869.32 82.30 8.7% 15.52 1.6% 99% True False
40 956.23 869.32 86.91 9.1% 16.45 1.7% 94% False False
60 956.23 847.12 109.11 11.5% 17.35 1.8% 95% False False
80 956.23 779.81 176.42 18.5% 18.24 1.9% 97% False False
100 956.23 666.79 289.44 30.4% 20.11 2.1% 98% False False
120 956.23 666.79 289.44 30.4% 20.96 2.2% 98% 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 2.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 996.80
2.618 979.45
1.618 968.82
1.000 962.25
0.618 958.19
HIGH 951.62
0.618 947.56
0.500 946.31
0.382 945.05
LOW 940.99
0.618 934.42
1.000 930.36
1.618 923.79
2.618 913.16
4.250 895.81
Fisher Pivots for day following 20-Jul-2009
Pivot 1 day 3 day
R1 949.52 947.27
PP 947.91 943.40
S1 946.31 939.54

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

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