S&P500 Cash Index


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 972.16 978.63 6.47 0.7% 942.07
High 979.79 982.49 2.70 0.3% 979.79
Low 965.95 972.29 6.34 0.7% 940.99
Close 979.26 982.18 2.92 0.3% 979.26
Range 13.84 10.20 -3.64 -26.3% 38.80
ATR 16.26 15.83 -0.43 -2.7% 0.00
Volume
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,009.59 1,006.08 987.79
R3 999.39 995.88 984.99
R2 989.19 989.19 984.05
R1 985.68 985.68 983.12 987.44
PP 978.99 978.99 978.99 979.86
S1 975.48 975.48 981.25 977.24
S2 968.79 968.79 980.31
S3 958.59 965.28 979.38
S4 948.39 955.08 976.57
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,083.08 1,069.97 1,000.60
R3 1,044.28 1,031.17 989.93
R2 1,005.48 1,005.48 986.37
R1 992.37 992.37 982.82 998.93
PP 966.68 966.68 966.68 969.96
S1 953.57 953.57 975.70 960.13
S2 927.88 927.88 972.15
S3 889.08 914.77 968.59
S4 850.28 875.97 957.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 982.49 943.22 39.27 4.0% 15.12 1.5% 99% True False
10 982.49 896.50 85.99 8.8% 14.31 1.5% 100% True False
20 982.49 869.32 113.17 11.5% 15.12 1.5% 100% True False
40 982.49 869.32 113.17 11.5% 15.76 1.6% 100% True False
60 982.49 866.10 116.39 11.9% 17.03 1.7% 100% True False
80 982.49 814.53 167.96 17.1% 17.77 1.8% 100% True False
100 982.49 666.79 315.70 32.1% 19.67 2.0% 100% True False
120 982.49 666.79 315.70 32.1% 20.54 2.1% 100% True False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3.05
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,025.84
2.618 1,009.19
1.618 998.99
1.000 992.69
0.618 988.79
HIGH 982.49
0.618 978.59
0.500 977.39
0.382 976.19
LOW 972.29
0.618 965.99
1.000 962.09
1.618 955.79
2.618 945.59
4.250 928.94
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 980.58 977.41
PP 978.99 972.65
S1 977.39 967.88

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

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