S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 1,268.78 1,276.29 7.51 0.6% 1,254.66
High 1,277.63 1,278.17 0.54 0.0% 1,262.60
Low 1,265.36 1,270.43 5.07 0.4% 1,251.48
Close 1,276.56 1,273.85 -2.71 -0.2% 1,257.64
Range 12.27 7.74 -4.53 -36.9% 11.12
ATR 9.73 9.59 -0.14 -1.5% 0.00
Volume
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 1,297.37 1,293.35 1,278.11
R3 1,289.63 1,285.61 1,275.98
R2 1,281.89 1,281.89 1,275.27
R1 1,277.87 1,277.87 1,274.56 1,276.01
PP 1,274.15 1,274.15 1,274.15 1,273.22
S1 1,270.13 1,270.13 1,273.14 1,268.27
S2 1,266.41 1,266.41 1,272.43
S3 1,258.67 1,262.39 1,271.72
S4 1,250.93 1,254.65 1,269.59
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 1,290.60 1,285.24 1,263.76
R3 1,279.48 1,274.12 1,260.70
R2 1,268.36 1,268.36 1,259.68
R1 1,263.00 1,263.00 1,258.66 1,265.68
PP 1,257.24 1,257.24 1,257.24 1,258.58
S1 1,251.88 1,251.88 1,256.62 1,254.56
S2 1,246.12 1,246.12 1,255.60
S3 1,235.00 1,240.76 1,254.58
S4 1,223.88 1,229.64 1,251.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,278.17 1,254.19 23.98 1.9% 11.03 0.9% 82% True False
10 1,278.17 1,251.48 26.69 2.1% 7.89 0.6% 84% True False
20 1,278.17 1,226.85 51.32 4.0% 7.80 0.6% 92% True False
40 1,278.17 1,173.00 105.17 8.3% 10.45 0.8% 96% True False
60 1,278.17 1,159.71 118.46 9.3% 11.22 0.9% 96% True False
80 1,278.17 1,114.63 163.54 12.8% 11.69 0.9% 97% True False
100 1,278.17 1,039.70 238.47 18.7% 12.37 1.0% 98% True False
120 1,278.17 1,039.70 238.47 18.7% 12.93 1.0% 98% True False
Crabel Price Patterns
NR True
NR4 True
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 1.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,311.07
2.618 1,298.43
1.618 1,290.69
1.000 1,285.91
0.618 1,282.95
HIGH 1,278.17
0.618 1,275.21
0.500 1,274.30
0.382 1,273.39
LOW 1,270.43
0.618 1,265.65
1.000 1,262.69
1.618 1,257.91
2.618 1,250.17
4.250 1,237.54
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 1,274.30 1,272.71
PP 1,274.15 1,271.56
S1 1,274.00 1,270.42

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

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