S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 902.31 912.75 10.44 1.2% 1,097.56
High 936.36 1,006.93 70.57 7.5% 1,097.56
Low 839.80 912.75 72.95 8.7% 839.80
Close 899.22 1,003.35 104.13 11.6% 899.22
Range 96.56 94.18 -2.38 -2.5% 257.76
ATR 54.61 58.41 3.79 6.9% 0.00
Volume
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,256.88 1,224.30 1,055.15
R3 1,162.70 1,130.12 1,029.25
R2 1,068.52 1,068.52 1,020.62
R1 1,035.94 1,035.94 1,011.98 1,052.23
PP 974.34 974.34 974.34 982.49
S1 941.76 941.76 994.72 958.05
S2 880.16 880.16 986.08
S3 785.98 847.58 977.45
S4 691.80 753.40 951.55
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,718.81 1,566.77 1,040.99
R3 1,461.05 1,309.01 970.10
R2 1,203.29 1,203.29 946.48
R1 1,051.25 1,051.25 922.85 998.39
PP 945.53 945.53 945.53 919.10
S1 793.49 793.49 875.59 740.63
S2 687.77 687.77 851.96
S3 430.01 535.73 828.34
S4 172.25 277.97 757.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,072.91 839.80 233.11 23.2% 82.71 8.2% 70% False False
10 1,168.03 839.80 328.23 32.7% 68.86 6.9% 50% False False
20 1,265.12 839.80 425.32 42.4% 59.14 5.9% 38% False False
40 1,303.04 839.80 463.24 46.2% 41.94 4.2% 35% False False
60 1,313.15 839.80 473.35 47.2% 34.92 3.5% 35% False False
80 1,341.02 839.80 501.22 50.0% 32.40 3.2% 33% False False
100 1,406.32 839.80 566.52 56.5% 29.58 2.9% 29% False False
120 1,440.24 839.80 600.44 59.8% 27.58 2.7% 27% 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 10.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,407.20
2.618 1,253.49
1.618 1,159.31
1.000 1,101.11
0.618 1,065.13
HIGH 1,006.93
0.618 970.95
0.500 959.84
0.382 948.73
LOW 912.75
0.618 854.55
1.000 818.57
1.618 760.37
2.618 666.19
4.250 512.49
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 988.85 976.69
PP 974.34 950.03
S1 959.84 923.37

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

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