S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Oct-2008
Day Change Summary
Previous Current
15-Oct-2008 16-Oct-2008 Change Change % Previous Week
Open 994.60 909.53 -85.07 -8.6% 1,097.56
High 994.60 947.71 -46.89 -4.7% 1,097.56
Low 903.99 865.83 -38.16 -4.2% 839.80
Close 907.84 946.43 38.59 4.3% 899.22
Range 90.61 81.88 -8.73 -9.6% 257.76
ATR 61.87 63.30 1.43 2.3% 0.00
Volume
Daily Pivots for day following 16-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,165.63 1,137.91 991.46
R3 1,083.75 1,056.03 968.95
R2 1,001.87 1,001.87 961.44
R1 974.15 974.15 953.94 988.01
PP 919.99 919.99 919.99 926.92
S1 892.27 892.27 938.92 906.13
S2 838.11 838.11 931.42
S3 756.23 810.39 923.91
S4 674.35 728.51 901.40
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 1,044.31 839.80 204.51 21.6% 87.09 9.2% 52% False False
10 1,153.82 839.80 314.02 33.2% 80.36 8.5% 34% False False
20 1,265.12 839.80 425.32 44.9% 62.49 6.6% 25% False False
40 1,303.04 839.80 463.24 48.9% 46.71 4.9% 23% False False
60 1,313.15 839.80 473.35 50.0% 38.07 4.0% 23% False False
80 1,335.63 839.80 495.83 52.4% 34.75 3.7% 22% False False
100 1,406.32 839.80 566.52 59.9% 31.61 3.3% 19% False False
120 1,440.24 839.80 600.44 63.4% 29.17 3.1% 18% 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 17.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,295.70
2.618 1,162.07
1.618 1,080.19
1.000 1,029.59
0.618 998.31
HIGH 947.71
0.618 916.43
0.500 906.77
0.382 897.11
LOW 865.83
0.618 815.23
1.000 783.95
1.618 733.35
2.618 651.47
4.250 517.84
Fisher Pivots for day following 16-Oct-2008
Pivot 1 day 3 day
R1 933.21 955.07
PP 919.99 952.19
S1 906.77 949.31

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

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