S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 980.40 951.67 -28.73 -2.9% 912.75
High 985.44 951.67 -33.77 -3.4% 1,044.31
Low 952.47 875.81 -76.66 -8.0% 865.83
Close 955.05 896.78 -58.27 -6.1% 940.55
Range 32.97 75.86 42.89 130.1% 178.48
ATR 60.07 61.44 1.37 2.3% 0.00
Volume
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,135.67 1,092.08 938.50
R3 1,059.81 1,016.22 917.64
R2 983.95 983.95 910.69
R1 940.36 940.36 903.73 924.23
PP 908.09 908.09 908.09 900.02
S1 864.50 864.50 889.83 848.37
S2 832.23 832.23 882.87
S3 756.37 788.64 875.92
S4 680.51 712.78 855.06
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,485.67 1,391.59 1,038.71
R3 1,307.19 1,213.11 989.63
R2 1,128.71 1,128.71 973.27
R1 1,034.63 1,034.63 956.91 1,081.67
PP 950.23 950.23 950.23 973.75
S1 856.15 856.15 924.19 903.19
S2 771.75 771.75 907.83
S3 593.27 677.67 891.47
S4 414.79 499.19 842.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.44 865.83 119.61 13.3% 59.70 6.7% 26% False False
10 1,044.31 839.80 204.51 22.8% 74.82 8.3% 28% False False
20 1,220.03 839.80 380.23 42.4% 65.65 7.3% 15% False False
40 1,303.04 839.80 463.24 51.7% 50.38 5.6% 12% False False
60 1,313.15 839.80 473.35 52.8% 40.09 4.5% 12% False False
80 1,313.15 839.80 473.35 52.8% 36.37 4.1% 12% False False
100 1,404.05 839.80 564.25 62.9% 33.18 3.7% 10% False False
120 1,440.24 839.80 600.44 67.0% 30.36 3.4% 9% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 15.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,274.08
2.618 1,150.27
1.618 1,074.41
1.000 1,027.53
0.618 998.55
HIGH 951.67
0.618 922.69
0.500 913.74
0.382 904.79
LOW 875.81
0.618 828.93
1.000 799.95
1.618 753.07
2.618 677.21
4.250 553.41
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 913.74 930.63
PP 908.09 919.34
S1 902.43 908.06

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

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