S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 899.08 895.22 -3.86 -0.4% 943.51
High 922.83 896.30 -26.53 -2.9% 985.44
Low 858.44 852.85 -5.59 -0.7% 852.85
Close 908.11 876.77 -31.34 -3.5% 876.77
Range 64.39 43.45 -20.94 -32.5% 132.59
ATR 61.65 61.19 -0.46 -0.7% 0.00
Volume
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,005.66 984.66 900.67
R3 962.21 941.21 888.72
R2 918.76 918.76 884.74
R1 897.76 897.76 880.75 886.54
PP 875.31 875.31 875.31 869.69
S1 854.31 854.31 872.79 843.09
S2 831.86 831.86 868.80
S3 788.41 810.86 864.82
S4 744.96 767.41 852.87
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,302.79 1,222.37 949.69
R3 1,170.20 1,089.78 913.23
R2 1,037.61 1,037.61 901.08
R1 957.19 957.19 888.92 931.11
PP 905.02 905.02 905.02 891.98
S1 824.60 824.60 864.62 798.52
S2 772.43 772.43 852.46
S3 639.84 692.01 840.31
S4 507.25 559.42 803.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 985.44 852.85 132.59 15.1% 51.71 5.9% 18% False True
10 1,044.31 852.85 191.46 21.8% 66.34 7.6% 12% False True
20 1,209.07 839.80 369.27 42.1% 68.02 7.8% 10% False False
40 1,303.04 839.80 463.24 52.8% 52.28 6.0% 8% False False
60 1,313.15 839.80 473.35 54.0% 41.24 4.7% 8% False False
80 1,313.15 839.80 473.35 54.0% 37.02 4.2% 8% False False
100 1,404.05 839.80 564.25 64.4% 33.87 3.9% 7% False False
120 1,440.24 839.80 600.44 68.5% 30.96 3.5% 6% 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 12.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,080.96
2.618 1,010.05
1.618 966.60
1.000 939.75
0.618 923.15
HIGH 896.30
0.618 879.70
0.500 874.58
0.382 869.45
LOW 852.85
0.618 826.00
1.000 809.40
1.618 782.55
2.618 739.10
4.250 668.19
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 876.04 902.26
PP 875.31 893.76
S1 874.58 885.27

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

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