S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 874.28 848.92 -25.36 -2.9% 943.51
High 893.78 940.51 46.73 5.2% 985.44
Low 846.75 845.27 -1.48 -0.2% 852.85
Close 848.92 940.51 91.59 10.8% 876.77
Range 47.03 95.24 48.21 102.5% 132.59
ATR 60.18 62.68 2.50 4.2% 0.00
Volume
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,194.48 1,162.74 992.89
R3 1,099.24 1,067.50 966.70
R2 1,004.00 1,004.00 957.97
R1 972.26 972.26 949.24 988.13
PP 908.76 908.76 908.76 916.70
S1 877.02 877.02 931.78 892.89
S2 813.52 813.52 923.05
S3 718.28 781.78 914.32
S4 623.04 686.54 888.13
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
5 951.67 845.27 106.40 11.3% 65.19 6.9% 90% False True
10 994.60 845.27 149.33 15.9% 63.92 6.8% 64% False True
20 1,167.03 839.80 327.23 34.8% 67.29 7.2% 31% False False
40 1,280.60 839.80 440.80 46.9% 54.69 5.8% 23% False False
60 1,313.15 839.80 473.35 50.3% 43.13 4.6% 21% False False
80 1,313.15 839.80 473.35 50.3% 38.14 4.1% 21% False False
100 1,370.63 839.80 530.83 56.4% 34.62 3.7% 19% False False
120 1,440.24 839.80 600.44 63.8% 31.80 3.4% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.48
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,345.28
2.618 1,189.85
1.618 1,094.61
1.000 1,035.75
0.618 999.37
HIGH 940.51
0.618 904.13
0.500 892.89
0.382 881.65
LOW 845.27
0.618 786.41
1.000 750.03
1.618 691.17
2.618 595.93
4.250 440.50
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 924.64 924.64
PP 908.76 908.76
S1 892.89 892.89

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

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