S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 939.51 939.38 -0.13 0.0% 943.51
High 969.97 963.23 -6.74 -0.7% 985.44
Low 922.26 928.50 6.24 0.7% 852.85
Close 930.09 954.09 24.00 2.6% 876.77
Range 47.71 34.73 -12.98 -27.2% 132.59
ATR 61.61 59.69 -1.92 -3.1% 0.00
Volume
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,052.80 1,038.17 973.19
R3 1,018.07 1,003.44 963.64
R2 983.34 983.34 960.46
R1 968.71 968.71 957.27 976.03
PP 948.61 948.61 948.61 952.26
S1 933.98 933.98 950.91 941.30
S2 913.88 913.88 947.72
S3 879.15 899.25 944.54
S4 844.42 864.52 934.99
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
5 969.97 845.27 124.70 13.1% 53.63 5.6% 87% False False
10 985.44 845.27 140.17 14.7% 54.92 5.8% 78% False False
20 1,153.82 839.80 314.02 32.9% 67.64 7.1% 36% False False
40 1,274.42 839.80 434.62 45.6% 55.40 5.8% 26% False False
60 1,313.15 839.80 473.35 49.6% 43.73 4.6% 24% False False
80 1,313.15 839.80 473.35 49.6% 38.37 4.0% 24% False False
100 1,366.59 839.80 526.79 55.2% 35.09 3.7% 22% False False
120 1,440.24 839.80 600.44 62.9% 32.25 3.4% 19% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,110.83
2.618 1,054.15
1.618 1,019.42
1.000 997.96
0.618 984.69
HIGH 963.23
0.618 949.96
0.500 945.87
0.382 941.77
LOW 928.50
0.618 907.04
1.000 893.77
1.618 872.31
2.618 837.58
4.250 780.90
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 951.35 938.60
PP 948.61 923.11
S1 945.87 907.62

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

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