S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 953.11 968.67 15.56 1.6% 874.28
High 984.38 975.57 -8.81 -0.9% 984.38
Low 944.59 958.82 14.23 1.5% 845.27
Close 968.75 966.30 -2.45 -0.3% 968.75
Range 39.79 16.75 -23.04 -57.9% 139.11
ATR 58.27 55.31 -2.97 -5.1% 0.00
Volume
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,017.15 1,008.47 975.51
R3 1,000.40 991.72 970.91
R2 983.65 983.65 969.37
R1 974.97 974.97 967.84 970.94
PP 966.90 966.90 966.90 964.88
S1 958.22 958.22 964.76 954.19
S2 950.15 950.15 963.23
S3 933.40 941.47 961.69
S4 916.65 924.72 957.09
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,350.13 1,298.55 1,045.26
R3 1,211.02 1,159.44 1,007.01
R2 1,071.91 1,071.91 994.25
R1 1,020.33 1,020.33 981.50 1,046.12
PP 932.80 932.80 932.80 945.70
S1 881.22 881.22 956.00 907.01
S2 793.69 793.69 943.25
S3 654.58 742.11 930.49
S4 515.47 603.00 892.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984.38 845.27 139.11 14.4% 46.84 4.8% 87% False False
10 985.44 845.27 140.17 14.5% 49.79 5.2% 86% False False
20 1,072.91 839.80 233.11 24.1% 63.20 6.5% 54% False False
40 1,268.66 839.80 428.86 44.4% 55.44 5.7% 29% False False
60 1,313.15 839.80 473.35 49.0% 43.71 4.5% 27% False False
80 1,313.15 839.80 473.35 49.0% 38.42 4.0% 27% False False
100 1,366.59 839.80 526.79 54.5% 35.23 3.6% 24% False False
120 1,440.24 839.80 600.44 62.1% 32.51 3.4% 21% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.66
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1,046.76
2.618 1,019.42
1.618 1,002.67
1.000 992.32
0.618 985.92
HIGH 975.57
0.618 969.17
0.500 967.20
0.382 965.22
LOW 958.82
0.618 948.47
1.000 942.07
1.618 931.72
2.618 914.97
4.250 887.63
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 967.20 963.01
PP 966.90 959.73
S1 966.60 956.44

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

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