S&P500 Cash Index


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1,001.84 952.40 -49.44 -4.9% 874.28
High 1,001.84 952.40 -49.44 -4.9% 984.38
Low 949.86 899.73 -50.13 -5.3% 845.27
Close 952.77 904.88 -47.89 -5.0% 968.75
Range 51.98 52.67 0.69 1.3% 139.11
ATR 54.41 54.32 -0.10 -0.2% 0.00
Volume
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,077.01 1,043.62 933.85
R3 1,024.34 990.95 919.36
R2 971.67 971.67 914.54
R1 938.28 938.28 909.71 928.64
PP 919.00 919.00 919.00 914.19
S1 885.61 885.61 900.05 875.97
S2 866.33 866.33 895.22
S3 813.66 832.94 890.40
S4 760.99 780.27 875.91
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 1,007.51 899.73 107.78 11.9% 39.48 4.4% 5% False True
10 1,007.51 845.27 162.24 17.9% 46.56 5.1% 37% False False
20 1,044.31 839.80 204.51 22.6% 59.10 6.5% 32% False False
40 1,265.12 839.80 425.32 47.0% 56.34 6.2% 15% False False
60 1,303.04 839.80 463.24 51.2% 45.06 5.0% 14% False False
80 1,313.15 839.80 473.35 52.3% 38.97 4.3% 14% False False
100 1,349.59 839.80 509.79 56.3% 36.16 4.0% 13% False False
120 1,424.49 839.80 584.69 64.6% 33.29 3.7% 11% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.78
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,176.25
2.618 1,090.29
1.618 1,037.62
1.000 1,005.07
0.618 984.95
HIGH 952.40
0.618 932.28
0.500 926.07
0.382 919.85
LOW 899.73
0.618 867.18
1.000 847.06
1.618 814.51
2.618 761.84
4.250 675.88
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 926.07 953.62
PP 919.00 937.37
S1 911.94 921.13

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

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