S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 936.75 917.15 -19.60 -2.1% 968.67
High 951.95 917.15 -34.80 -3.7% 1,007.51
Low 907.47 884.90 -22.57 -2.5% 899.73
Close 919.21 898.95 -20.26 -2.2% 930.99
Range 44.48 32.25 -12.23 -27.5% 107.78
ATR 51.77 50.53 -1.25 -2.4% 0.00
Volume
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 997.08 980.27 916.69
R3 964.83 948.02 907.82
R2 932.58 932.58 904.86
R1 915.77 915.77 901.91 908.05
PP 900.33 900.33 900.33 896.48
S1 883.52 883.52 895.99 875.80
S2 868.08 868.08 893.04
S3 835.83 851.27 890.08
S4 803.58 819.02 881.21
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,269.42 1,207.98 990.27
R3 1,161.64 1,100.20 960.63
R2 1,053.86 1,053.86 950.75
R1 992.42 992.42 940.87 969.25
PP 946.08 946.08 946.08 934.49
S1 884.64 884.64 921.11 861.47
S2 838.30 838.30 911.23
S3 730.52 776.86 901.35
S4 622.74 669.08 871.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,001.84 884.90 116.94 13.0% 41.19 4.6% 12% False True
10 1,007.51 884.90 122.61 13.6% 38.11 4.2% 11% False True
20 1,007.51 845.27 162.24 18.0% 51.02 5.7% 33% False False
40 1,265.12 839.80 425.32 47.3% 55.74 6.2% 14% False False
60 1,303.04 839.80 463.24 51.5% 45.74 5.1% 13% False False
80 1,313.15 839.80 473.35 52.7% 39.70 4.4% 12% False False
100 1,335.63 839.80 495.83 55.2% 36.58 4.1% 12% False False
120 1,406.32 839.80 566.52 63.0% 33.68 3.7% 10% 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 5.93
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,054.21
2.618 1,001.58
1.618 969.33
1.000 949.40
0.618 937.08
HIGH 917.15
0.618 904.83
0.500 901.03
0.382 897.22
LOW 884.90
0.618 864.97
1.000 852.65
1.618 832.72
2.618 800.47
4.250 747.84
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 901.03 918.43
PP 900.33 911.93
S1 899.64 905.44

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

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