S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 917.15 893.39 -23.76 -2.6% 968.67
High 917.15 893.39 -23.76 -2.6% 1,007.51
Low 884.90 850.48 -34.42 -3.9% 899.73
Close 898.95 852.30 -46.65 -5.2% 930.99
Range 32.25 42.91 10.66 33.1% 107.78
ATR 50.53 50.38 -0.15 -0.3% 0.00
Volume
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 994.12 966.12 875.90
R3 951.21 923.21 864.10
R2 908.30 908.30 860.17
R1 880.30 880.30 856.23 872.85
PP 865.39 865.39 865.39 861.66
S1 837.39 837.39 848.37 829.94
S2 822.48 822.48 844.43
S3 779.57 794.48 840.50
S4 736.66 751.57 828.70
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
5 952.40 850.48 101.92 12.0% 39.37 4.6% 2% False True
10 1,007.51 850.48 157.03 18.4% 37.63 4.4% 1% False True
20 1,007.51 845.27 162.24 19.0% 48.63 5.7% 4% False False
40 1,265.12 839.80 425.32 49.9% 55.46 6.5% 3% False False
60 1,303.04 839.80 463.24 54.4% 46.23 5.4% 3% False False
80 1,313.15 839.80 473.35 55.5% 39.88 4.7% 3% False False
100 1,335.63 839.80 495.83 58.2% 36.92 4.3% 3% False False
120 1,406.32 839.80 566.52 66.5% 33.88 4.0% 2% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,075.76
2.618 1,005.73
1.618 962.82
1.000 936.30
0.618 919.91
HIGH 893.39
0.618 877.00
0.500 871.94
0.382 866.87
LOW 850.48
0.618 823.96
1.000 807.57
1.618 781.05
2.618 738.14
4.250 668.11
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 871.94 901.22
PP 865.39 884.91
S1 858.85 868.61

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

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