S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 904.36 873.23 -31.13 -3.4% 936.75
High 916.88 882.29 -34.59 -3.8% 951.95
Low 869.88 848.98 -20.90 -2.4% 818.69
Close 873.29 850.75 -22.54 -2.6% 873.29
Range 47.00 33.31 -13.69 -29.1% 133.26
ATR 53.05 51.64 -1.41 -2.7% 0.00
Volume
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 960.60 938.99 869.07
R3 927.29 905.68 859.91
R2 893.98 893.98 856.86
R1 872.37 872.37 853.80 866.52
PP 860.67 860.67 860.67 857.75
S1 839.06 839.06 847.70 833.21
S2 827.36 827.36 844.64
S3 794.05 805.75 841.59
S4 760.74 772.44 832.43
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,281.09 1,210.45 946.58
R3 1,147.83 1,077.19 909.94
R2 1,014.57 1,014.57 897.72
R1 943.93 943.93 885.51 912.62
PP 881.31 881.31 881.31 865.66
S1 810.67 810.67 861.07 779.36
S2 748.05 748.05 848.86
S3 614.79 677.41 836.64
S4 481.53 544.15 800.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 917.15 818.69 98.46 11.6% 49.96 5.9% 33% False False
10 1,007.51 818.69 188.82 22.2% 45.97 5.4% 17% False False
20 1,007.51 818.69 188.82 22.2% 47.88 5.6% 17% False False
40 1,221.15 818.69 402.46 47.3% 55.34 6.5% 8% False False
60 1,303.04 818.69 484.35 56.9% 48.37 5.7% 7% False False
80 1,313.15 818.69 494.46 58.1% 41.33 4.9% 6% False False
100 1,313.15 818.69 494.46 58.1% 37.91 4.5% 6% False False
120 1,404.46 818.69 585.77 68.9% 34.96 4.1% 5% False False
Crabel Price Patterns
NR True
NR4 True
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 7.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,023.86
2.618 969.50
1.618 936.19
1.000 915.60
0.618 902.88
HIGH 882.29
0.618 869.57
0.500 865.64
0.382 861.70
LOW 848.98
0.618 828.39
1.000 815.67
1.618 795.08
2.618 761.77
4.250 707.41
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 865.64 867.79
PP 860.67 862.11
S1 855.71 856.43

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

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