S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Nov-2008
Day Change Summary
Previous Current
17-Nov-2008 18-Nov-2008 Change Change % Previous Week
Open 873.23 852.34 -20.89 -2.4% 936.75
High 882.29 865.90 -16.39 -1.9% 951.95
Low 848.98 826.84 -22.14 -2.6% 818.69
Close 850.75 859.12 8.37 1.0% 873.29
Range 33.31 39.06 5.75 17.3% 133.26
ATR 51.64 50.74 -0.90 -1.7% 0.00
Volume
Daily Pivots for day following 18-Nov-2008
Classic Woodie Camarilla DeMark
R4 967.80 952.52 880.60
R3 928.74 913.46 869.86
R2 889.68 889.68 866.28
R1 874.40 874.40 862.70 882.04
PP 850.62 850.62 850.62 854.44
S1 835.34 835.34 855.54 842.98
S2 811.56 811.56 851.96
S3 772.50 796.28 848.38
S4 733.44 757.22 837.64
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
5 916.88 818.69 98.19 11.4% 51.32 6.0% 41% False False
10 1,001.84 818.69 183.15 21.3% 46.25 5.4% 22% False False
20 1,007.51 818.69 188.82 22.0% 48.18 5.6% 21% False False
40 1,220.03 818.69 401.34 46.7% 55.46 6.5% 10% False False
60 1,303.04 818.69 484.35 56.4% 48.59 5.7% 8% False False
80 1,313.15 818.69 494.46 57.6% 41.50 4.8% 8% False False
100 1,313.15 818.69 494.46 57.6% 38.13 4.4% 8% False False
120 1,404.05 818.69 585.36 68.1% 35.23 4.1% 7% 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 8.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,031.91
2.618 968.16
1.618 929.10
1.000 904.96
0.618 890.04
HIGH 865.90
0.618 850.98
0.500 846.37
0.382 841.76
LOW 826.84
0.618 802.70
1.000 787.78
1.618 763.64
2.618 724.58
4.250 660.84
Fisher Pivots for day following 18-Nov-2008
Pivot 1 day 3 day
R1 854.87 871.86
PP 850.62 867.61
S1 846.37 863.37

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

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