S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 852.34 859.03 6.69 0.8% 936.75
High 865.90 864.57 -1.33 -0.2% 951.95
Low 826.84 806.18 -20.66 -2.5% 818.69
Close 859.12 806.58 -52.54 -6.1% 873.29
Range 39.06 58.39 19.33 49.5% 133.26
ATR 50.74 51.29 0.55 1.1% 0.00
Volume
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,000.95 962.15 838.69
R3 942.56 903.76 822.64
R2 884.17 884.17 817.28
R1 845.37 845.37 811.93 835.58
PP 825.78 825.78 825.78 820.88
S1 786.98 786.98 801.23 777.19
S2 767.39 767.39 795.88
S3 709.00 728.59 790.52
S4 650.61 670.20 774.47
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
5 916.88 806.18 110.70 13.7% 54.42 6.7% 0% False True
10 952.40 806.18 146.22 18.1% 46.90 5.8% 0% False True
20 1,007.51 806.18 201.33 25.0% 47.31 5.9% 0% False True
40 1,220.03 806.18 413.85 51.3% 56.48 7.0% 0% False True
60 1,303.04 806.18 496.86 61.6% 49.36 6.1% 0% False True
80 1,313.15 806.18 506.97 62.9% 41.89 5.2% 0% False True
100 1,313.15 806.18 506.97 62.9% 38.56 4.8% 0% False True
120 1,404.05 806.18 597.87 74.1% 35.54 4.4% 0% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,112.73
2.618 1,017.44
1.618 959.05
1.000 922.96
0.618 900.66
HIGH 864.57
0.618 842.27
0.500 835.38
0.382 828.48
LOW 806.18
0.618 770.09
1.000 747.79
1.618 711.70
2.618 653.31
4.250 558.02
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 835.38 844.24
PP 825.78 831.68
S1 816.18 819.13

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

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