S&P500 Cash Index


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 801.20 853.40 52.20 6.5% 873.23
High 865.60 868.94 3.34 0.4% 882.29
Low 801.20 834.99 33.79 4.2% 741.02
Close 851.81 857.39 5.58 0.7% 800.03
Range 64.40 33.95 -30.45 -47.3% 141.27
ATR 54.22 52.77 -1.45 -2.7% 0.00
Volume
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 955.62 940.46 876.06
R3 921.67 906.51 866.73
R2 887.72 887.72 863.61
R1 872.56 872.56 860.50 880.14
PP 853.77 853.77 853.77 857.57
S1 838.61 838.61 854.28 846.19
S2 819.82 819.82 851.17
S3 785.87 804.66 848.05
S4 751.92 770.71 838.72
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,231.59 1,157.08 877.73
R3 1,090.32 1,015.81 838.88
R2 949.05 949.05 825.93
R1 874.54 874.54 812.98 841.16
PP 807.78 807.78 807.78 791.09
S1 733.27 733.27 787.08 699.89
S2 666.51 666.51 774.13
S3 525.24 592.00 761.18
S4 383.97 450.73 722.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 868.94 741.02 127.92 14.9% 57.93 6.8% 91% True False
10 916.88 741.02 175.86 20.5% 54.63 6.4% 66% False False
20 1,007.51 741.02 266.49 31.1% 46.37 5.4% 44% False False
40 1,167.03 741.02 426.01 49.7% 56.83 6.6% 27% False False
60 1,280.60 741.02 539.58 62.9% 51.92 6.1% 22% False False
80 1,313.15 741.02 572.13 66.7% 43.94 5.1% 20% False False
100 1,313.15 741.02 572.13 66.7% 39.79 4.6% 20% False False
120 1,370.63 741.02 629.61 73.4% 36.58 4.3% 18% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 12.01
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,013.23
2.618 957.82
1.618 923.87
1.000 902.89
0.618 889.92
HIGH 868.94
0.618 855.97
0.500 851.97
0.382 847.96
LOW 834.99
0.618 814.01
1.000 801.04
1.618 780.06
2.618 746.11
4.250 690.70
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 855.58 839.92
PP 853.77 822.45
S1 851.97 804.98

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

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