S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 853.40 852.90 -0.50 -0.1% 873.23
High 868.94 887.68 18.74 2.2% 882.29
Low 834.99 841.37 6.38 0.8% 741.02
Close 857.39 887.68 30.29 3.5% 800.03
Range 33.95 46.31 12.36 36.4% 141.27
ATR 52.77 52.31 -0.46 -0.9% 0.00
Volume
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,011.17 995.74 913.15
R3 964.86 949.43 900.42
R2 918.55 918.55 896.17
R1 903.12 903.12 891.93 910.84
PP 872.24 872.24 872.24 876.10
S1 856.81 856.81 883.43 864.53
S2 825.93 825.93 879.19
S3 779.62 810.50 874.94
S4 733.31 764.19 862.21
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
5 887.68 741.02 146.66 16.5% 55.52 6.3% 100% True False
10 916.88 741.02 175.86 19.8% 54.97 6.2% 83% False False
20 1,007.51 741.02 266.49 30.0% 46.30 5.2% 55% False False
40 1,160.64 741.02 419.62 47.3% 57.33 6.5% 35% False False
60 1,274.42 741.02 533.40 60.1% 52.44 5.9% 27% False False
80 1,313.15 741.02 572.13 64.5% 44.14 5.0% 26% False False
100 1,313.15 741.02 572.13 64.5% 39.94 4.5% 26% False False
120 1,366.84 741.02 625.82 70.5% 36.80 4.1% 23% 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 13.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,084.50
2.618 1,008.92
1.618 962.61
1.000 933.99
0.618 916.30
HIGH 887.68
0.618 869.99
0.500 864.53
0.382 859.06
LOW 841.37
0.618 812.75
1.000 795.06
1.618 766.44
2.618 720.13
4.250 644.55
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 879.96 873.27
PP 872.24 858.85
S1 864.53 844.44

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

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