S&P500 Cash Index


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 852.90 886.89 33.99 4.0% 801.20
High 887.68 896.25 8.57 1.0% 896.25
Low 841.37 881.21 39.84 4.7% 801.20
Close 887.68 896.24 8.56 1.0% 896.24
Range 46.31 15.04 -31.27 -67.5% 95.05
ATR 52.31 49.65 -2.66 -5.1% 0.00
Volume
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 936.35 931.34 904.51
R3 921.31 916.30 900.38
R2 906.27 906.27 899.00
R1 901.26 901.26 897.62 903.77
PP 891.23 891.23 891.23 892.49
S1 886.22 886.22 894.86 888.73
S2 876.19 876.19 893.48
S3 861.15 871.18 892.10
S4 846.11 856.14 887.97
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,149.71 1,118.03 948.52
R3 1,054.66 1,022.98 922.38
R2 959.61 959.61 913.67
R1 927.93 927.93 904.95 943.77
PP 864.56 864.56 864.56 872.49
S1 832.88 832.88 887.53 848.72
S2 769.51 769.51 878.81
S3 674.46 737.83 870.10
S4 579.41 642.78 843.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 896.25 741.02 155.23 17.3% 43.98 4.9% 100% True False
10 916.88 741.02 175.86 19.6% 47.04 5.2% 88% False False
20 1,007.51 741.02 266.49 29.7% 45.31 5.1% 58% False False
40 1,153.82 741.02 412.80 46.1% 56.48 6.3% 38% False False
60 1,274.42 741.02 533.40 59.5% 52.04 5.8% 29% False False
80 1,313.15 741.02 572.13 63.8% 44.13 4.9% 27% False False
100 1,313.15 741.02 572.13 63.8% 39.76 4.4% 27% False False
120 1,366.59 741.02 625.57 69.8% 36.80 4.1% 25% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.29
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 960.17
2.618 935.62
1.618 920.58
1.000 911.29
0.618 905.54
HIGH 896.25
0.618 890.50
0.500 888.73
0.382 886.96
LOW 881.21
0.618 871.92
1.000 866.17
1.618 856.88
2.618 841.84
4.250 817.29
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 893.74 886.03
PP 891.23 875.83
S1 888.73 865.62

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

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