S&P500 Cash Index


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 886.89 888.61 1.72 0.2% 801.20
High 896.25 888.61 -7.64 -0.9% 896.25
Low 881.21 815.69 -65.52 -7.4% 801.20
Close 896.24 816.21 -80.03 -8.9% 896.24
Range 15.04 72.92 57.88 384.8% 95.05
ATR 49.65 51.86 2.21 4.4% 0.00
Volume
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,058.93 1,010.49 856.32
R3 986.01 937.57 836.26
R2 913.09 913.09 829.58
R1 864.65 864.65 822.89 852.41
PP 840.17 840.17 840.17 834.05
S1 791.73 791.73 809.53 779.49
S2 767.25 767.25 802.84
S3 694.33 718.81 796.16
S4 621.41 645.89 776.10
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
5 896.25 801.20 95.05 11.6% 46.52 5.7% 16% False False
10 896.25 741.02 155.23 19.0% 49.63 6.1% 48% False False
20 1,007.51 741.02 266.49 32.6% 46.97 5.8% 28% False False
40 1,097.56 741.02 356.54 43.7% 56.91 7.0% 21% False False
60 1,274.42 741.02 533.40 65.4% 52.79 6.5% 14% False False
80 1,313.15 741.02 572.13 70.1% 44.76 5.5% 13% False False
100 1,313.15 741.02 572.13 70.1% 40.28 4.9% 13% False False
120 1,366.59 741.02 625.57 76.6% 37.23 4.6% 12% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.04
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,198.52
2.618 1,079.51
1.618 1,006.59
1.000 961.53
0.618 933.67
HIGH 888.61
0.618 860.75
0.500 852.15
0.382 843.55
LOW 815.69
0.618 770.63
1.000 742.77
1.618 697.71
2.618 624.79
4.250 505.78
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 852.15 855.97
PP 840.17 842.72
S1 828.19 829.46

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

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