S&P500 Cash Index


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 817.94 843.60 25.66 3.1% 801.20
High 850.54 873.12 22.58 2.7% 896.25
Low 817.94 827.60 9.66 1.2% 801.20
Close 848.81 870.74 21.93 2.6% 896.24
Range 32.60 45.52 12.92 39.6% 95.05
ATR 50.60 50.24 -0.36 -0.7% 0.00
Volume
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 993.71 977.75 895.78
R3 948.19 932.23 883.26
R2 902.67 902.67 879.09
R1 886.71 886.71 874.91 894.69
PP 857.15 857.15 857.15 861.15
S1 841.19 841.19 866.57 849.17
S2 811.63 811.63 862.39
S3 766.11 795.67 858.22
S4 720.59 750.15 845.70
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
5 896.25 815.69 80.56 9.3% 42.48 4.9% 68% False False
10 896.25 741.02 155.23 17.8% 50.21 5.8% 84% False False
20 1,001.84 741.02 260.82 30.0% 48.23 5.5% 50% False False
40 1,044.31 741.02 303.29 34.8% 54.70 6.3% 43% False False
60 1,265.12 741.02 524.10 60.2% 52.90 6.1% 25% False False
80 1,304.79 741.02 563.77 64.7% 45.02 5.2% 23% False False
100 1,313.15 741.02 572.13 65.7% 40.46 4.6% 23% False False
120 1,366.59 741.02 625.57 71.8% 37.54 4.3% 21% 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 8.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,066.58
2.618 992.29
1.618 946.77
1.000 918.64
0.618 901.25
HIGH 873.12
0.618 855.73
0.500 850.36
0.382 844.99
LOW 827.60
0.618 799.47
1.000 782.08
1.618 753.95
2.618 708.43
4.250 634.14
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 863.95 864.54
PP 857.15 858.35
S1 850.36 852.15

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

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