S&P500 Cash Index


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 844.43 882.71 38.28 4.5% 888.61
High 879.42 918.57 39.15 4.5% 888.61
Low 818.41 882.71 64.30 7.9% 815.69
Close 876.07 909.70 33.63 3.8% 876.07
Range 61.01 35.86 -25.15 -41.2% 72.92
ATR 50.46 49.89 -0.57 -1.1% 0.00
Volume
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,011.24 996.33 929.42
R3 975.38 960.47 919.56
R2 939.52 939.52 916.27
R1 924.61 924.61 912.99 932.07
PP 903.66 903.66 903.66 907.39
S1 888.75 888.75 906.41 896.21
S2 867.80 867.80 903.13
S3 831.94 852.89 899.84
S4 796.08 817.03 889.98
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,078.88 1,050.40 916.18
R3 1,005.96 977.48 896.12
R2 933.04 933.04 889.44
R1 904.56 904.56 882.75 882.34
PP 860.12 860.12 860.12 849.02
S1 831.64 831.64 869.39 809.42
S2 787.20 787.20 862.70
S3 714.28 758.72 856.02
S4 641.36 685.80 835.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.57 817.94 100.63 11.1% 43.40 4.8% 91% True False
10 918.57 801.20 117.37 12.9% 44.96 4.9% 92% True False
20 951.95 741.02 210.93 23.2% 48.71 5.4% 80% False False
40 1,044.31 741.02 303.29 33.3% 52.11 5.7% 56% False False
60 1,265.12 741.02 524.10 57.6% 53.85 5.9% 32% False False
80 1,303.04 741.02 562.02 61.8% 45.99 5.1% 30% False False
100 1,313.15 741.02 572.13 62.9% 40.96 4.5% 29% False False
120 1,347.66 741.02 606.64 66.7% 38.33 4.2% 28% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 8.06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,070.98
2.618 1,012.45
1.618 976.59
1.000 954.43
0.618 940.73
HIGH 918.57
0.618 904.87
0.500 900.64
0.382 896.41
LOW 882.71
0.618 860.55
1.000 846.85
1.618 824.69
2.618 788.83
4.250 730.31
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 906.68 895.96
PP 903.66 882.23
S1 900.64 868.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.