S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 882.71 906.48 23.77 2.7% 888.61
High 918.57 916.26 -2.31 -0.3% 888.61
Low 882.71 885.38 2.67 0.3% 815.69
Close 909.70 888.67 -21.03 -2.3% 876.07
Range 35.86 30.88 -4.98 -13.9% 72.92
ATR 49.89 48.54 -1.36 -2.7% 0.00
Volume
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 989.41 969.92 905.65
R3 958.53 939.04 897.16
R2 927.65 927.65 894.33
R1 908.16 908.16 891.50 902.47
PP 896.77 896.77 896.77 893.92
S1 877.28 877.28 885.84 871.59
S2 865.89 865.89 883.01
S3 835.01 846.40 880.18
S4 804.13 815.52 871.69
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
5 918.57 818.41 100.16 11.3% 43.05 4.8% 70% False False
10 918.57 815.69 102.88 11.6% 41.61 4.7% 71% False False
20 918.57 741.02 177.55 20.0% 48.03 5.4% 83% False False
40 1,044.31 741.02 303.29 34.1% 50.52 5.7% 49% False False
60 1,265.12 741.02 524.10 59.0% 53.40 6.0% 28% False False
80 1,303.04 741.02 562.02 63.2% 46.23 5.2% 26% False False
100 1,313.15 741.02 572.13 64.4% 41.16 4.6% 26% False False
120 1,341.02 741.02 600.00 67.5% 38.44 4.3% 25% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,047.50
2.618 997.10
1.618 966.22
1.000 947.14
0.618 935.34
HIGH 916.26
0.618 904.46
0.500 900.82
0.382 897.18
LOW 885.38
0.618 866.30
1.000 854.50
1.618 835.42
2.618 804.54
4.250 754.14
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 900.82 881.94
PP 896.77 875.22
S1 892.72 868.49

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

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