S&P500 Cash Index


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 892.17 898.35 6.18 0.7% 888.61
High 908.27 904.63 -3.64 -0.4% 888.61
Low 885.45 868.73 -16.72 -1.9% 815.69
Close 899.24 873.59 -25.65 -2.9% 876.07
Range 22.82 35.90 13.08 57.3% 72.92
ATR 46.70 45.93 -0.77 -1.7% 0.00
Volume
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 990.02 967.70 893.34
R3 954.12 931.80 883.46
R2 918.22 918.22 880.17
R1 895.90 895.90 876.88 889.11
PP 882.32 882.32 882.32 878.92
S1 860.00 860.00 870.30 853.21
S2 846.42 846.42 867.01
S3 810.52 824.10 863.72
S4 774.62 788.20 853.85
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 11.5% 37.29 4.3% 55% False False
10 918.57 815.69 102.88 11.8% 39.46 4.5% 56% False False
20 918.57 741.02 177.55 20.3% 47.21 5.4% 75% False False
40 1,007.51 741.02 266.49 30.5% 47.92 5.5% 50% False False
60 1,265.12 741.02 524.10 60.0% 52.71 6.0% 25% False False
80 1,303.04 741.02 562.02 64.3% 46.48 5.3% 24% False False
100 1,313.15 741.02 572.13 65.5% 41.34 4.7% 23% False False
120 1,335.63 741.02 594.61 68.1% 38.64 4.4% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,057.21
2.618 998.62
1.618 962.72
1.000 940.53
0.618 926.82
HIGH 904.63
0.618 890.92
0.500 886.68
0.382 882.44
LOW 868.73
0.618 846.54
1.000 832.83
1.618 810.64
2.618 774.74
4.250 716.16
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 886.68 892.50
PP 882.32 886.19
S1 877.95 879.89

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

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