S&P500 Cash Index


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 886.96 887.20 0.24 0.0% 881.07
High 905.47 887.37 -18.10 -2.0% 918.85
Low 883.02 857.09 -25.93 -2.9% 857.72
Close 887.88 871.63 -16.25 -1.8% 887.88
Range 22.45 30.28 7.83 34.9% 61.13
ATR 40.32 39.64 -0.68 -1.7% 0.00
Volume
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 962.87 947.53 888.28
R3 932.59 917.25 879.96
R2 902.31 902.31 877.18
R1 886.97 886.97 874.41 879.50
PP 872.03 872.03 872.03 868.30
S1 856.69 856.69 868.85 849.22
S2 841.75 841.75 866.08
S3 811.47 826.41 863.30
S4 781.19 796.13 854.98
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,071.54 1,040.84 921.50
R3 1,010.41 979.71 904.69
R2 949.28 949.28 899.09
R1 918.58 918.58 893.48 933.93
PP 888.15 888.15 888.15 895.83
S1 857.45 857.45 882.28 872.80
S2 827.02 827.02 876.67
S3 765.89 796.32 871.07
S4 704.76 735.19 854.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.85 857.09 61.76 7.1% 30.47 3.5% 24% False True
10 918.85 851.35 67.50 7.7% 30.08 3.5% 30% False False
20 918.85 801.20 117.65 13.5% 37.52 4.3% 60% False False
40 1,007.51 741.02 266.49 30.6% 43.04 4.9% 49% False False
60 1,209.07 741.02 468.05 53.7% 51.37 5.9% 28% False False
80 1,303.04 741.02 562.02 64.5% 47.66 5.5% 23% False False
100 1,313.15 741.02 572.13 65.6% 41.96 4.8% 23% False False
120 1,313.15 741.02 572.13 65.6% 39.03 4.5% 23% 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 True
Bear Hook False
Bull Hook False
Stretch 5.76
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,016.06
2.618 966.64
1.618 936.36
1.000 917.65
0.618 906.08
HIGH 887.37
0.618 875.80
0.500 872.23
0.382 868.66
LOW 857.09
0.618 838.38
1.000 826.81
1.618 808.10
2.618 777.82
4.250 728.40
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 872.23 884.06
PP 872.03 879.91
S1 871.83 875.77

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

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