S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Oct-2006
Day Change Summary
Previous Current
20-Oct-2006 23-Oct-2006 Change Change % Previous Week
Open 1,366.94 1,368.58 1.64 0.1% 1,365.61
High 1,368.66 1,377.40 8.74 0.6% 1,372.87
Low 1,362.10 1,363.94 1.84 0.1% 1,356.87
Close 1,368.60 1,377.02 8.42 0.6% 1,368.60
Range 6.56 13.46 6.90 105.2% 16.00
ATR 9.05 9.37 0.31 3.5% 0.00
Volume
Daily Pivots for day following 23-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,413.17 1,408.55 1,384.42
R3 1,399.71 1,395.09 1,380.72
R2 1,386.25 1,386.25 1,379.49
R1 1,381.63 1,381.63 1,378.25 1,383.94
PP 1,372.79 1,372.79 1,372.79 1,373.94
S1 1,368.17 1,368.17 1,375.79 1,370.48
S2 1,359.33 1,359.33 1,374.55
S3 1,345.87 1,354.71 1,373.32
S4 1,332.41 1,341.25 1,369.62
Weekly Pivots for week ending 20-Oct-2006
Classic Woodie Camarilla DeMark
R4 1,414.11 1,407.36 1,377.40
R3 1,398.11 1,391.36 1,373.00
R2 1,382.11 1,382.11 1,371.53
R1 1,375.36 1,375.36 1,370.07 1,378.74
PP 1,366.11 1,366.11 1,366.11 1,367.80
S1 1,359.36 1,359.36 1,367.13 1,362.74
S2 1,350.11 1,350.11 1,365.67
S3 1,334.11 1,343.36 1,364.20
S4 1,318.11 1,327.36 1,359.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,377.40 1,356.87 20.53 1.5% 9.76 0.7% 98% True False
10 1,377.40 1,343.57 33.83 2.5% 9.05 0.7% 99% True False
20 1,377.40 1,325.30 52.10 3.8% 8.89 0.6% 99% True False
40 1,377.40 1,290.93 86.47 6.3% 9.01 0.7% 100% True False
60 1,377.40 1,261.30 116.10 8.4% 9.60 0.7% 100% True False
80 1,377.40 1,224.54 152.86 11.1% 10.66 0.8% 100% True False
100 1,377.40 1,219.29 158.11 11.5% 11.73 0.9% 100% True False
120 1,377.40 1,219.29 158.11 11.5% 12.00 0.9% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.76
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,434.61
2.618 1,412.64
1.618 1,399.18
1.000 1,390.86
0.618 1,385.72
HIGH 1,377.40
0.618 1,372.26
0.500 1,370.67
0.382 1,369.08
LOW 1,363.94
0.618 1,355.62
1.000 1,350.48
1.618 1,342.16
2.618 1,328.70
4.250 1,306.74
Fisher Pivots for day following 23-Oct-2006
Pivot 1 day 3 day
R1 1,374.90 1,374.59
PP 1,372.79 1,372.16
S1 1,370.67 1,369.73

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

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