S&P500 Cash Index


Trading Metrics calculated at close of trading on 09-Oct-2008
Day Change Summary
Previous Current
08-Oct-2008 09-Oct-2008 Change Change % Previous Week
Open 988.91 988.42 -0.49 0.0% 1,209.06
High 1,021.06 1,005.25 -15.81 -1.5% 1,209.07
Low 970.97 909.19 -61.78 -6.4% 1,098.14
Close 984.94 909.92 -75.02 -7.6% 1,099.23
Range 50.09 96.06 45.97 91.8% 110.93
ATR 47.95 51.39 3.44 7.2% 0.00
Volume
Daily Pivots for day following 09-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,229.63 1,165.84 962.75
R3 1,133.57 1,069.78 936.34
R2 1,037.51 1,037.51 927.53
R1 973.72 973.72 918.73 957.59
PP 941.45 941.45 941.45 933.39
S1 877.66 877.66 901.11 861.53
S2 845.39 845.39 892.31
S3 749.33 781.60 883.50
S4 653.27 685.54 857.09
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,468.27 1,394.68 1,160.24
R3 1,357.34 1,283.75 1,129.74
R2 1,246.41 1,246.41 1,119.57
R1 1,172.82 1,172.82 1,109.40 1,154.15
PP 1,135.48 1,135.48 1,135.48 1,126.15
S1 1,061.89 1,061.89 1,089.06 1,043.22
S2 1,024.55 1,024.55 1,078.89
S3 913.62 950.96 1,068.72
S4 802.69 840.03 1,038.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,153.82 909.19 244.63 26.9% 73.62 8.1% 0% False True
10 1,215.77 909.19 306.58 33.7% 62.87 6.9% 0% False True
20 1,265.12 909.19 355.93 39.1% 53.58 5.9% 0% False True
40 1,303.04 909.19 393.85 43.3% 38.04 4.2% 0% False True
60 1,313.15 909.19 403.96 44.4% 32.26 3.5% 0% False True
80 1,349.59 909.19 440.40 48.4% 30.43 3.3% 0% False True
100 1,424.49 909.19 515.30 56.6% 28.13 3.1% 0% False True
120 1,440.24 909.19 531.05 58.4% 26.26 2.9% 0% False True
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 8.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,413.51
2.618 1,256.74
1.618 1,160.68
1.000 1,101.31
0.618 1,064.62
HIGH 1,005.25
0.618 968.56
0.500 957.22
0.382 945.88
LOW 909.19
0.618 849.82
1.000 813.13
1.618 753.76
2.618 657.70
4.250 500.94
Fisher Pivots for day following 09-Oct-2008
Pivot 1 day 3 day
R1 957.22 991.05
PP 941.45 964.01
S1 925.69 936.96

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

View Archives - Comment on this page... - Back to Index of Symbols