S&P500 Cash Index

Trading Metrics calculated at close of trading on 13-Oct-2008

Day Change Summary
	Previous	Current
	10-Oct-2008	13-Oct-2008	Change	Change %	Previous Week
Open	902.31	912.75	10.44	1.2%	1,097.56
High	936.36	1,006.93	70.57	7.5%	1,097.56
Low	839.80	912.75	72.95	8.7%	839.80
Close	899.22	1,003.35	104.13	11.6%	899.22
Range	96.56	94.18	-2.38	-2.5%	257.76
ATR	54.61	58.41	3.79	6.9%	0.00
Volume

Daily Pivots for day following 13-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,256.88	1,224.30	1,055.15
R3	1,162.70	1,130.12	1,029.25
R2	1,068.52	1,068.52	1,020.62
R1	1,035.94	1,035.94	1,011.98	1,052.23
PP	974.34	974.34	974.34	982.49
S1	941.76	941.76	994.72	958.05
S2	880.16	880.16	986.08
S3	785.98	847.58	977.45
S4	691.80	753.40	951.55

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,718.81	1,566.77	1,040.99
R3	1,461.05	1,309.01	970.10
R2	1,203.29	1,203.29	946.48
R1	1,051.25	1,051.25	922.85	998.39
PP	945.53	945.53	945.53	919.10
S1	793.49	793.49	875.59	740.63
S2	687.77	687.77	851.96
S3	430.01	535.73	828.34
S4	172.25	277.97	757.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,072.91	839.80	233.11	23.2%	82.71	8.2%	70%	False	False
10	1,168.03	839.80	328.23	32.7%	68.86	6.9%	50%	False	False
20	1,265.12	839.80	425.32	42.4%	59.14	5.9%	38%	False	False
40	1,303.04	839.80	463.24	46.2%	41.94	4.2%	35%	False	False
60	1,313.15	839.80	473.35	47.2%	34.92	3.5%	35%	False	False
80	1,341.02	839.80	501.22	50.0%	32.40	3.2%	33%	False	False
100	1,406.32	839.80	566.52	56.5%	29.58	2.9%	29%	False	False
120	1,440.24	839.80	600.44	59.8%	27.58	2.7%	27%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,407.20
2.618	1,253.49
1.618	1,159.31
1.000	1,101.11
0.618	1,065.13
HIGH	1,006.93
0.618	970.95
0.500	959.84
0.382	948.73
LOW	912.75
0.618	854.55
1.000	818.57
1.618	760.37
2.618	666.19
4.250	512.49

Fisher Pivots for day following 13-Oct-2008
Pivot	1 day	3 day
R1	988.85	976.69
PP	974.34	950.03
S1	959.84	923.37

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

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