S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 912.75 1,009.97 97.22 10.7% 1,097.56
High 1,006.93 1,044.31 37.38 3.7% 1,097.56
Low 912.75 972.07 59.32 6.5% 839.80
Close 1,003.35 998.01 -5.34 -0.5% 899.22
Range 94.18 72.24 -21.94 -23.3% 257.76
ATR 58.41 59.39 0.99 1.7% 0.00
Volume
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,221.52 1,182.00 1,037.74
R3 1,149.28 1,109.76 1,017.88
R2 1,077.04 1,077.04 1,011.25
R1 1,037.52 1,037.52 1,004.63 1,021.16
PP 1,004.80 1,004.80 1,004.80 996.62
S1 965.28 965.28 991.39 948.92
S2 932.56 932.56 984.77
S3 860.32 893.04 978.14
S4 788.08 820.80 958.28
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 1,044.31 839.80 204.51 20.5% 81.83 8.2% 77% True False
10 1,167.03 839.80 327.23 32.8% 70.66 7.1% 48% False False
20 1,265.12 839.80 425.32 42.6% 60.47 6.1% 37% False False
40 1,303.04 839.80 463.24 46.4% 43.10 4.3% 34% False False
60 1,313.15 839.80 473.35 47.4% 35.93 3.6% 33% False False
80 1,335.63 839.80 495.83 49.7% 32.97 3.3% 32% False False
100 1,406.32 839.80 566.52 56.8% 30.21 3.0% 28% False False
120 1,440.24 839.80 600.44 60.2% 27.96 2.8% 26% False False
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 13.84
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,351.33
2.618 1,233.43
1.618 1,161.19
1.000 1,116.55
0.618 1,088.95
HIGH 1,044.31
0.618 1,016.71
0.500 1,008.19
0.382 999.67
LOW 972.07
0.618 927.43
1.000 899.83
1.618 855.19
2.618 782.95
4.250 665.05
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1,008.19 979.36
PP 1,004.80 960.71
S1 1,001.40 942.06

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

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