S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Oct-2008
Day Change Summary
Previous Current
17-Oct-2008 20-Oct-2008 Change Change % Previous Week
Open 942.29 943.51 1.22 0.1% 912.75
High 984.64 985.40 0.76 0.1% 1,044.31
Low 918.74 943.51 24.77 2.7% 865.83
Close 940.55 985.40 44.85 4.8% 940.55
Range 65.90 41.89 -24.01 -36.4% 178.48
ATR 63.48 62.15 -1.33 -2.1% 0.00
Volume
Daily Pivots for day following 20-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,097.11 1,083.14 1,008.44
R3 1,055.22 1,041.25 996.92
R2 1,013.33 1,013.33 993.08
R1 999.36 999.36 989.24 1,006.35
PP 971.44 971.44 971.44 974.93
S1 957.47 957.47 981.56 964.46
S2 929.55 929.55 977.72
S3 887.66 915.58 973.88
S4 845.77 873.69 962.36
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,485.67 1,391.59 1,038.71
R3 1,307.19 1,213.11 989.63
R2 1,128.71 1,128.71 973.27
R1 1,034.63 1,034.63 956.91 1,081.67
PP 950.23 950.23 950.23 973.75
S1 856.15 856.15 924.19 903.19
S2 771.75 771.75 907.83
S3 593.27 677.67 891.47
S4 414.79 499.19 842.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,044.31 865.83 178.48 18.1% 70.50 7.2% 67% False False
10 1,072.91 839.80 233.11 23.7% 76.61 7.8% 62% False False
20 1,221.15 839.80 381.35 38.7% 62.79 6.4% 38% False False
40 1,303.04 839.80 463.24 47.0% 48.61 4.9% 31% False False
60 1,313.15 839.80 473.35 48.0% 39.15 4.0% 31% False False
80 1,313.15 839.80 473.35 48.0% 35.42 3.6% 31% False False
100 1,404.46 839.80 564.66 57.3% 32.38 3.3% 26% False False
120 1,440.24 839.80 600.44 60.9% 29.81 3.0% 24% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18.02
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,163.43
2.618 1,095.07
1.618 1,053.18
1.000 1,027.29
0.618 1,011.29
HIGH 985.40
0.618 969.40
0.500 964.46
0.382 959.51
LOW 943.51
0.618 917.62
1.000 901.62
1.618 875.73
2.618 833.84
4.250 765.48
Fisher Pivots for day following 20-Oct-2008
Pivot 1 day 3 day
R1 978.42 965.47
PP 971.44 945.54
S1 964.46 925.62

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

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