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

Download as Excel Spreadsheet

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

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