S&P500 Cash Index

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	951.67	899.08	-52.59	-5.5%	912.75
High	951.67	922.83	-28.84	-3.0%	1,044.31
Low	875.81	858.44	-17.37	-2.0%	865.83
Close	896.78	908.11	11.33	1.3%	940.55
Range	75.86	64.39	-11.47	-15.1%	178.48
ATR	61.44	61.65	0.21	0.3%	0.00
Volume

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,089.63	1,063.26	943.52
R3	1,025.24	998.87	925.82
R2	960.85	960.85	919.91
R1	934.48	934.48	914.01	947.67
PP	896.46	896.46	896.46	903.05
S1	870.09	870.09	902.21	883.28
S2	832.07	832.07	896.31
S3	767.68	805.70	890.40
S4	703.29	741.31	872.70

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	985.44	858.44	127.00	14.0%	56.20	6.2%	39%	False	True
10	1,044.31	839.80	204.51	22.5%	71.65	7.9%	33%	False	False
20	1,215.77	839.80	375.97	41.4%	67.26	7.4%	18%	False	False
40	1,303.04	839.80	463.24	51.0%	51.61	5.7%	15%	False	False
60	1,313.15	839.80	473.35	52.1%	40.83	4.5%	14%	False	False
80	1,313.15	839.80	473.35	52.1%	36.87	4.1%	14%	False	False
100	1,404.05	839.80	564.25	62.1%	33.60	3.7%	12%	False	False
120	1,440.24	839.80	600.44	66.1%	30.80	3.4%	11%	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	15.89
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,196.49
2.618	1,091.40
1.618	1,027.01
1.000	987.22
0.618	962.62
HIGH	922.83
0.618	898.23
0.500	890.64
0.382	883.04
LOW	858.44
0.618	818.65
1.000	794.05
1.618	754.26
2.618	689.87
4.250	584.78

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	902.29	921.94
PP	896.46	917.33
S1	890.64	912.72

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

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