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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