S&P500 Cash Index

Trading Metrics calculated at close of trading on 27-Oct-2008

Day Change Summary
	Previous	Current
	24-Oct-2008	27-Oct-2008	Change	Change %	Previous Week
Open	895.22	874.28	-20.94	-2.3%	943.51
High	896.30	893.78	-2.52	-0.3%	985.44
Low	852.85	846.75	-6.10	-0.7%	852.85
Close	876.77	848.92	-27.85	-3.2%	876.77
Range	43.45	47.03	3.58	8.2%	132.59
ATR	61.19	60.18	-1.01	-1.7%	0.00
Volume

Daily Pivots for day following 27-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,004.24	973.61	874.79
R3	957.21	926.58	861.85
R2	910.18	910.18	857.54
R1	879.55	879.55	853.23	871.35
PP	863.15	863.15	863.15	859.05
S1	832.52	832.52	844.61	824.32
S2	816.12	816.12	840.30
S3	769.09	785.49	835.99
S4	722.06	738.46	823.05

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,302.79	1,222.37	949.69
R3	1,170.20	1,089.78	913.23
R2	1,037.61	1,037.61	901.08
R1	957.19	957.19	888.92	931.11
PP	905.02	905.02	905.02	891.98
S1	824.60	824.60	864.62	798.52
S2	772.43	772.43	852.46
S3	639.84	692.01	840.31
S4	507.25	559.42	803.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	985.44	846.75	138.69	16.3%	52.74	6.2%	2%	False	True
10	1,044.31	846.75	197.56	23.3%	61.62	7.3%	1%	False	True
20	1,168.03	839.80	328.23	38.7%	65.24	7.7%	3%	False	False
40	1,303.04	839.80	463.24	54.6%	53.08	6.3%	2%	False	False
60	1,313.15	839.80	473.35	55.8%	41.76	4.9%	2%	False	False
80	1,313.15	839.80	473.35	55.8%	37.37	4.4%	2%	False	False
100	1,400.06	839.80	560.26	66.0%	34.07	4.0%	2%	False	False
120	1,440.24	839.80	600.44	70.7%	31.11	3.7%	2%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	14.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,093.66
2.618	1,016.90
1.618	969.87
1.000	940.81
0.618	922.84
HIGH	893.78
0.618	875.81
0.500	870.27
0.382	864.72
LOW	846.75
0.618	817.69
1.000	799.72
1.618	770.66
2.618	723.63
4.250	646.87

Fisher Pivots for day following 27-Oct-2008
Pivot	1 day	3 day
R1	870.27	884.79
PP	863.15	872.83
S1	856.04	860.88

Download as Excel Spreadsheet

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

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