S&P500 Cash Index


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 939.38 953.11 13.73 1.5% 874.28
High 963.23 984.38 21.15 2.2% 984.38
Low 928.50 944.59 16.09 1.7% 845.27
Close 954.09 968.75 14.66 1.5% 968.75
Range 34.73 39.79 5.06 14.6% 139.11
ATR 59.69 58.27 -1.42 -2.4% 0.00
Volume
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,085.28 1,066.80 990.63
R3 1,045.49 1,027.01 979.69
R2 1,005.70 1,005.70 976.04
R1 987.22 987.22 972.40 996.46
PP 965.91 965.91 965.91 970.53
S1 947.43 947.43 965.10 956.67
S2 926.12 926.12 961.46
S3 886.33 907.64 957.81
S4 846.54 867.85 946.87
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,350.13 1,298.55 1,045.26
R3 1,211.02 1,159.44 1,007.01
R2 1,071.91 1,071.91 994.25
R1 1,020.33 1,020.33 981.50 1,046.12
PP 932.80 932.80 932.80 945.70
S1 881.22 881.22 956.00 907.01
S2 793.69 793.69 943.25
S3 654.58 742.11 930.49
S4 515.47 603.00 892.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 984.38 845.27 139.11 14.4% 52.90 5.5% 89% True False
10 985.44 845.27 140.17 14.5% 52.31 5.4% 88% False False
20 1,097.56 839.80 257.76 26.6% 66.84 6.9% 50% False False
40 1,274.42 839.80 434.62 44.9% 55.70 5.8% 30% False False
60 1,313.15 839.80 473.35 48.9% 44.03 4.5% 27% False False
80 1,313.15 839.80 473.35 48.9% 38.61 4.0% 27% False False
100 1,366.59 839.80 526.79 54.4% 35.28 3.6% 24% False False
120 1,440.24 839.80 600.44 62.0% 32.49 3.4% 21% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.97
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,153.49
2.618 1,088.55
1.618 1,048.76
1.000 1,024.17
0.618 1,008.97
HIGH 984.38
0.618 969.18
0.500 964.49
0.382 959.79
LOW 944.59
0.618 920.00
1.000 904.80
1.618 880.21
2.618 840.42
4.250 775.48
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 967.33 963.61
PP 965.91 958.46
S1 964.49 953.32

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

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