S&P500 Cash Index

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	953.11	968.67	15.56	1.6%	874.28
High	984.38	975.57	-8.81	-0.9%	984.38
Low	944.59	958.82	14.23	1.5%	845.27
Close	968.75	966.30	-2.45	-0.3%	968.75
Range	39.79	16.75	-23.04	-57.9%	139.11
ATR	58.27	55.31	-2.97	-5.1%	0.00
Volume

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,017.15	1,008.47	975.51
R3	1,000.40	991.72	970.91
R2	983.65	983.65	969.37
R1	974.97	974.97	967.84	970.94
PP	966.90	966.90	966.90	964.88
S1	958.22	958.22	964.76	954.19
S2	950.15	950.15	963.23
S3	933.40	941.47	961.69
S4	916.65	924.72	957.09

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%	46.84	4.8%	87%	False	False
10	985.44	845.27	140.17	14.5%	49.79	5.2%	86%	False	False
20	1,072.91	839.80	233.11	24.1%	63.20	6.5%	54%	False	False
40	1,268.66	839.80	428.86	44.4%	55.44	5.7%	29%	False	False
60	1,313.15	839.80	473.35	49.0%	43.71	4.5%	27%	False	False
80	1,313.15	839.80	473.35	49.0%	38.42	4.0%	27%	False	False
100	1,366.59	839.80	526.79	54.5%	35.23	3.6%	24%	False	False
120	1,440.24	839.80	600.44	62.1%	32.51	3.4%	21%	False	False

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.66
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	1,046.76
2.618	1,019.42
1.618	1,002.67
1.000	992.32
0.618	985.92
HIGH	975.57
0.618	969.17
0.500	967.20
0.382	965.22
LOW	958.82
0.618	948.47
1.000	942.07
1.618	931.72
2.618	914.97
4.250	887.63

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	967.20	963.01
PP	966.90	959.73
S1	966.60	956.44

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

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