S&P500 Cash Index


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 952.40 907.44 -44.96 -4.7% 968.67
High 952.40 931.46 -20.94 -2.2% 1,007.51
Low 899.73 906.90 7.17 0.8% 899.73
Close 904.88 930.99 26.11 2.9% 930.99
Range 52.67 24.56 -28.11 -53.4% 107.78
ATR 54.32 52.33 -1.98 -3.6% 0.00
Volume
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 996.80 988.45 944.50
R3 972.24 963.89 937.74
R2 947.68 947.68 935.49
R1 939.33 939.33 933.24 943.51
PP 923.12 923.12 923.12 925.20
S1 914.77 914.77 928.74 918.95
S2 898.56 898.56 926.49
S3 874.00 890.21 924.24
S4 849.44 865.65 917.48
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,269.42 1,207.98 990.27
R3 1,161.64 1,100.20 960.63
R2 1,053.86 1,053.86 950.75
R1 992.42 992.42 940.87 969.25
PP 946.08 946.08 946.08 934.49
S1 884.64 884.64 921.11 861.47
S2 838.30 838.30 911.23
S3 730.52 776.86 901.35
S4 622.74 669.08 871.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,007.51 899.73 107.78 11.6% 36.43 3.9% 29% False False
10 1,007.51 845.27 162.24 17.4% 44.67 4.8% 53% False False
20 1,044.31 845.27 199.04 21.4% 55.50 6.0% 43% False False
40 1,265.12 839.80 425.32 45.7% 56.42 6.1% 21% False False
60 1,303.04 839.80 463.24 49.8% 45.08 4.8% 20% False False
80 1,313.15 839.80 473.35 50.8% 39.02 4.2% 19% False False
100 1,347.66 839.80 507.86 54.6% 36.25 3.9% 18% False False
120 1,419.12 839.80 579.32 62.2% 33.37 3.6% 16% False False
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.72
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,035.84
2.618 995.76
1.618 971.20
1.000 956.02
0.618 946.64
HIGH 931.46
0.618 922.08
0.500 919.18
0.382 916.28
LOW 906.90
0.618 891.72
1.000 882.34
1.618 867.16
2.618 842.60
4.250 802.52
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 927.05 950.79
PP 923.12 944.19
S1 919.18 937.59

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

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