S&P500 Cash Index

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	936.75	917.15	-19.60	-2.1%	968.67
High	951.95	917.15	-34.80	-3.7%	1,007.51
Low	907.47	884.90	-22.57	-2.5%	899.73
Close	919.21	898.95	-20.26	-2.2%	930.99
Range	44.48	32.25	-12.23	-27.5%	107.78
ATR	51.77	50.53	-1.25	-2.4%	0.00
Volume

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	997.08	980.27	916.69
R3	964.83	948.02	907.82
R2	932.58	932.58	904.86
R1	915.77	915.77	901.91	908.05
PP	900.33	900.33	900.33	896.48
S1	883.52	883.52	895.99	875.80
S2	868.08	868.08	893.04
S3	835.83	851.27	890.08
S4	803.58	819.02	881.21

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	1,001.84	884.90	116.94	13.0%	41.19	4.6%	12%	False	True
10	1,007.51	884.90	122.61	13.6%	38.11	4.2%	11%	False	True
20	1,007.51	845.27	162.24	18.0%	51.02	5.7%	33%	False	False
40	1,265.12	839.80	425.32	47.3%	55.74	6.2%	14%	False	False
60	1,303.04	839.80	463.24	51.5%	45.74	5.1%	13%	False	False
80	1,313.15	839.80	473.35	52.7%	39.70	4.4%	12%	False	False
100	1,335.63	839.80	495.83	55.2%	36.58	4.1%	12%	False	False
120	1,406.32	839.80	566.52	63.0%	33.68	3.7%	10%	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	5.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,054.21
2.618	1,001.58
1.618	969.33
1.000	949.40
0.618	937.08
HIGH	917.15
0.618	904.83
0.500	901.03
0.382	897.22
LOW	884.90
0.618	864.97
1.000	852.65
1.618	832.72
2.618	800.47
4.250	747.84

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	901.03	918.43
PP	900.33	911.93
S1	899.64	905.44

Download as Excel Spreadsheet

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

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