S&P500 Cash Index


Trading Metrics calculated at close of trading on 20-Nov-2008
Day Change Summary
Previous Current
19-Nov-2008 20-Nov-2008 Change Change % Previous Week
Open 859.03 805.87 -53.16 -6.2% 936.75
High 864.57 820.52 -44.05 -5.1% 951.95
Low 806.18 747.78 -58.40 -7.2% 818.69
Close 806.58 752.44 -54.14 -6.7% 873.29
Range 58.39 72.74 14.35 24.6% 133.26
ATR 51.29 52.82 1.53 3.0% 0.00
Volume
Daily Pivots for day following 20-Nov-2008
Classic Woodie Camarilla DeMark
R4 991.80 944.86 792.45
R3 919.06 872.12 772.44
R2 846.32 846.32 765.78
R1 799.38 799.38 759.11 786.48
PP 773.58 773.58 773.58 767.13
S1 726.64 726.64 745.77 713.74
S2 700.84 700.84 739.10
S3 628.10 653.90 732.44
S4 555.36 581.16 712.43
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,281.09 1,210.45 946.58
R3 1,147.83 1,077.19 909.94
R2 1,014.57 1,014.57 897.72
R1 943.93 943.93 885.51 912.62
PP 881.31 881.31 881.31 865.66
S1 810.67 810.67 861.07 779.36
S2 748.05 748.05 848.86
S3 614.79 677.41 836.64
S4 481.53 544.15 800.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 916.88 747.78 169.10 22.5% 50.10 6.7% 3% False True
10 951.95 747.78 204.17 27.1% 48.90 6.5% 2% False True
20 1,007.51 747.78 259.73 34.5% 47.73 6.3% 2% False True
40 1,215.77 747.78 467.99 62.2% 57.49 7.6% 1% False True
60 1,303.04 747.78 555.26 73.8% 50.32 6.7% 1% False True
80 1,313.15 747.78 565.37 75.1% 42.55 5.7% 1% False True
100 1,313.15 747.78 565.37 75.1% 39.04 5.2% 1% False True
120 1,404.05 747.78 656.27 87.2% 35.95 4.8% 1% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,129.67
2.618 1,010.95
1.618 938.21
1.000 893.26
0.618 865.47
HIGH 820.52
0.618 792.73
0.500 784.15
0.382 775.57
LOW 747.78
0.618 702.83
1.000 675.04
1.618 630.09
2.618 557.35
4.250 438.64
Fisher Pivots for day following 20-Nov-2008
Pivot 1 day 3 day
R1 784.15 806.84
PP 773.58 788.71
S1 763.01 770.57

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

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