S&P500 Cash Index


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 805.87 755.84 -50.03 -6.2% 873.23
High 820.52 801.20 -19.32 -2.4% 882.29
Low 747.78 741.02 -6.76 -0.9% 741.02
Close 752.44 800.03 47.59 6.3% 800.03
Range 72.74 60.18 -12.56 -17.3% 141.27
ATR 52.82 53.35 0.53 1.0% 0.00
Volume
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 961.29 940.84 833.13
R3 901.11 880.66 816.58
R2 840.93 840.93 811.06
R1 820.48 820.48 805.55 830.71
PP 780.75 780.75 780.75 785.86
S1 760.30 760.30 794.51 770.53
S2 720.57 720.57 789.00
S3 660.39 700.12 783.48
S4 600.21 639.94 766.93
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,231.59 1,157.08 877.73
R3 1,090.32 1,015.81 838.88
R2 949.05 949.05 825.93
R1 874.54 874.54 812.98 841.16
PP 807.78 807.78 807.78 791.09
S1 733.27 733.27 787.08 699.89
S2 666.51 666.51 774.13
S3 525.24 592.00 761.18
S4 383.97 450.73 722.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 882.29 741.02 141.27 17.7% 52.74 6.6% 42% False True
10 951.95 741.02 210.93 26.4% 52.46 6.6% 28% False True
20 1,007.51 741.02 266.49 33.3% 48.57 6.1% 22% False True
40 1,209.07 741.02 468.05 58.5% 58.29 7.3% 13% False True
60 1,303.04 741.02 562.02 70.2% 51.04 6.4% 10% False True
80 1,313.15 741.02 572.13 71.5% 43.07 5.4% 10% False True
100 1,313.15 741.02 572.13 71.5% 39.33 4.9% 10% False True
120 1,404.05 741.02 663.03 82.9% 36.32 4.5% 9% False True
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 11.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,056.97
2.618 958.75
1.618 898.57
1.000 861.38
0.618 838.39
HIGH 801.20
0.618 778.21
0.500 771.11
0.382 764.01
LOW 741.02
0.618 703.83
1.000 680.84
1.618 643.65
2.618 583.47
4.250 485.26
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 790.39 802.80
PP 780.75 801.87
S1 771.11 800.95

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

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