S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 755.84 801.20 45.36 6.0% 873.23
High 801.20 865.60 64.40 8.0% 882.29
Low 741.02 801.20 60.18 8.1% 741.02
Close 800.03 851.81 51.78 6.5% 800.03
Range 60.18 64.40 4.22 7.0% 141.27
ATR 53.35 54.22 0.87 1.6% 0.00
Volume
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,032.74 1,006.67 887.23
R3 968.34 942.27 869.52
R2 903.94 903.94 863.62
R1 877.87 877.87 857.71 890.91
PP 839.54 839.54 839.54 846.05
S1 813.47 813.47 845.91 826.51
S2 775.14 775.14 840.00
S3 710.74 749.07 834.10
S4 646.34 684.67 816.39
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
5 865.90 741.02 124.88 14.7% 58.95 6.9% 89% False False
10 917.15 741.02 176.13 20.7% 54.46 6.4% 63% False False
20 1,007.51 741.02 266.49 31.3% 49.43 5.8% 42% False False
40 1,168.03 741.02 427.01 50.1% 57.34 6.7% 26% False False
60 1,303.04 741.02 562.02 66.0% 51.86 6.1% 20% False False
80 1,313.15 741.02 572.13 67.2% 43.67 5.1% 19% False False
100 1,313.15 741.02 572.13 67.2% 39.78 4.7% 19% False False
120 1,400.06 741.02 659.04 77.4% 36.63 4.3% 17% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,139.30
2.618 1,034.20
1.618 969.80
1.000 930.00
0.618 905.40
HIGH 865.60
0.618 841.00
0.500 833.40
0.382 825.80
LOW 801.20
0.618 761.40
1.000 736.80
1.618 697.00
2.618 632.60
4.250 527.50
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 845.67 835.64
PP 839.54 819.48
S1 833.40 803.31

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

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