S&P500 Cash Index


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 888.61 817.94 -70.67 -8.0% 801.20
High 888.61 850.54 -38.07 -4.3% 896.25
Low 815.69 817.94 2.25 0.3% 801.20
Close 816.21 848.81 32.60 4.0% 896.24
Range 72.92 32.60 -40.32 -55.3% 95.05
ATR 51.86 50.60 -1.25 -2.4% 0.00
Volume
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 936.90 925.45 866.74
R3 904.30 892.85 857.78
R2 871.70 871.70 854.79
R1 860.25 860.25 851.80 865.98
PP 839.10 839.10 839.10 841.96
S1 827.65 827.65 845.82 833.38
S2 806.50 806.50 842.83
S3 773.90 795.05 839.85
S4 741.30 762.45 830.88
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,149.71 1,118.03 948.52
R3 1,054.66 1,022.98 922.38
R2 959.61 959.61 913.67
R1 927.93 927.93 904.95 943.77
PP 864.56 864.56 864.56 872.49
S1 832.88 832.88 887.53 848.72
S2 769.51 769.51 878.81
S3 674.46 737.83 870.10
S4 579.41 642.78 843.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 896.25 815.69 80.56 9.5% 40.16 4.7% 41% False False
10 896.25 741.02 155.23 18.3% 49.56 5.8% 69% False False
20 1,007.51 741.02 266.49 31.4% 47.76 5.6% 40% False False
40 1,072.91 741.02 331.89 39.1% 55.48 6.5% 32% False False
60 1,268.66 741.02 527.64 62.2% 52.88 6.2% 20% False False
80 1,313.15 741.02 572.13 67.4% 44.72 5.3% 19% False False
100 1,313.15 741.02 572.13 67.4% 40.29 4.7% 19% False False
120 1,366.59 741.02 625.57 73.7% 37.32 4.4% 17% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 989.09
2.618 935.89
1.618 903.29
1.000 883.14
0.618 870.69
HIGH 850.54
0.618 838.09
0.500 834.24
0.382 830.39
LOW 817.94
0.618 797.79
1.000 785.34
1.618 765.19
2.618 732.59
4.250 679.39
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 843.95 855.97
PP 839.10 853.58
S1 834.24 851.20

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

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