S&P500 Cash Index


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 843.60 869.75 26.15 3.1% 801.20
High 873.12 875.60 2.48 0.3% 896.25
Low 827.60 833.60 6.00 0.7% 801.20
Close 870.74 845.22 -25.52 -2.9% 896.24
Range 45.52 42.00 -3.52 -7.7% 95.05
ATR 50.24 49.65 -0.59 -1.2% 0.00
Volume
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 977.47 953.35 868.32
R3 935.47 911.35 856.77
R2 893.47 893.47 852.92
R1 869.35 869.35 849.07 860.41
PP 851.47 851.47 851.47 847.01
S1 827.35 827.35 841.37 818.41
S2 809.47 809.47 837.52
S3 767.47 785.35 833.67
S4 725.47 743.35 822.12
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% 41.62 4.9% 37% False False
10 896.25 741.02 155.23 18.4% 48.57 5.7% 67% False False
20 952.40 741.02 211.38 25.0% 47.73 5.6% 49% False False
40 1,044.31 741.02 303.29 35.9% 54.50 6.4% 34% False False
60 1,265.12 741.02 524.10 62.0% 53.23 6.3% 20% False False
80 1,303.04 741.02 562.02 66.5% 45.31 5.4% 19% False False
100 1,313.15 741.02 572.13 67.7% 40.54 4.8% 18% False False
120 1,366.59 741.02 625.57 74.0% 37.79 4.5% 17% 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 True
Bear Hook False
Bull Hook False
Stretch 8.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,054.10
2.618 985.56
1.618 943.56
1.000 917.60
0.618 901.56
HIGH 875.60
0.618 859.56
0.500 854.60
0.382 849.64
LOW 833.60
0.618 807.64
1.000 791.60
1.618 765.64
2.618 723.64
4.250 655.10
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 854.60 846.77
PP 851.47 846.25
S1 848.35 845.74

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

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