S&P500 Cash Index


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 869.75 844.43 -25.32 -2.9% 888.61
High 875.60 879.42 3.82 0.4% 888.61
Low 833.60 818.41 -15.19 -1.8% 815.69
Close 845.22 876.07 30.85 3.6% 876.07
Range 42.00 61.01 19.01 45.3% 72.92
ATR 49.65 50.46 0.81 1.6% 0.00
Volume
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,041.00 1,019.54 909.63
R3 979.99 958.53 892.85
R2 918.98 918.98 887.26
R1 897.52 897.52 881.66 908.25
PP 857.97 857.97 857.97 863.33
S1 836.51 836.51 870.48 847.24
S2 796.96 796.96 864.88
S3 735.95 775.50 859.29
S4 674.94 714.49 842.51
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,078.88 1,050.40 916.18
R3 1,005.96 977.48 896.12
R2 933.04 933.04 889.44
R1 904.56 904.56 882.75 882.34
PP 860.12 860.12 860.12 849.02
S1 831.64 831.64 869.39 809.42
S2 787.20 787.20 862.70
S3 714.28 758.72 856.02
S4 641.36 685.80 835.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 888.61 815.69 72.92 8.3% 50.81 5.8% 83% False False
10 896.25 741.02 155.23 17.7% 47.39 5.4% 87% False False
20 951.95 741.02 210.93 24.1% 48.15 5.5% 64% False False
40 1,044.31 741.02 303.29 34.6% 53.62 6.1% 45% False False
60 1,265.12 741.02 524.10 59.8% 53.61 6.1% 26% False False
80 1,303.04 741.02 562.02 64.2% 45.83 5.2% 24% False False
100 1,313.15 741.02 572.13 65.3% 40.81 4.7% 24% False False
120 1,349.59 741.02 608.57 69.5% 38.16 4.4% 22% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,138.71
2.618 1,039.14
1.618 978.13
1.000 940.43
0.618 917.12
HIGH 879.42
0.618 856.11
0.500 848.92
0.382 841.72
LOW 818.41
0.618 780.71
1.000 757.40
1.618 719.70
2.618 658.69
4.250 559.12
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 867.02 867.02
PP 857.97 857.97
S1 848.92 848.92

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

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