S&P500 Cash Index


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 906.48 892.17 -14.31 -1.6% 888.61
High 916.26 908.27 -7.99 -0.9% 888.61
Low 885.38 885.45 0.07 0.0% 815.69
Close 888.67 899.24 10.57 1.2% 876.07
Range 30.88 22.82 -8.06 -26.1% 72.92
ATR 48.54 46.70 -1.84 -3.8% 0.00
Volume
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 966.11 955.50 911.79
R3 943.29 932.68 905.52
R2 920.47 920.47 903.42
R1 909.86 909.86 901.33 915.17
PP 897.65 897.65 897.65 900.31
S1 887.04 887.04 897.15 892.35
S2 874.83 874.83 895.06
S3 852.01 864.22 892.96
S4 829.19 841.40 886.69
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
5 918.57 818.41 100.16 11.1% 38.51 4.3% 81% False False
10 918.57 815.69 102.88 11.4% 40.50 4.5% 81% False False
20 918.57 741.02 177.55 19.7% 47.56 5.3% 89% False False
40 1,007.51 741.02 266.49 29.6% 49.29 5.5% 59% False False
60 1,265.12 741.02 524.10 58.3% 53.02 5.9% 30% False False
80 1,303.04 741.02 562.02 62.5% 46.20 5.1% 28% False False
100 1,313.15 741.02 572.13 63.6% 41.27 4.6% 28% False False
120 1,335.63 741.02 594.61 66.1% 38.41 4.3% 27% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.16
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,005.26
2.618 968.01
1.618 945.19
1.000 931.09
0.618 922.37
HIGH 908.27
0.618 899.55
0.500 896.86
0.382 894.17
LOW 885.45
0.618 871.35
1.000 862.63
1.618 848.53
2.618 825.71
4.250 788.47
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 898.45 900.64
PP 897.65 900.17
S1 896.86 899.71

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

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