S&P500 Cash Index


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 898.35 871.79 -26.56 -3.0% 882.71
High 904.63 883.24 -21.39 -2.4% 918.57
Low 868.73 851.35 -17.38 -2.0% 851.35
Close 873.59 879.73 6.14 0.7% 879.73
Range 35.90 31.89 -4.01 -11.2% 67.22
ATR 45.93 44.93 -1.00 -2.2% 0.00
Volume
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 967.11 955.31 897.27
R3 935.22 923.42 888.50
R2 903.33 903.33 885.58
R1 891.53 891.53 882.65 897.43
PP 871.44 871.44 871.44 874.39
S1 859.64 859.64 876.81 865.54
S2 839.55 839.55 873.88
S3 807.66 827.75 870.96
S4 775.77 795.86 862.19
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,084.88 1,049.52 916.70
R3 1,017.66 982.30 898.22
R2 950.44 950.44 892.05
R1 915.08 915.08 885.89 899.15
PP 883.22 883.22 883.22 875.25
S1 847.86 847.86 873.57 831.93
S2 816.00 816.00 867.41
S3 748.78 780.64 861.24
S4 681.56 713.42 842.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.57 851.35 67.22 7.6% 31.47 3.6% 42% False True
10 918.57 815.69 102.88 11.7% 41.14 4.7% 62% False False
20 918.57 741.02 177.55 20.2% 44.09 5.0% 78% False False
40 1,007.51 741.02 266.49 30.3% 46.67 5.3% 52% False False
60 1,265.12 741.02 524.10 59.6% 51.95 5.9% 26% False False
80 1,303.04 741.02 562.02 63.9% 46.69 5.3% 25% False False
100 1,313.15 741.02 572.13 65.0% 41.51 4.7% 24% False False
120 1,335.63 741.02 594.61 67.6% 38.72 4.4% 23% 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 False
Bear Hook False
Bull Hook False
Stretch 8.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,018.77
2.618 966.73
1.618 934.84
1.000 915.13
0.618 902.95
HIGH 883.24
0.618 871.06
0.500 867.30
0.382 863.53
LOW 851.35
0.618 831.64
1.000 819.46
1.618 799.75
2.618 767.86
4.250 715.82
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 875.59 879.81
PP 871.44 879.78
S1 867.30 879.76

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

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