S&P500 Cash Index


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 881.07 871.53 -9.54 -1.1% 882.71
High 884.63 914.66 30.03 3.4% 918.57
Low 857.72 871.53 13.81 1.6% 851.35
Close 868.57 913.18 44.61 5.1% 879.73
Range 26.91 43.13 16.22 60.3% 67.22
ATR 43.64 43.81 0.18 0.4% 0.00
Volume
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,029.18 1,014.31 936.90
R3 986.05 971.18 925.04
R2 942.92 942.92 921.09
R1 928.05 928.05 917.13 935.49
PP 899.79 899.79 899.79 903.51
S1 884.92 884.92 909.23 892.36
S2 856.66 856.66 905.27
S3 813.53 841.79 901.32
S4 770.40 798.66 889.46
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
5 914.66 851.35 63.31 6.9% 32.13 3.5% 98% True False
10 918.57 818.41 100.16 11.0% 37.59 4.1% 95% False False
20 918.57 741.02 177.55 19.4% 43.58 4.8% 97% False False
40 1,007.51 741.02 266.49 29.2% 45.73 5.0% 65% False False
60 1,221.15 741.02 480.13 52.6% 51.42 5.6% 36% False False
80 1,303.04 741.02 562.02 61.5% 47.17 5.2% 31% False False
100 1,313.15 741.02 572.13 62.7% 41.78 4.6% 30% False False
120 1,313.15 741.02 572.13 62.7% 38.86 4.3% 30% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.57
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,097.96
2.618 1,027.57
1.618 984.44
1.000 957.79
0.618 941.31
HIGH 914.66
0.618 898.18
0.500 893.10
0.382 888.01
LOW 871.53
0.618 844.88
1.000 828.40
1.618 801.75
2.618 758.62
4.250 688.23
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 906.49 903.12
PP 899.79 893.06
S1 893.10 883.01

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

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