S&P500 Cash Index


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 871.53 908.16 36.63 4.2% 882.71
High 914.66 918.85 4.19 0.5% 918.57
Low 871.53 895.94 24.41 2.8% 851.35
Close 913.18 904.42 -8.76 -1.0% 879.73
Range 43.13 22.91 -20.22 -46.9% 67.22
ATR 43.81 42.32 -1.49 -3.4% 0.00
Volume
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 975.13 962.69 917.02
R3 952.22 939.78 910.72
R2 929.31 929.31 908.62
R1 916.87 916.87 906.52 911.64
PP 906.40 906.40 906.40 903.79
S1 893.96 893.96 902.32 888.73
S2 883.49 883.49 900.22
S3 860.58 871.05 898.12
S4 837.67 848.14 891.82
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
5 918.85 851.35 67.50 7.5% 32.15 3.6% 79% True False
10 918.85 818.41 100.44 11.1% 35.33 3.9% 86% True False
20 918.85 741.02 177.83 19.7% 42.77 4.7% 92% True False
40 1,007.51 741.02 266.49 29.5% 45.48 5.0% 61% False False
60 1,220.03 741.02 479.01 53.0% 51.23 5.7% 34% False False
80 1,303.04 741.02 562.02 62.1% 47.13 5.2% 29% False False
100 1,313.15 741.02 572.13 63.3% 41.75 4.6% 29% False False
120 1,313.15 741.02 572.13 63.3% 38.90 4.3% 29% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 8.04
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,016.22
2.618 978.83
1.618 955.92
1.000 941.76
0.618 933.01
HIGH 918.85
0.618 910.10
0.500 907.40
0.382 904.69
LOW 895.94
0.618 881.78
1.000 873.03
1.618 858.87
2.618 835.96
4.250 798.57
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 907.40 899.04
PP 906.40 893.66
S1 905.41 888.29

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

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