S&P500 Cash Index


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 908.16 905.98 -2.18 -0.2% 882.71
High 918.85 911.02 -7.83 -0.9% 918.57
Low 895.94 877.44 -18.50 -2.1% 851.35
Close 904.42 885.28 -19.14 -2.1% 879.73
Range 22.91 33.58 10.67 46.6% 67.22
ATR 42.32 41.70 -0.62 -1.5% 0.00
Volume
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 991.99 972.21 903.75
R3 958.41 938.63 894.51
R2 924.83 924.83 891.44
R1 905.05 905.05 888.36 898.15
PP 891.25 891.25 891.25 887.80
S1 871.47 871.47 882.20 864.57
S2 857.67 857.67 879.12
S3 824.09 837.89 876.05
S4 790.51 804.31 866.81
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 7.6% 31.68 3.6% 50% False False
10 918.85 818.41 100.44 11.3% 34.49 3.9% 67% False False
20 918.85 741.02 177.83 20.1% 41.53 4.7% 81% False False
40 1,007.51 741.02 266.49 30.1% 44.42 5.0% 54% False False
60 1,220.03 741.02 479.01 54.1% 51.50 5.8% 30% False False
80 1,303.04 741.02 562.02 63.5% 47.40 5.4% 26% False False
100 1,313.15 741.02 572.13 64.6% 41.82 4.7% 25% False False
120 1,313.15 741.02 572.13 64.6% 39.05 4.4% 25% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 7.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,053.74
2.618 998.93
1.618 965.35
1.000 944.60
0.618 931.77
HIGH 911.02
0.618 898.19
0.500 894.23
0.382 890.27
LOW 877.44
0.618 856.69
1.000 843.86
1.618 823.11
2.618 789.53
4.250 734.73
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 894.23 895.19
PP 891.25 891.89
S1 888.26 888.58

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

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