S&P500 Cash Index


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 905.98 886.96 -19.02 -2.1% 881.07
High 911.02 905.47 -5.55 -0.6% 918.85
Low 877.44 883.02 5.58 0.6% 857.72
Close 885.28 887.88 2.60 0.3% 887.88
Range 33.58 22.45 -11.13 -33.1% 61.13
ATR 41.70 40.32 -1.37 -3.3% 0.00
Volume
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 959.47 946.13 900.23
R3 937.02 923.68 894.05
R2 914.57 914.57 892.00
R1 901.23 901.23 889.94 907.90
PP 892.12 892.12 892.12 895.46
S1 878.78 878.78 885.82 885.45
S2 869.67 869.67 883.76
S3 847.22 856.33 881.71
S4 824.77 833.88 875.53
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,071.54 1,040.84 921.50
R3 1,010.41 979.71 904.69
R2 949.28 949.28 899.09
R1 918.58 918.58 893.48 933.93
PP 888.15 888.15 888.15 895.83
S1 857.45 857.45 882.28 872.80
S2 827.02 827.02 876.67
S3 765.89 796.32 871.07
S4 704.76 735.19 854.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.85 857.72 61.13 6.9% 29.80 3.4% 49% False False
10 918.85 851.35 67.50 7.6% 30.63 3.5% 54% False False
20 918.85 741.02 177.83 20.0% 39.01 4.4% 83% False False
40 1,007.51 741.02 266.49 30.0% 43.37 4.9% 55% False False
60 1,215.77 741.02 474.75 53.5% 51.33 5.8% 31% False False
80 1,303.04 741.02 562.02 63.3% 47.49 5.3% 26% False False
100 1,313.15 741.02 572.13 64.4% 41.85 4.7% 26% False False
120 1,313.15 741.02 572.13 64.4% 39.03 4.4% 26% 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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.75
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,000.88
2.618 964.24
1.618 941.79
1.000 927.92
0.618 919.34
HIGH 905.47
0.618 896.89
0.500 894.25
0.382 891.60
LOW 883.02
0.618 869.15
1.000 860.57
1.618 846.70
2.618 824.25
4.250 787.61
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 894.25 898.15
PP 892.12 894.72
S1 890.00 891.30

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

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