S&P500 Cash Index


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 887.20 874.31 -12.89 -1.5% 881.07
High 887.37 880.44 -6.93 -0.8% 918.85
Low 857.09 860.10 3.01 0.4% 857.72
Close 871.63 863.16 -8.47 -1.0% 887.88
Range 30.28 20.34 -9.94 -32.8% 61.13
ATR 39.64 38.26 -1.38 -3.5% 0.00
Volume
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 928.92 916.38 874.35
R3 908.58 896.04 868.75
R2 888.24 888.24 866.89
R1 875.70 875.70 865.02 871.80
PP 867.90 867.90 867.90 865.95
S1 855.36 855.36 861.30 851.46
S2 847.56 847.56 859.43
S3 827.22 835.02 857.57
S4 806.88 814.68 851.97
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
5 918.85 857.09 61.76 7.2% 25.91 3.0% 10% False False
10 918.85 851.35 67.50 7.8% 29.02 3.4% 17% False False
20 918.85 815.69 103.16 12.0% 35.32 4.1% 46% False False
40 1,007.51 741.02 266.49 30.9% 42.37 4.9% 46% False False
60 1,168.03 741.02 427.01 49.5% 50.00 5.8% 29% False False
80 1,303.04 741.02 562.02 65.1% 47.73 5.5% 22% False False
100 1,313.15 741.02 572.13 66.3% 42.00 4.9% 21% False False
120 1,313.15 741.02 572.13 66.3% 39.04 4.5% 21% 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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.40
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 966.89
2.618 933.69
1.618 913.35
1.000 900.78
0.618 893.01
HIGH 880.44
0.618 872.67
0.500 870.27
0.382 867.87
LOW 860.10
0.618 847.53
1.000 839.76
1.618 827.19
2.618 806.85
4.250 773.66
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 870.27 881.28
PP 867.90 875.24
S1 865.53 869.20

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

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