S&P500 Cash Index


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 874.31 863.87 -10.44 -1.2% 881.07
High 880.44 869.79 -10.65 -1.2% 918.85
Low 860.10 861.44 1.34 0.2% 857.72
Close 863.16 865.42 2.26 0.3% 887.88
Range 20.34 8.35 -11.99 -58.9% 61.13
ATR 38.26 36.13 -2.14 -5.6% 0.00
Volume
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 890.60 886.36 870.01
R3 882.25 878.01 867.72
R2 873.90 873.90 866.95
R1 869.66 869.66 866.19 871.78
PP 865.55 865.55 865.55 866.61
S1 861.31 861.31 864.65 863.43
S2 857.20 857.20 863.89
S3 848.85 852.96 863.12
S4 840.50 844.61 860.83
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
5 911.02 857.09 53.93 6.2% 23.00 2.7% 15% False False
10 918.85 851.35 67.50 7.8% 27.57 3.2% 21% False False
20 918.85 815.69 103.16 11.9% 34.04 3.9% 48% False False
40 1,007.51 741.02 266.49 30.8% 40.20 4.6% 47% False False
60 1,167.03 741.02 426.01 49.2% 49.23 5.7% 29% False False
80 1,280.60 741.02 539.58 62.3% 47.45 5.5% 23% False False
100 1,313.15 741.02 572.13 66.1% 41.96 4.8% 22% False False
120 1,313.15 741.02 572.13 66.1% 38.83 4.5% 22% 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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.97
Narrowest range in 145 trading days
Fibonacci Retracements and Extensions
4.250 905.28
2.618 891.65
1.618 883.30
1.000 878.14
0.618 874.95
HIGH 869.79
0.618 866.60
0.500 865.62
0.382 864.63
LOW 861.44
0.618 856.28
1.000 853.09
1.618 847.93
2.618 839.58
4.250 825.95
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 865.62 872.23
PP 865.55 869.96
S1 865.49 867.69

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

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