S&P500 Cash Index


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 863.87 869.51 5.64 0.7% 887.20
High 869.79 873.74 3.95 0.5% 887.37
Low 861.44 866.52 5.08 0.6% 857.09
Close 865.42 872.80 7.38 0.9% 872.80
Range 8.35 7.22 -1.13 -13.5% 30.28
ATR 36.13 34.14 -1.99 -5.5% 0.00
Volume
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 892.68 889.96 876.77
R3 885.46 882.74 874.79
R2 878.24 878.24 874.12
R1 875.52 875.52 873.46 876.88
PP 871.02 871.02 871.02 871.70
S1 868.30 868.30 872.14 869.66
S2 863.80 863.80 871.48
S3 856.58 861.08 870.81
S4 849.36 853.86 868.83
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 963.26 948.31 889.45
R3 932.98 918.03 881.13
R2 902.70 902.70 878.35
R1 887.75 887.75 875.58 880.09
PP 872.42 872.42 872.42 868.59
S1 857.47 857.47 870.02 849.81
S2 842.14 842.14 867.25
S3 811.86 827.19 864.47
S4 781.58 796.91 856.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 905.47 857.09 48.38 5.5% 17.73 2.0% 32% False False
10 918.85 851.35 67.50 7.7% 24.71 2.8% 32% False False
20 918.85 815.69 103.16 11.8% 32.08 3.7% 55% False False
40 1,007.51 741.02 266.49 30.5% 39.19 4.5% 49% False False
60 1,160.64 741.02 419.62 48.1% 48.91 5.6% 31% False False
80 1,274.42 741.02 533.40 61.1% 47.35 5.4% 25% False False
100 1,313.15 741.02 572.13 65.6% 41.73 4.8% 23% False False
120 1,313.15 741.02 572.13 65.6% 38.63 4.4% 23% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.64
Narrowest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 904.43
2.618 892.64
1.618 885.42
1.000 880.96
0.618 878.20
HIGH 873.74
0.618 870.98
0.500 870.13
0.382 869.28
LOW 866.52
0.618 862.06
1.000 859.30
1.618 854.84
2.618 847.62
4.250 835.84
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 871.91 871.96
PP 871.02 871.11
S1 870.13 870.27

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

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