S&P500 Cash Index


Trading Metrics calculated at close of trading on 30-Dec-2008
Day Change Summary
Previous Current
29-Dec-2008 30-Dec-2008 Change Change % Previous Week
Open 872.37 870.58 -1.79 -0.2% 887.20
High 873.70 891.12 17.42 2.0% 887.37
Low 857.07 870.58 13.51 1.6% 857.09
Close 869.42 890.64 21.22 2.4% 872.80
Range 16.63 20.54 3.91 23.5% 30.28
ATR 32.89 32.09 -0.80 -2.4% 0.00
Volume
Daily Pivots for day following 30-Dec-2008
Classic Woodie Camarilla DeMark
R4 945.73 938.73 901.94
R3 925.19 918.19 896.29
R2 904.65 904.65 894.41
R1 897.65 897.65 892.52 901.15
PP 884.11 884.11 884.11 885.87
S1 877.11 877.11 888.76 880.61
S2 863.57 863.57 886.87
S3 843.03 856.57 884.99
S4 822.49 836.03 879.34
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
5 891.12 857.07 34.05 3.8% 14.62 1.6% 99% True False
10 918.85 857.07 61.78 6.9% 22.54 2.5% 54% False False
20 918.85 817.94 100.91 11.3% 29.54 3.3% 72% False False
40 1,007.51 741.02 266.49 29.9% 38.26 4.3% 56% False False
60 1,097.56 741.02 356.54 40.0% 47.78 5.4% 42% False False
80 1,274.42 741.02 533.40 59.9% 46.98 5.3% 28% False False
100 1,313.15 741.02 572.13 64.2% 41.72 4.7% 26% False False
120 1,313.15 741.02 572.13 64.2% 38.49 4.3% 26% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 3.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 978.42
2.618 944.89
1.618 924.35
1.000 911.66
0.618 903.81
HIGH 891.12
0.618 883.27
0.500 880.85
0.382 878.43
LOW 870.58
0.618 857.89
1.000 850.04
1.618 837.35
2.618 816.81
4.250 783.29
Fisher Pivots for day following 30-Dec-2008
Pivot 1 day 3 day
R1 887.38 885.13
PP 884.11 879.61
S1 880.85 874.10

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

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