S&P500 Cash Index
Trading Metrics calculated at close of trading on 14-Oct-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.26)
Moving Averages
Strong Sell
-0.67
Oscillators
Sell
-0.11
Price Levels
Buy
+0.50
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 6.0%
20-Day Historical Volatility: 0.6%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-16.3%
3-Month (63d)
-19.9%
6-Month (126d)
-26.9%
1-Year (252d)
-35.6%
Year-To-Date (YTD)
-31.0%
52-Week Range
52W Low: 839.80 (18.8%)
Position (22%)
52W High: 1,552.76 (35.7%)
Daily Pivots for day following 14-Oct-2008
Weekly Pivots for week ending 10-Oct-2008
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,351.33 |
| 2.618 | 1,233.43 |
| 1.618 | 1,161.19 |
| 1.000 | 1,116.55 |
| 0.618 | 1,088.95 |
| HIGH | 1,044.31 |
| 0.618 | 1,016.71 |
| 0.500 | 1,008.19 |
| 0.382 | 999.67 |
| LOW | 972.07 |
| 0.618 | 927.43 |
| 1.000 | 899.83 |
| 1.618 | 855.19 |
| 2.618 | 782.95 |
| 4.250 | 665.05 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,384.50 |
| 38.2% | 1,280.41 |
| 50.0% | 1,196.28 |
| 61.8% | 1,112.15 |
| 78.6% | 992.37 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 959.09 | 38.92 | 4.1% | Above |
| 10-Day SMA | 1,022.31 | -24.30 | -2.4% | Below |
| 20-Day SMA | 1,105.78 | -107.77 | -9.7% | Below |
| 50-Day SMA | 1,203.61 | -205.60 | -17.1% | Below |
| 100-Day SMA | 1,254.68 | -256.67 | -20.5% | Below |
| 200-Day SMA | 1,309.97 | -311.96 | -23.8% | Below |
Bollinger Bands (20, 2):
Upper: 1,315.27
Middle: 1,105.78
Lower: 896.29
Bandwidth: 37.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,000.22
Kijun-sen: 1,054.23
Span A: 1,027.22
Span B: 1,076.47
Chikou Span: 1,267.79
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral37.78
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-72.54
Signal: -58.70 · Hist: -13.84Stochastic (14, 3)
Neutral%K: 41.61
%D: 33.40StochRSI (14)
Neutral%K: 42.39
%D: 21.29ADX (14) & Trend
Weakening43.87
+DI: 16.72 · -DI: 37.06CCI (20)
Neutral-78.83
Range -100 to +100Williams %R (14)
Neutral-58.39
Range -100 to 0Ultimate Oscillator
Neutral42.29
Periods: 7, 14, 28ROC (12)
Bearish-17.72%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control4.05
Bull: 4.05 · Bear: -68.19High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,044.31 | 839.80 | 204.51 | 20.5% | 81.83 | 8.2% | 77% | True | False | 0 |
| 10 | 1,167.03 | 839.80 | 327.23 | 32.8% | 70.66 | 7.1% | 48% | False | False | 0 |
| 20 | 1,265.12 | 839.80 | 425.32 | 42.6% | 60.47 | 6.1% | 37% | False | False | 0 |
| 40 | 1,303.04 | 839.80 | 463.24 | 46.4% | 43.10 | 4.3% | 34% | False | False | 0 |
| 60 | 1,313.15 | 839.80 | 473.35 | 47.4% | 35.93 | 3.6% | 33% | False | False | 0 |
| 80 | 1,335.63 | 839.80 | 495.83 | 49.7% | 32.97 | 3.3% | 32% | False | False | 0 |
| 100 | 1,406.32 | 839.80 | 566.52 | 56.8% | 30.21 | 3.0% | 28% | False | False | 0 |
| 120 | 1,440.24 | 839.80 | 600.44 | 60.2% | 27.96 | 2.8% | 26% | False | False | 0 |