S&P500 Cash Index
Trading Metrics calculated at close of trading on 15-Oct-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.47)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.22
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 6.8%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-25.2%
3-Month (63d)
-28.0%
6-Month (126d)
-33.5%
1-Year (252d)
-41.0%
Year-To-Date (YTD)
-37.3%
52-Week Range
52W Low: 839.80 (8.1%)
Position (10%)
52W High: 1,552.76 (41.5%)
Daily Pivots for day following 15-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 | 1,379.69 |
| 2.618 | 1,231.82 |
| 1.618 | 1,141.21 |
| 1.000 | 1,085.21 |
| 0.618 | 1,050.60 |
| HIGH | 994.60 |
| 0.618 | 959.99 |
| 0.500 | 949.30 |
| 0.382 | 938.60 |
| LOW | 903.99 |
| 0.618 | 847.99 |
| 1.000 | 813.38 |
| 1.618 | 757.38 |
| 2.618 | 666.77 |
| 4.250 | 518.90 |
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 | 943.67 | -35.83 | -3.8% | Below |
| 10-Day SMA | 996.99 | -89.15 | -8.9% | Below |
| 20-Day SMA | 1,093.35 | -185.51 | -17.0% | Below |
| 50-Day SMA | 1,196.06 | -288.22 | -24.1% | Below |
| 100-Day SMA | 1,250.00 | -342.16 | -27.4% | Below |
| 200-Day SMA | 1,307.17 | -399.33 | -30.5% | Below |
Bollinger Bands (20, 2):
Upper: 1,318.28
Middle: 1,093.35
Lower: 868.42
Bandwidth: 41.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 996.81
Kijun-sen: 1,052.46
Span A: 1,024.63
Span B: 1,076.47
Chikou Span: 1,224.51
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral31.55
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-77.19
Signal: -62.40 · Hist: -14.79Stochastic (14, 3)
Neutral%K: 18.10
%D: 34.24StochRSI (14)
Neutral%K: 54.56
%D: 39.48ADX (14) & Trend
Neutral44.06
+DI: 14.90 · -DI: 40.90CCI (20)
Neutral-111.99
Range -100 to +100Williams %R (14)
Neutral-81.90
Range -100 to 0Ultimate Oscillator
Neutral36.16
Periods: 7, 14, 28ROC (12)
Bearish-17.95%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-26.74
Bull: -26.74 · Bear: -117.35High/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 | 22.5% | 89.93 | 9.9% | 33% | False | False | 0 |
| 10 | 1,160.64 | 839.80 | 320.84 | 35.3% | 77.09 | 8.5% | 21% | False | False | 0 |
| 20 | 1,265.12 | 839.80 | 425.32 | 46.8% | 62.28 | 6.9% | 16% | False | False | 0 |
| 40 | 1,303.04 | 839.80 | 463.24 | 51.0% | 45.03 | 5.0% | 15% | False | False | 0 |
| 60 | 1,313.15 | 839.80 | 473.35 | 52.1% | 36.96 | 4.1% | 14% | False | False | 0 |
| 80 | 1,335.63 | 839.80 | 495.83 | 54.6% | 34.00 | 3.7% | 14% | False | False | 0 |
| 100 | 1,406.32 | 839.80 | 566.52 | 62.4% | 30.93 | 3.4% | 12% | False | False | 0 |
| 120 | 1,440.24 | 839.80 | 600.44 | 66.1% | 28.56 | 3.1% | 11% | False | False | 0 |