S&P500 Cash Index
Trading Metrics calculated at close of trading on 27-Oct-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.32)
Moving Averages
Strong Sell
-1.00
Oscillators
Buy
+0.11
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 7.1%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-30.0%
3-Month (63d)
-32.8%
6-Month (126d)
-39.0%
1-Year (252d)
-44.7%
Year-To-Date (YTD)
-41.3%
52-Week Range
52W Low: 839.80 (1.1%)
Position (1%)
52W High: 1,552.76 (45.3%)
Daily Pivots for day following 27-Oct-2008
Weekly Pivots for week ending 24-Oct-2008
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,093.66 |
| 2.618 | 1,016.90 |
| 1.618 | 969.88 |
| 1.000 | 940.81 |
| 0.618 | 922.85 |
| HIGH | 893.78 |
| 0.618 | 875.82 |
| 0.500 | 870.27 |
| 0.382 | 864.72 |
| LOW | 846.75 |
| 0.618 | 817.69 |
| 1.000 | 799.72 |
| 1.618 | 770.66 |
| 2.618 | 723.63 |
| 4.250 | 646.87 |
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 | 897.13 | -48.21 | -5.4% | Below |
| 10-Day SMA | 926.39 | -77.47 | -8.4% | Below |
| 20-Day SMA | 982.69 | -133.77 | -13.6% | Below |
| 50-Day SMA | 1,136.76 | -287.84 | -25.3% | Below |
| 100-Day SMA | 1,212.38 | -363.46 | -30.0% | Below |
| 200-Day SMA | 1,287.24 | -438.32 | -34.1% | Below |
Bollinger Bands (20, 2):
Upper: 1,164.89
Middle: 982.69
Lower: 800.48
Bandwidth: 37.1%
Ichimoku Kinko Hyo:
Tenkan-sen: 920.68
Kijun-sen: 1,047.59
Span A: 984.13
Span B: 1,071.42
Chikou Span: 1,255.08
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral32.08
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-75.26
Signal: -71.04 · Hist: -4.22Stochastic (14, 3)
Neutral%K: 4.46
%D: 15.61StochRSI (14)
Neutral%K: 60.37
%D: 66.62ADX (14) & Trend
Neutral45.45
+DI: 11.35 · -DI: 36.34CCI (20)
Neutral-110.62
Range -100 to +100Williams %R (14)
Neutral-95.54
Range -100 to 0Ultimate Oscillator
Neutral43.71
Periods: 7, 14, 28ROC (12)
Bullish-6.70%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-46.43
Bull: -46.43 · Bear: -93.46High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 985.44 | 846.75 | 138.69 | 16.3% | 52.74 | 6.2% | 2% | False | True | 0 |
| 10 | 1,044.31 | 846.75 | 197.56 | 23.3% | 61.62 | 7.3% | 1% | False | True | 0 |
| 20 | 1,168.03 | 839.80 | 328.23 | 38.7% | 65.24 | 7.7% | 3% | False | False | 0 |
| 40 | 1,303.04 | 839.80 | 463.24 | 54.6% | 53.08 | 6.3% | 2% | False | False | 0 |
| 60 | 1,313.15 | 839.80 | 473.35 | 55.8% | 41.76 | 4.9% | 2% | False | False | 0 |
| 80 | 1,313.15 | 839.80 | 473.35 | 55.8% | 37.37 | 4.4% | 2% | False | False | 0 |
| 100 | 1,400.06 | 839.80 | 560.26 | 66.0% | 34.07 | 4.0% | 2% | False | False | 0 |
| 120 | 1,440.24 | 839.80 | 600.44 | 70.7% | 31.11 | 3.7% | 2% | False | False | 0 |