S&P500 Cash Index
Trading Metrics calculated at close of trading on 30-Oct-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Neutral
0.00
Oscillators
Buy
+0.33
Price Levels
Neutral
0.00
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 6.3%
20-Day Historical Volatility: 0.8%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-17.8%
3-Month (63d)
-24.3%
6-Month (126d)
-32.5%
1-Year (252d)
-38.4%
Year-To-Date (YTD)
-34.1%
52-Week Range
52W Low: 839.80 (13.6%)
Position (16%)
52W High: 1,545.79 (38.3%)
Daily Pivots for day following 30-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 | 1,110.83 |
| 2.618 | 1,054.15 |
| 1.618 | 1,019.42 |
| 1.000 | 997.96 |
| 0.618 | 984.69 |
| HIGH | 963.23 |
| 0.618 | 949.96 |
| 0.500 | 945.87 |
| 0.382 | 941.77 |
| LOW | 928.50 |
| 0.618 | 907.04 |
| 1.000 | 893.77 |
| 1.618 | 872.31 |
| 2.618 | 837.58 |
| 4.250 | 780.90 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,379.18 |
| 38.2% | 1,276.10 |
| 50.0% | 1,192.80 |
| 61.8% | 1,109.49 |
| 78.6% | 990.88 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 910.08 | 44.01 | 4.8% | Above |
| 10-Day SMA | 923.63 | 30.46 | 3.3% | Above |
| 20-Day SMA | 951.92 | 2.17 | 0.2% | Above |
| 50-Day SMA | 1,116.85 | -162.76 | -14.6% | Below |
| 100-Day SMA | 1,199.82 | -245.73 | -20.5% | Below |
| 200-Day SMA | 1,280.51 | -326.42 | -25.5% | Below |
Bollinger Bands (20, 2):
Upper: 1,070.36
Middle: 951.92
Lower: 833.47
Bandwidth: 24.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 915.36
Kijun-sen: 1,029.91
Span A: 972.64
Span B: 1,071.42
Chikou Span: 1,185.87
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral45.19
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-58.13
Signal: -67.17 · Hist: 9.04Stochastic (14, 3)
Neutral%K: 54.67
%D: 49.36StochRSI (14)
Neutral%K: 98.59
%D: 83.37ADX (14) & Trend
Weakening42.14
+DI: 17.25 · -DI: 29.33CCI (20)
Neutral-7.53
Range -100 to +100Williams %R (14)
Neutral-45.33
Range -100 to 0Ultimate Oscillator
Neutral52.46
Periods: 7, 14, 28ROC (12)
Bullish-4.40%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control22.24
Bull: 22.24 · Bear: -12.49High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 969.97 | 845.27 | 124.70 | 13.1% | 53.63 | 5.6% | 87% | False | False | 0 |
| 10 | 985.44 | 845.27 | 140.17 | 14.7% | 54.92 | 5.8% | 78% | False | False | 0 |
| 20 | 1,153.82 | 839.80 | 314.02 | 32.9% | 67.64 | 7.1% | 36% | False | False | 0 |
| 40 | 1,274.42 | 839.80 | 434.62 | 45.6% | 55.40 | 5.8% | 26% | False | False | 0 |
| 60 | 1,313.15 | 839.80 | 473.35 | 49.6% | 43.73 | 4.6% | 24% | False | False | 0 |
| 80 | 1,313.15 | 839.80 | 473.35 | 49.6% | 38.37 | 4.0% | 24% | False | False | 0 |
| 100 | 1,366.59 | 839.80 | 526.79 | 55.2% | 35.09 | 3.7% | 22% | False | False | 0 |
| 120 | 1,440.24 | 839.80 | 600.44 | 62.9% | 32.25 | 3.4% | 19% | False | False | 0 |