S&P500 Cash Index
Trading Metrics calculated at close of trading on 04-Nov-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Neutral
0.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 5.4%
20-Day Historical Volatility: 0.8%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-4.8%
3-Month (63d)
-22.0%
6-Month (126d)
-27.8%
1-Year (252d)
-33.0%
Year-To-Date (YTD)
-30.5%
52-Week Range
52W Low: 839.80 (19.8%)
Position (24%)
52W High: 1,523.57 (34.0%)
Daily Pivots for day following 04-Nov-2008
Weekly Pivots for week ending 31-Oct-2008
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,161.36 |
| 2.618 | 1,102.28 |
| 1.618 | 1,066.08 |
| 1.000 | 1,043.71 |
| 0.618 | 1,029.88 |
| HIGH | 1,007.51 |
| 0.618 | 993.68 |
| 0.500 | 989.41 |
| 0.382 | 985.14 |
| LOW | 971.31 |
| 0.618 | 948.94 |
| 1.000 | 935.11 |
| 1.618 | 912.74 |
| 2.618 | 876.54 |
| 4.250 | 817.46 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,362.20 |
| 38.2% | 1,262.37 |
| 50.0% | 1,181.68 |
| 61.8% | 1,101.00 |
| 78.6% | 986.13 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 965.00 | 40.75 | 4.2% | Above |
| 10-Day SMA | 929.61 | 76.14 | 8.2% | Above |
| 20-Day SMA | 941.34 | 64.41 | 6.8% | Above |
| 50-Day SMA | 1,098.93 | -93.18 | -8.5% | Below |
| 100-Day SMA | 1,188.87 | -183.13 | -15.4% | Below |
| 200-Day SMA | 1,275.37 | -269.62 | -21.1% | Below |
Bollinger Bands (20, 2):
Upper: 1,026.91
Middle: 941.34
Lower: 855.77
Bandwidth: 18.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 926.39
Kijun-sen: 1,003.91
Span A: 965.15
Span B: 1,071.42
Chikou Span: 1,106.39
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral51.14
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-37.46
Signal: -55.75 · Hist: 18.29Stochastic (14, 3)
Neutral%K: 98.92
%D: 80.67StochRSI (14)
Neutral%K: 99.45
%D: 99.17ADX (14) & Trend
Weakening36.77
+DI: 21.79 · -DI: 25.82CCI (20)
Neutral110.86
Range -100 to +100Williams %R (14)
Neutral-1.08
Range -100 to 0Ultimate Oscillator
Neutral59.44
Periods: 7, 14, 28ROC (12)
Bullish6.93%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral51.26
Bull: 51.26 · Bear: 15.06High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,007.51 | 922.26 | 85.25 | 8.5% | 35.04 | 3.5% | 98% | True | False | 0 |
| 10 | 1,007.51 | 845.27 | 162.24 | 16.1% | 50.12 | 5.0% | 99% | True | False | 0 |
| 20 | 1,044.31 | 839.80 | 204.51 | 20.3% | 61.18 | 6.1% | 81% | False | False | 0 |
| 40 | 1,265.12 | 839.80 | 425.32 | 42.3% | 55.24 | 5.5% | 39% | False | False | 0 |
| 60 | 1,304.79 | 839.80 | 464.99 | 46.2% | 43.95 | 4.4% | 36% | False | False | 0 |
| 80 | 1,313.15 | 839.80 | 473.35 | 47.1% | 38.52 | 3.8% | 35% | False | False | 0 |
| 100 | 1,366.59 | 839.80 | 526.79 | 52.4% | 35.41 | 3.5% | 32% | False | False | 0 |
| 120 | 1,440.24 | 839.80 | 600.44 | 59.7% | 32.67 | 3.2% | 28% | False | False | 0 |