S&P500 Cash Index
Trading Metrics calculated at close of trading on 15-Dec-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.21)
Moving Averages
Strong Sell
-0.67
Oscillators
Buy
+0.11
Price Levels
Neutral
0.00
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 5.0%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-4.7%
3-Month (63d)
-28.4%
6-Month (126d)
-35.7%
1-Year (252d)
-40.8%
Year-To-Date (YTD)
-40.0%
52-Week Range
52W Low: 741.02 (17.2%)
Position (17%)
52W High: 1,498.85 (42.1%)
Daily Pivots for day following 15-Dec-2008
Weekly Pivots for week ending 12-Dec-2008
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 999.00 |
| 2.618 | 955.08 |
| 1.618 | 928.17 |
| 1.000 | 911.54 |
| 0.618 | 901.26 |
| HIGH | 884.63 |
| 0.618 | 874.35 |
| 0.500 | 871.18 |
| 0.382 | 868.00 |
| LOW | 857.72 |
| 0.618 | 841.09 |
| 1.000 | 830.81 |
| 1.618 | 814.18 |
| 2.618 | 787.27 |
| 4.250 | 743.35 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,320.00 |
| 38.2% | 1,209.36 |
| 50.0% | 1,119.93 |
| 61.8% | 1,030.51 |
| 78.6% | 903.20 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 881.96 | -13.39 | -1.5% | Below |
| 10-Day SMA | 876.03 | -7.46 | -0.9% | Below |
| 20-Day SMA | 856.93 | 11.64 | 1.4% | Above |
| 50-Day SMA | 905.24 | -36.67 | -4.1% | Below |
| 100-Day SMA | 1,074.10 | -205.53 | -19.1% | Below |
| 200-Day SMA | 1,207.78 | -339.21 | -28.1% | Below |
Bollinger Bands (20, 2):
Upper: 932.01
Middle: 856.93
Lower: 781.85
Bandwidth: 17.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 868.49
Kijun-sen: 846.49
Span A: 857.49
Span B: 950.83
Chikou Span: 904.88
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral47.66
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-9.73
Signal: -17.34 · Hist: 7.61Stochastic (14, 3)
Neutral%K: 51.40
%D: 64.32StochRSI (14)
Neutral%K: 64.56
%D: 75.45ADX (14) & Trend
Weakening26.76
+DI: 16.87 · -DI: 26.32CCI (20)
Neutral39.05
Range -100 to +100Williams %R (14)
Neutral-48.60
Range -100 to 0Ultimate Oscillator
Neutral58.47
Periods: 7, 14, 28ROC (12)
Bearish-2.15%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control10.51
Bull: 10.51 · Bear: -16.40High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 916.26 | 851.35 | 64.91 | 7.5% | 29.68 | 3.4% | 27% | False | False | 0 |
| 10 | 918.57 | 817.94 | 100.63 | 11.6% | 36.54 | 4.2% | 50% | False | False | 0 |
| 20 | 918.57 | 741.02 | 177.55 | 20.4% | 43.08 | 5.0% | 72% | False | False | 0 |
| 40 | 1,007.51 | 741.02 | 266.49 | 30.7% | 45.70 | 5.3% | 48% | False | False | 0 |
| 60 | 1,255.37 | 741.02 | 514.35 | 59.2% | 51.53 | 5.9% | 25% | False | False | 0 |
| 80 | 1,303.04 | 741.02 | 562.02 | 64.7% | 46.82 | 5.4% | 23% | False | False | 0 |
| 100 | 1,313.15 | 741.02 | 572.13 | 65.9% | 41.46 | 4.8% | 22% | False | False | 0 |
| 120 | 1,316.29 | 741.02 | 575.27 | 66.2% | 38.77 | 4.5% | 22% | False | False | 0 |