S&P500 Cash Index
Trading Metrics calculated at close of trading on 17-Dec-2008
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.11)
Moving Averages
Buy
+0.33
Oscillators
Buy
+0.11
Price Levels
Neutral
0.00
Trend
Sell
-0.50
Relative Volume (20d): —
ATR(14) %: 4.7%
20-Day Historical Volatility: 0.7%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
6.3%
3-Month (63d)
-25.0%
6-Month (126d)
-32.6%
1-Year (252d)
-37.8%
Year-To-Date (YTD)
-37.5%
52-Week Range
52W Low: 741.02 (22.1%)
Position (22%)
52W High: 1,498.85 (39.7%)
Daily Pivots for day following 17-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 | 1,016.22 |
| 2.618 | 978.83 |
| 1.618 | 955.92 |
| 1.000 | 941.76 |
| 0.618 | 933.01 |
| HIGH | 918.85 |
| 0.618 | 910.10 |
| 0.500 | 907.40 |
| 0.382 | 904.69 |
| LOW | 895.94 |
| 0.618 | 881.78 |
| 1.000 | 873.03 |
| 1.618 | 858.87 |
| 2.618 | 835.96 |
| 4.250 | 798.57 |
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 | 887.90 | 16.52 | 1.9% | Above |
| 10-Day SMA | 885.84 | 18.58 | 2.1% | Above |
| 20-Day SMA | 862.32 | 42.10 | 4.9% | Above |
| 50-Day SMA | 900.53 | 3.89 | 0.4% | Above |
| 100-Day SMA | 1,067.36 | -162.94 | -15.3% | Below |
| 200-Day SMA | 1,203.57 | -299.15 | -24.9% | Below |
Bollinger Bands (20, 2):
Upper: 943.53
Middle: 862.32
Lower: 781.10
Bandwidth: 18.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 868.63
Kijun-sen: 829.94
Span A: 849.28
Span B: 919.29
Chikou Span: 919.21
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral52.17
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-3.55
Signal: -12.75 · Hist: 9.20Stochastic (14, 3)
Neutral%K: 86.01
%D: 77.39StochRSI (14)
Neutral%K: 81.67
%D: 73.58ADX (14) & Trend
Weakening24.13
+DI: 20.42 · -DI: 23.40CCI (20)
Neutral106.77
Range -100 to +100Williams %R (14)
Bearish-13.99
Range -100 to 0Ultimate Oscillator
Neutral54.18
Periods: 7, 14, 28ROC (12)
Bullish10.81%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral35.62
Bull: 35.62 · Bear: 12.71High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 918.85 | 851.35 | 67.50 | 7.5% | 32.15 | 3.6% | 79% | True | False | 0 |
| 10 | 918.85 | 818.41 | 100.44 | 11.1% | 35.33 | 3.9% | 86% | True | False | 0 |
| 20 | 918.85 | 741.02 | 177.83 | 19.7% | 42.77 | 4.7% | 92% | True | False | 0 |
| 40 | 1,007.51 | 741.02 | 266.49 | 29.5% | 45.48 | 5.0% | 61% | False | False | 0 |
| 60 | 1,220.03 | 741.02 | 479.01 | 53.0% | 51.23 | 5.7% | 34% | False | False | 0 |
| 80 | 1,303.04 | 741.02 | 562.02 | 62.1% | 47.13 | 5.2% | 29% | False | False | 0 |
| 100 | 1,313.15 | 741.02 | 572.13 | 63.3% | 41.75 | 4.6% | 29% | False | False | 0 |
| 120 | 1,313.15 | 741.02 | 572.13 | 63.3% | 38.90 | 4.3% | 29% | False | False | 0 |