S&P500 Cash Index
Trading Metrics calculated at close of trading on 22-Jan-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.26)
Moving Averages
Strong Sell
-1.00
Oscillators
Buy
+0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 3.6%
20-Day Historical Volatility: 0.4%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-6.8%
3-Month (63d)
-13.4%
6-Month (126d)
-35.5%
1-Year (252d)
-38.2%
Year-To-Date (YTD)
-11.2%
52-Week Range
52W Low: 741.02 (11.7%)
Position (12%)
52W High: 1,440.24 (42.5%)
Daily Pivots for day following 22-Jan-2009
Weekly Pivots for week ending 16-Jan-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 960.65 |
| 2.618 | 914.22 |
| 1.618 | 885.77 |
| 1.000 | 868.19 |
| 0.618 | 857.32 |
| HIGH | 839.74 |
| 0.618 | 828.87 |
| 0.500 | 825.52 |
| 0.382 | 822.16 |
| LOW | 811.29 |
| 0.618 | 793.71 |
| 1.000 | 782.84 |
| 1.618 | 765.26 |
| 2.618 | 736.81 |
| 4.250 | 690.38 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,275.22 |
| 38.2% | 1,173.14 |
| 50.0% | 1,090.63 |
| 61.8% | 1,008.12 |
| 78.6% | 890.65 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 833.36 | -5.86 | -0.7% | Below |
| 10-Day SMA | 855.16 | -27.66 | -3.2% | Below |
| 20-Day SMA | 875.84 | -48.34 | -5.5% | Below |
| 50-Day SMA | 871.46 | -43.96 | -5.0% | Below |
| 100-Day SMA | 974.54 | -147.04 | -15.1% | Below |
| 200-Day SMA | 1,151.56 | -324.06 | -28.1% | Below |
Bollinger Bands (20, 2):
Upper: 945.55
Middle: 875.84
Lower: 806.14
Bandwidth: 15.9%
Ichimoku Kinko Hyo:
Tenkan-sen: 858.12
Kijun-sen: 874.08
Span A: 866.10
Span B: 846.71
Chikou Span: 879.73
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral40.96
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-15.38
Signal: -7.68 · Hist: -7.70Stochastic (14, 3)
Bullish%K: 16.62
%D: 14.31StochRSI (14)
Neutral%K: 20.74
%D: 13.42ADX (14) & Trend
Neutral23.60
+DI: 12.96 · -DI: 30.52CCI (20)
Overbought-116.72
Range -100 to +100Williams %R (14)
Neutral-83.38
Range -100 to 0Ultimate Oscillator
Neutral50.29
Periods: 7, 14, 28ROC (12)
Bearish-10.78%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control-17.13
Bull: -17.13 · Bear: -45.58High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 858.13 | 804.30 | 53.83 | 6.5% | 34.61 | 4.2% | 43% | False | False | 0 |
| 10 | 911.93 | 804.30 | 107.63 | 13.0% | 28.13 | 3.4% | 22% | False | False | 0 |
| 20 | 943.85 | 804.30 | 139.55 | 16.9% | 23.46 | 2.8% | 17% | False | False | 0 |
| 40 | 943.85 | 801.20 | 142.65 | 17.2% | 30.49 | 3.7% | 18% | False | False | 0 |
| 60 | 1,007.51 | 741.02 | 266.49 | 32.2% | 36.51 | 4.4% | 32% | False | False | 0 |
| 80 | 1,209.07 | 741.02 | 468.05 | 56.6% | 44.39 | 5.4% | 18% | False | False | 0 |
| 100 | 1,303.04 | 741.02 | 562.02 | 67.9% | 42.82 | 5.2% | 15% | False | False | 0 |
| 120 | 1,313.15 | 741.02 | 572.13 | 69.1% | 38.88 | 4.7% | 15% | False | False | 0 |