S&P500 Cash Index
Trading Metrics calculated at close of trading on 10-Feb-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.42)
Moving Averages
Strong Sell
-1.00
Oscillators
Sell
-0.11
Price Levels
Sell
-0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 3.4%
20-Day Historical Volatility: 0.4%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-7.1%
3-Month (63d)
-11.2%
6-Month (126d)
-36.6%
1-Year (252d)
-38.2%
Year-To-Date (YTD)
-11.2%
52-Week Range
52W Low: 741.02 (11.6%)
Position (12%)
52W High: 1,440.24 (42.6%)
Daily Pivots for day following 10-Feb-2009
Weekly Pivots for week ending 06-Feb-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,059.55 |
| 2.618 | 986.02 |
| 1.618 | 940.96 |
| 1.000 | 913.11 |
| 0.618 | 895.90 |
| HIGH | 868.05 |
| 0.618 | 850.84 |
| 0.500 | 845.52 |
| 0.382 | 840.20 |
| LOW | 822.99 |
| 0.618 | 795.14 |
| 1.000 | 777.93 |
| 1.618 | 750.08 |
| 2.618 | 705.02 |
| 4.250 | 631.49 |
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 | 848.75 | -21.59 | -2.5% | Below |
| 10-Day SMA | 845.28 | -18.12 | -2.1% | Below |
| 20-Day SMA | 842.41 | -15.25 | -1.8% | Below |
| 50-Day SMA | 868.38 | -41.22 | -4.7% | Below |
| 100-Day SMA | 923.19 | -96.03 | -10.4% | Below |
| 200-Day SMA | 1,117.59 | -290.43 | -26.0% | Below |
Bollinger Bands (20, 2):
Upper: 877.24
Middle: 842.41
Lower: 807.58
Bandwidth: 8.3%
Ichimoku Kinko Hyo:
Tenkan-sen: 843.94
Kijun-sen: 874.08
Span A: 859.01
Span B: 874.08
Chikou Span: 931.80
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral43.79
Neutral 30–70MACD (12, 26, 9)
Bullish Cross-7.57
Signal: -9.98 · Hist: 2.40Stochastic (14, 3)
Neutral%K: 29.38
%D: 68.65StochRSI (14)
Neutral%K: 74.27
%D: 81.28ADX (14) & Trend
Neutral19.47
+DI: 19.81 · -DI: 29.94CCI (20)
Neutral-14.62
Range -100 to +100Williams %R (14)
Neutral-70.62
Range -100 to 0Ultimate Oscillator
Neutral51.80
Periods: 7, 14, 28ROC (12)
Bearish-0.58%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control21.30
Bull: 21.30 · Bear: -23.76High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 875.01 | 819.91 | 55.10 | 6.7% | 27.41 | 3.3% | 13% | False | False | 0 |
| 10 | 877.86 | 812.87 | 64.99 | 7.9% | 26.25 | 3.2% | 22% | False | False | 0 |
| 20 | 877.86 | 804.30 | 73.56 | 8.9% | 27.66 | 3.3% | 31% | False | False | 0 |
| 40 | 943.85 | 804.30 | 139.55 | 16.9% | 25.38 | 3.1% | 16% | False | False | 0 |
| 60 | 943.85 | 741.02 | 202.83 | 24.5% | 32.66 | 3.9% | 42% | False | False | 0 |
| 80 | 1,007.51 | 741.02 | 266.49 | 32.2% | 36.65 | 4.4% | 32% | False | False | 0 |
| 100 | 1,265.12 | 741.02 | 524.10 | 63.4% | 41.78 | 5.1% | 16% | False | False | 0 |
| 120 | 1,303.04 | 741.02 | 562.02 | 67.9% | 39.44 | 4.8% | 15% | False | False | 0 |