S&P500 Cash Index
Trading Metrics calculated at close of trading on 02-Apr-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+0.67
Oscillators
Neutral
0.00
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 3.4%
20-Day Historical Volatility: 0.5%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
17.0%
3-Month (63d)
-7.6%
6-Month (126d)
-28.1%
1-Year (252d)
-39.1%
Year-To-Date (YTD)
-10.5%
52-Week Range
52W Low: 666.79 (25.1%)
Position (22%)
52W High: 1,440.24 (42.1%)
Daily Pivots for day following 02-Apr-2009
Weekly Pivots for week ending 27-Mar-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 977.70 |
| 2.618 | 926.98 |
| 1.618 | 895.90 |
| 1.000 | 876.69 |
| 0.618 | 864.82 |
| HIGH | 845.61 |
| 0.618 | 833.74 |
| 0.500 | 830.07 |
| 0.382 | 826.40 |
| LOW | 814.53 |
| 0.618 | 795.32 |
| 1.000 | 783.45 |
| 1.618 | 764.24 |
| 2.618 | 733.16 |
| 4.250 | 682.44 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,257.71 |
| 38.2% | 1,144.78 |
| 50.0% | 1,053.51 |
| 61.8% | 962.25 |
| 78.6% | 832.31 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 809.36 | 25.02 | 3.1% | Above |
| 10-Day SMA | 809.13 | 25.26 | 3.1% | Above |
| 20-Day SMA | 775.49 | 58.89 | 7.6% | Above |
| 50-Day SMA | 789.77 | 44.61 | 5.6% | Above |
| 100-Day SMA | 831.65 | 2.73 | 0.3% | Above |
| 200-Day SMA | 1,005.99 | -171.62 | -17.1% | Below |
Bollinger Bands (20, 2):
Upper: 866.30
Middle: 775.49
Lower: 684.68
Bandwidth: 23.4%
Ichimoku Kinko Hyo:
Tenkan-sen: 808.96
Kijun-sen: 756.20
Span A: 782.58
Span B: 772.33
Chikou Span: 764.90
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral59.94
Neutral 30–70MACD (12, 26, 9)
Bullish Cross12.82
Signal: 5.92 · Hist: 6.91Stochastic (14, 3)
Neutral%K: 88.26
%D: 78.12StochRSI (14)
Neutral%K: 58.53
%D: 53.60ADX (14) & Trend
Neutral20.00
+DI: 26.22 · -DI: 22.14CCI (20)
Neutral104.10
Range -100 to +100Williams %R (14)
Neutral-11.74
Range -100 to 0Ultimate Oscillator
Neutral56.62
Periods: 7, 14, 28ROC (12)
Bearish7.23%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral46.22
Bull: 46.22 · Bear: 15.14High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 845.61 | 779.81 | 65.80 | 7.9% | 25.10 | 3.0% | 83% | True | False | 0 |
| 10 | 845.61 | 766.20 | 79.41 | 9.5% | 27.18 | 3.3% | 86% | True | False | 0 |
| 20 | 845.61 | 666.79 | 178.82 | 21.4% | 27.34 | 3.3% | 94% | True | False | 0 |
| 40 | 875.01 | 666.79 | 208.22 | 25.0% | 26.30 | 3.2% | 80% | False | False | 0 |
| 60 | 927.45 | 666.79 | 260.66 | 31.2% | 26.31 | 3.2% | 64% | False | False | 0 |
| 80 | 943.85 | 666.79 | 277.06 | 33.2% | 25.98 | 3.1% | 60% | False | False | 0 |
| 100 | 951.95 | 666.79 | 285.16 | 34.2% | 30.41 | 3.6% | 59% | False | False | 0 |
| 120 | 1,044.31 | 666.79 | 377.52 | 45.2% | 35.19 | 4.2% | 44% | False | False | 0 |