S&P500 Cash Index
Trading Metrics calculated at close of trading on 03-Apr-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.16)
Moving Averages
Strong Buy
+0.67
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 3.3%
20-Day Historical Volatility: 0.5%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
23.4%
3-Month (63d)
-9.6%
6-Month (126d)
-24.4%
1-Year (252d)
-38.5%
Year-To-Date (YTD)
-9.6%
52-Week Range
52W Low: 666.79 (26.4%)
Position (23%)
52W High: 1,440.24 (41.5%)
Daily Pivots for day following 03-Apr-2009
Weekly Pivots for week ending 03-Apr-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 909.65 |
| 2.618 | 883.86 |
| 1.618 | 868.06 |
| 1.000 | 858.30 |
| 0.618 | 852.26 |
| HIGH | 842.50 |
| 0.618 | 836.46 |
| 0.500 | 834.60 |
| 0.382 | 832.74 |
| LOW | 826.70 |
| 0.618 | 816.94 |
| 1.000 | 810.90 |
| 1.618 | 801.14 |
| 2.618 | 785.34 |
| 4.250 | 759.55 |
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 | 814.67 | 27.83 | 3.4% | Above |
| 10-Day SMA | 816.52 | 25.98 | 3.2% | Above |
| 20-Day SMA | 783.45 | 59.05 | 7.5% | Above |
| 50-Day SMA | 790.07 | 52.43 | 6.6% | Above |
| 100-Day SMA | 830.76 | 11.74 | 1.4% | Above |
| 200-Day SMA | 1,003.52 | -161.02 | -16.0% | Below |
Bollinger Bands (20, 2):
Upper: 868.27
Middle: 783.45
Lower: 698.63
Bandwidth: 21.7%
Ichimoku Kinko Hyo:
Tenkan-sen: 812.71
Kijun-sen: 756.20
Span A: 784.46
Span B: 772.33
Chikou Span: 752.83
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral61.30
Neutral 30–70MACD (12, 26, 9)
Bullish Cross15.17
Signal: 7.77 · Hist: 7.40Stochastic (14, 3)
Neutral%K: 96.75
%D: 86.94StochRSI (14)
Neutral%K: 77.50
%D: 60.90ADX (14) & Trend
Neutral19.18
+DI: 25.14 · -DI: 21.23CCI (20)
Neutral109.30
Range -100 to +100Williams %R (14)
Neutral-3.25
Range -100 to 0Ultimate Oscillator
Neutral59.29
Periods: 7, 14, 28ROC (12)
Bearish6.06%
12-period Rate of ChangeElder Bull/Bear (13)
Bears Control36.95
Bull: 36.95 · Bear: 21.15High/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 | 7.8% | 25.21 | 3.0% | 95% | False | False | 0 |
| 10 | 845.61 | 772.31 | 73.30 | 8.7% | 26.49 | 3.1% | 96% | False | False | 0 |
| 20 | 845.61 | 672.88 | 172.73 | 20.5% | 26.51 | 3.1% | 98% | False | False | 0 |
| 40 | 875.01 | 666.79 | 208.22 | 24.7% | 25.93 | 3.1% | 84% | False | False | 0 |
| 60 | 911.93 | 666.79 | 245.14 | 29.1% | 26.16 | 3.1% | 72% | False | False | 0 |
| 80 | 943.85 | 666.79 | 277.06 | 32.9% | 25.73 | 3.1% | 63% | False | False | 0 |
| 100 | 951.95 | 666.79 | 285.16 | 33.8% | 30.32 | 3.6% | 62% | False | False | 0 |
| 120 | 1,044.31 | 666.79 | 377.52 | 44.8% | 34.52 | 4.1% | 47% | False | False | 0 |