S&P500 Cash Index

Trading Metrics calculated at close of trading on 20-Apr-2009

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.11)

Moving Averages

Neutral

0.00

Oscillators

Sell

-0.11

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 3.0%

20-Day Historical Volatility: 0.4%

Day Change Summary (OHLC)

	Previous	Current
Metric	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	865.18	868.27	3.09	0.4%	855.33
High	875.63	868.27	-7.36	-0.8%	875.63
Low	860.87	832.39	-28.48	-3.3%	835.58
Close	869.60	832.39	-37.21	-4.3%	869.60
Range	14.76	35.88	21.12	143.1%	40.05
ATR(14)	23.67	24.64	0.97	4.1%	23.67
Volume

Multi-Period Performance

1-Month (21d)

6.2%

3-Month (63d)

-2.1%

6-Month (126d)

-12.0%

1-Year (252d)

-40.1%

Year-To-Date (YTD)

-10.7%

52-Week Range

52W Low: 666.79 (24.8%)

Position (21%)

52W High: 1,440.24 (42.2%)

Daily Pivots for day following 20-Apr-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	951.99	928.07	852.12
R3	916.11	892.19	842.26
R2	880.23	880.23	838.97
R1	856.31	856.31	835.68	850.33
PP	844.35	844.35	844.35	841.36
S1	820.43	820.43	829.10	814.45
S2	808.47	808.47	825.81
S3	772.59	784.55	822.52
S4	736.71	748.67	812.66

Weekly Pivots for week ending 17-Apr-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	980.42	965.06	891.63
R3	940.37	925.01	880.61
R2	900.32	900.32	876.94
R1	884.96	884.96	873.27	892.64
PP	860.27	860.27	860.27	864.11
S1	844.91	844.91	865.93	852.59
S2	820.22	820.22	862.26
S3	780.17	804.86	858.59
S4	740.12	764.81	847.57

Fisher Pivots for day following 20-Apr-2009

Pivot	1 Day	3 Day
R1	850.33	854.01
PP	844.35	846.80
S1	838.37	839.60

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,020.76
2.618	962.20
1.618	926.32
1.000	904.15
0.618	890.44
HIGH	868.27
0.618	854.56
0.500	850.33
0.382	846.10
LOW	832.39
0.618	810.22
1.000	796.51
1.618	774.34
2.618	738.46
4.250	679.90

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	852.17	-19.78	-2.3%	Below
10-Day SMA	845.23	-12.84	-1.5%	Below
20-Day SMA	830.88	1.51	0.2%	Above
50-Day SMA	791.09	41.30	5.2%	Above
100-Day SMA	830.05	2.34	0.3%	Above
200-Day SMA	980.77	-148.38	-15.1%	Below

Bollinger Bands (20, 2):

Upper: 874.85

Middle: 830.88

Lower: 786.91

Bandwidth: 10.6%

Ichimoku Kinko Hyo:

Tenkan-sen: 845.08

Kijun-sen: 809.05

Span A: 827.06

Span B: 771.21

Chikou Span: 750.74

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

52.70

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

19.21

Signal: 18.08 · Hist: 1.13

Stochastic (14, 3)

Neutral

%K: 53.16

%D: 80.43

StochRSI (14)

Neutral

%K: 65.87

%D: 77.93

ADX (14) & Trend

Neutral

16.83

+DI: 26.39 · -DI: 23.61

CCI (20)

Neutral

56.10

Range -100 to +100

Williams %R (14)

Neutral

-46.84

Range -100 to 0

Ultimate Oscillator

Neutral

57.10

Periods: 7, 14, 28

ROC (12)

Bearish

2.63%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

28.97

Bull: 28.97 · Bear: -6.91

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.00
Widest range in 19 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	875.63	832.39	43.24	5.2%	21.59	2.6%	0%	False	True
10	875.63	814.53	61.10	7.3%	19.61	2.4%	29%	False	False
20	875.63	772.31	103.32	12.4%	23.05	2.8%	58%	False	False
40	875.63	666.79	208.84	25.1%	25.04	3.0%	79%	False	False
60	877.86	666.79	211.07	25.4%	24.74	3.0%	78%	False	False
80	943.85	666.79	277.06	33.3%	24.42	2.9%	60%	False	False
100	943.85	666.79	277.06	33.3%	27.04	3.2%	60%	False	False
120	1,007.51	666.79	340.72	40.9%	30.63	3.7%	49%	False	False

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