S&P500 Cash Index
Trading Metrics calculated at close of trading on 26-May-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) %: 2.3%
20-Day Historical Volatility: 0.3%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
5.1%
3-Month (63d)
17.7%
6-Month (126d)
21.0%
1-Year (252d)
-33.8%
Year-To-Date (YTD)
-2.3%
52-Week Range
52W Low: 666.79 (36.5%)
Position (33%)
52W High: 1,406.32 (35.3%)
Daily Pivots for day following 26-May-2009
Weekly Pivots for week ending 22-May-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,040.53 |
| 2.618 | 991.09 |
| 1.618 | 960.79 |
| 1.000 | 942.06 |
| 0.618 | 930.49 |
| HIGH | 911.76 |
| 0.618 | 900.19 |
| 0.500 | 896.61 |
| 0.382 | 893.04 |
| LOW | 881.46 |
| 0.618 | 862.74 |
| 1.000 | 851.16 |
| 1.618 | 832.44 |
| 2.618 | 802.14 |
| 4.250 | 752.69 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,231.79 |
| 38.2% | 1,123.82 |
| 50.0% | 1,036.55 |
| 61.8% | 949.29 |
| 78.6% | 825.05 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 899.45 | 10.88 | 1.2% | Above |
| 10-Day SMA | 897.52 | 12.81 | 1.4% | Above |
| 20-Day SMA | 896.54 | 13.79 | 1.5% | Above |
| 50-Day SMA | 853.93 | 56.40 | 6.6% | Above |
| 100-Day SMA | 833.11 | 77.22 | 9.3% | Above |
| 200-Day SMA | 934.44 | -24.11 | -2.6% | Below |
Bollinger Bands (20, 2):
Upper: 932.33
Middle: 896.54
Lower: 860.74
Bandwidth: 8.0%
Ichimoku Kinko Hyo:
Tenkan-sen: 901.77
Kijun-sen: 878.50
Span A: 890.14
Span B: 822.47
Chikou Span: 869.60
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral58.03
Neutral 30–70MACD (12, 26, 9)
Bearish Cross13.15
Signal: 16.46 · Hist: -3.30Stochastic (14, 3)
Neutral%K: 61.27
%D: 31.78StochRSI (14)
Neutral%K: 12.24
%D: 14.07ADX (14) & Trend
Neutral22.33
+DI: 26.83 · -DI: 17.56CCI (20)
Neutral25.07
Range -100 to +100Williams %R (14)
Neutral-38.73
Range -100 to 0Ultimate Oscillator
Neutral51.39
Periods: 7, 14, 28ROC (12)
Bullish0.32%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral14.97
Bull: 14.97 · Bear: -15.33High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 924.60 | 879.61 | 44.99 | 4.9% | 19.68 | 2.2% | 68% | False | False | 0 |
| 10 | 924.60 | 878.94 | 45.66 | 5.0% | 19.79 | 2.2% | 69% | False | False | 0 |
| 20 | 930.17 | 847.12 | 83.05 | 9.1% | 19.70 | 2.2% | 76% | False | False | 0 |
| 40 | 930.17 | 779.81 | 150.36 | 16.5% | 20.25 | 2.2% | 87% | False | False | 0 |
| 60 | 930.17 | 666.79 | 263.38 | 28.9% | 22.53 | 2.5% | 92% | False | False | 0 |
| 80 | 930.17 | 666.79 | 263.38 | 28.9% | 23.04 | 2.5% | 92% | False | False | 0 |
| 100 | 943.85 | 666.79 | 277.06 | 30.4% | 23.68 | 2.6% | 88% | False | False | 0 |
| 120 | 943.85 | 666.79 | 277.06 | 30.4% | 24.66 | 2.7% | 88% | False | False | 0 |