S&P500 Cash Index

Trading Metrics calculated at close of trading on 03-Jun-2009

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.22

Price Levels

Sell

-0.50

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 2.2%

20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	942.87	942.51	-0.36	-0.0%	887.00
High	949.38	942.51	-6.87	-0.7%	920.02
Low	938.46	923.85	-14.61	-1.6%	881.46
Close	944.74	931.76	-12.98	-1.4%	919.14
Range	10.92	18.66	7.74	70.9%	38.56
ATR(14)	20.85	20.85	0.00	0.0%	21.08
Volume

Multi-Period Performance

1-Month (21d)

2.7%

3-Month (63d)

30.7%

6-Month (126d)

14.2%

1-Year (252d)

-32.4%

Year-To-Date (YTD)

-0.0%

52-Week Range

52W Low: 666.79 (39.7%)

Position (36%)

52W High: 1,404.05 (33.6%)

Daily Pivots for day following 03-Jun-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	988.69	978.88	942.02
R3	970.03	960.22	936.89
R2	951.37	951.37	935.18
R1	941.56	941.56	933.47	937.14
PP	932.71	932.71	932.71	930.49
S1	922.90	922.90	930.05	918.48
S2	914.05	914.05	928.34
S3	895.39	904.24	926.63
S4	876.73	885.58	921.50

Weekly Pivots for week ending 29-May-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,022.55	1,009.41	940.35
R3	983.99	970.85	929.74
R2	945.43	945.43	926.21
R1	932.29	932.29	922.68	938.86
PP	906.87	906.87	906.87	910.16
S1	893.73	893.73	915.61	900.30
S2	868.31	868.31	912.07
S3	829.75	855.17	908.54
S4	791.19	816.61	897.93

Fisher Pivots for day following 03-Jun-2009

Pivot	1 Day	3 Day
R1	933.18	936.32
PP	932.71	934.80
S1	932.23	933.28

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,021.81
2.618	991.36
1.618	972.70
1.000	961.17
0.618	954.04
HIGH	942.51
0.618	935.38
0.500	933.18
0.382	930.98
LOW	923.85
0.618	912.32
1.000	905.19
1.618	893.66
2.618	875.00
4.250	844.55

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1,230.06
38.2%	1,122.42
50.0%	1,035.42
61.8%	948.42
78.6%	824.56

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	929.07	2.69	0.3%	Above
10-Day SMA	912.75	19.01	2.1%	Above
20-Day SMA	908.95	22.81	2.5%	Above
50-Day SMA	870.66	61.10	7.0%	Above
100-Day SMA	833.36	98.40	11.8%	Above
200-Day SMA	923.30	8.46	0.9%	Above

Bollinger Bands (20, 2):

Upper: 944.55

Middle: 908.95

Lower: 873.35

Bandwidth: 7.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 914.50

Kijun-sen: 898.25

Span A: 906.37

Span B: 857.79

Chikou Span: 857.51

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

59.82

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

16.97

Signal: 15.32 · Hist: 1.65

Stochastic (14, 3)

Neutral

%K: 74.99

%D: 87.09

StochRSI (14)

Neutral

%K: 87.89

%D: 82.35

ADX (14) & Trend

Strong Trend

24.73

+DI: 29.71 · -DI: 17.62

CCI (20)

Oversold

126.50

Range -100 to +100

Williams %R (14)

Neutral

-25.01

Range -100 to 0

Ultimate Oscillator

Neutral

63.02

Periods: 7, 14, 28

ROC (12)

Bearish

5.54%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

27.48

Bull: 27.48 · Bear: 8.82

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.48
Widest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	949.38	887.60	61.78	6.6%	18.48	2.0%	71%	False	False
10	949.38	879.61	69.77	7.5%	20.16	2.2%	75%	False	False
20	949.38	878.94	70.44	7.6%	19.61	2.1%	75%	False	False
40	949.38	814.53	134.85	14.5%	19.54	2.1%	87%	False	False
60	949.38	679.28	270.10	29.0%	21.77	2.3%	93%	False	False
80	949.38	666.79	282.59	30.3%	22.63	2.4%	94%	False	False
100	949.38	666.79	282.59	30.3%	23.55	2.5%	94%	False	False
120	949.38	666.79	282.59	30.3%	23.55	2.5%	94%	False	False

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