S&P500 Cash Index

Trading Metrics calculated at close of trading on 10-Jun-2009

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.11)

Moving Averages

Strong Buy

+0.67

Oscillators

Sell

-0.22

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): —

ATR(14) %: 2.1%

20-Day Historical Volatility: 0.3%

Day Change Summary (OHLC)

	Previous	Current
Metric	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	940.35	942.73	2.38	0.3%	923.26
High	946.92	949.77	2.85	0.3%	951.69
Low	936.15	927.97	-8.18	-0.9%	923.26
Close	942.43	939.15	-3.28	-0.3%	940.09
Range	10.77	21.80	11.03	102.4%	28.43
ATR(14)	19.43	19.60	0.17	0.9%	20.11
Volume

Multi-Period Performance

1-Month (21d)

3.3%

3-Month (63d)

30.2%

6-Month (126d)

3.2%

1-Year (252d)

-30.9%

Year-To-Date (YTD)

0.8%

52-Week Range

52W Low: 666.79 (40.8%)

Position (39%)

52W High: 1,366.59 (31.3%)

Daily Pivots for day following 10-Jun-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,004.36	993.56	951.14
R3	982.56	971.76	945.15
R2	960.76	960.76	943.15
R1	949.96	949.96	941.15	944.46
PP	938.96	938.96	938.96	936.22
S1	928.16	928.16	937.15	922.66
S2	917.16	917.16	935.15
S3	895.36	906.36	933.16
S4	873.56	884.56	927.16

Weekly Pivots for week ending 05-Jun-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,023.64	1,010.29	955.73
R3	995.21	981.86	947.91
R2	966.78	966.78	945.30
R1	953.43	953.43	942.70	960.11
PP	938.35	938.35	938.35	941.68
S1	925.00	925.00	937.48	931.68
S2	909.92	909.92	934.88
S3	881.49	896.57	932.27
S4	853.06	868.14	924.45

Fisher Pivots for day following 10-Jun-2009

Pivot	1 Day	3 Day
R1	939.06	938.80
PP	938.96	938.45
S1	938.87	938.11

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,042.42
2.618	1,006.84
1.618	985.04
1.000	971.57
0.618	963.24
HIGH	949.77
0.618	941.44
0.500	938.87
0.382	936.30
LOW	927.97
0.618	914.50
1.000	906.17
1.618	892.70
2.618	870.90
4.250	835.32

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	1,201.44
38.2%	1,099.27
50.0%	1,016.69
61.8%	934.11
78.6%	816.55

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	940.65	-1.50	-0.2%	Below
10-Day SMA	934.86	4.29	0.5%	Above
20-Day SMA	915.43	23.72	2.6%	Above
50-Day SMA	883.60	55.55	6.3%	Above
100-Day SMA	837.21	101.94	12.2%	Above
200-Day SMA	914.86	24.29	2.7%	Above

Bollinger Bands (20, 2):

Upper: 960.17

Middle: 915.43

Lower: 870.68

Bandwidth: 9.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 927.63

Kijun-sen: 915.32

Span A: 921.47

Span B: 865.75

Chikou Span: 907.24

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

60.40

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

17.50

Signal: 17.00 · Hist: 0.49

Stochastic (14, 3)

Bearish

%K: 82.60

%D: 84.11

StochRSI (14)

Neutral

%K: 73.57

%D: 75.55

ADX (14) & Trend

Neutral

24.22

+DI: 24.72 · -DI: 18.34

CCI (20)

Neutral

82.77

Range -100 to +100

Williams %R (14)

Bearish

-17.40

Range -100 to 0

Ultimate Oscillator

Neutral

56.95

Periods: 7, 14, 28

ROC (12)

Bearish

5.88%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

21.04

Bull: 21.04 · Bear: -0.76

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	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.19
Widest range in 7 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low
5	951.69	926.44	25.25	2.7%	16.63	1.8%	50%	False	False
10	951.69	887.60	64.09	6.8%	17.56	1.9%	80%	False	False
20	951.69	878.94	72.75	7.7%	18.82	2.0%	83%	False	False
40	951.69	826.83	124.86	13.3%	19.42	2.1%	90%	False	False
60	951.69	749.93	201.76	21.5%	20.94	2.2%	94%	False	False
80	951.69	666.79	284.90	30.3%	22.22	2.4%	96%	False	False
100	951.69	666.79	284.90	30.3%	23.08	2.5%	96%	False	False
120	951.69	666.79	284.90	30.3%	22.90	2.4%	96%	False	False

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