S&P500 Cash Index
Trading Metrics calculated at close of trading on 23-Jun-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
SELL(-0.16)
Moving Averages
Strong Sell
-0.67
Oscillators
Buy
+0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 2.0%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
0.9%
3-Month (63d)
11.0%
6-Month (126d)
0.8%
1-Year (252d)
-32.1%
Year-To-Date (YTD)
-3.9%
52-Week Range
52W Low: 666.79 (34.2%)
Position (34%)
52W High: 1,335.63 (33.0%)
Daily Pivots for day following 23-Jun-2009
Weekly Pivots for week ending 19-Jun-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 940.47 |
| 2.618 | 924.43 |
| 1.618 | 914.60 |
| 1.000 | 908.52 |
| 0.618 | 904.77 |
| HIGH | 898.69 |
| 0.618 | 894.94 |
| 0.500 | 893.78 |
| 0.382 | 892.62 |
| LOW | 888.86 |
| 0.618 | 882.79 |
| 1.000 | 879.03 |
| 1.618 | 872.96 |
| 2.618 | 863.13 |
| 4.250 | 847.08 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,177.78 |
| 38.2% | 1,080.13 |
| 50.0% | 1,001.21 |
| 61.8% | 922.29 |
| 78.6% | 809.92 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 907.69 | -12.59 | -1.4% | Below |
| 10-Day SMA | 920.44 | -25.34 | -2.8% | Below |
| 20-Day SMA | 925.35 | -30.25 | -3.3% | Below |
| 50-Day SMA | 899.36 | -4.26 | -0.5% | Below |
| 100-Day SMA | 844.29 | 50.81 | 6.0% | Above |
| 200-Day SMA | 899.01 | -3.91 | -0.4% | Below |
Bollinger Bands (20, 2):
Upper: 961.59
Middle: 925.35
Lower: 889.10
Bandwidth: 7.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 922.55
Kijun-sen: 917.92
Span A: 920.23
Span B: 891.53
Chikou Span: 882.88
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral42.89
Neutral 30–70MACD (12, 26, 9)
Bearish Cross2.13
Signal: 8.96 · Hist: -6.83Stochastic (14, 3)
Neutral%K: 9.26
%D: 14.18StochRSI (14)
Neutral%K: 9.69
%D: 12.77ADX (14) & Trend
Neutral18.81
+DI: 18.04 · -DI: 29.58CCI (20)
Neutral-136.66
Range -100 to +100Williams %R (14)
Bullish-90.74
Range -100 to 0Ultimate Oscillator
Neutral35.25
Periods: 7, 14, 28ROC (12)
Bullish-4.79%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral-17.89
Bull: -17.89 · Bear: -27.72High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 927.09 | 888.86 | 38.23 | 4.3% | 14.97 | 1.7% | 16% | False | True | 0 |
| 10 | 956.23 | 888.86 | 67.37 | 7.5% | 16.37 | 1.8% | 9% | False | True | 0 |
| 20 | 956.23 | 887.60 | 68.63 | 7.7% | 16.97 | 1.9% | 11% | False | False | 0 |
| 40 | 956.23 | 847.12 | 109.11 | 12.2% | 18.34 | 2.0% | 44% | False | False | 0 |
| 60 | 956.23 | 779.81 | 176.42 | 19.7% | 19.16 | 2.1% | 65% | False | False | 0 |
| 80 | 956.23 | 666.79 | 289.44 | 32.3% | 21.14 | 2.4% | 79% | False | False | 0 |
| 100 | 956.23 | 666.79 | 289.44 | 32.3% | 21.82 | 2.4% | 79% | False | False | 0 |
| 120 | 956.23 | 666.79 | 289.44 | 32.3% | 22.56 | 2.5% | 79% | False | False | 0 |