S&P500 Cash Index
Trading Metrics calculated at close of trading on 14-Jul-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.16)
Moving Averages
Strong Buy
+0.67
Oscillators
Sell
-0.11
Price Levels
Neutral
0.00
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.8%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
-4.3%
3-Month (63d)
7.6%
6-Month (126d)
4.1%
1-Year (252d)
-26.3%
Year-To-Date (YTD)
-2.8%
52-Week Range
52W Low: 666.79 (35.9%)
Position (37%)
52W High: 1,313.15 (31.0%)
Daily Pivots for day following 14-Jul-2009
Weekly Pivots for week ending 10-Jul-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 945.54 |
| 2.618 | 930.29 |
| 1.618 | 920.95 |
| 1.000 | 915.18 |
| 0.618 | 911.61 |
| HIGH | 905.84 |
| 0.618 | 902.27 |
| 0.500 | 901.17 |
| 0.382 | 900.07 |
| LOW | 896.50 |
| 0.618 | 890.73 |
| 1.000 | 887.16 |
| 1.618 | 881.39 |
| 2.618 | 872.05 |
| 4.250 | 856.81 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,160.61 |
| 38.2% | 1,066.24 |
| 50.0% | 989.97 |
| 61.8% | 913.70 |
| 78.6% | 805.11 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 889.65 | 16.19 | 1.8% | Above |
| 10-Day SMA | 896.71 | 9.13 | 1.0% | Above |
| 20-Day SMA | 904.24 | 1.60 | 0.2% | Above |
| 50-Day SMA | 911.86 | -6.02 | -0.7% | Below |
| 100-Day SMA | 854.78 | 51.06 | 6.0% | Above |
| 200-Day SMA | 876.99 | 28.85 | 3.3% | Above |
Bollinger Bands (20, 2):
Upper: 935.06
Middle: 904.24
Lower: 873.42
Bandwidth: 6.8%
Ichimoku Kinko Hyo:
Tenkan-sen: 900.62
Kijun-sen: 912.78
Span A: 906.70
Span B: 911.17
Chikou Span: 940.09
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral50.56
Neutral 30–70MACD (12, 26, 9)
Bearish Cross-5.59
Signal: -3.83 · Hist: -1.75Stochastic (14, 3)
Neutral%K: 58.34
%D: 41.57StochRSI (14)
Neutral%K: 45.14
%D: 24.27ADX (14) & Trend
Neutral18.97
+DI: 22.13 · -DI: 28.70CCI (20)
Neutral-8.07
Range -100 to +100Williams %R (14)
Neutral-41.66
Range -100 to 0Ultimate Oscillator
Neutral61.50
Periods: 7, 14, 28ROC (12)
Bearish-1.57%
12-period Rate of ChangeElder Bull/Bear (13)
Bulls Control6.33
Bull: 6.33 · Bear: -3.02High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 905.84 | 869.32 | 36.52 | 4.0% | 14.54 | 1.6% | 100% | True | False | 0 |
| 10 | 931.92 | 869.32 | 62.60 | 6.9% | 15.68 | 1.7% | 58% | False | False | 0 |
| 20 | 931.92 | 869.32 | 62.60 | 6.9% | 15.43 | 1.7% | 58% | False | False | 0 |
| 40 | 956.23 | 869.32 | 86.91 | 9.6% | 16.98 | 1.9% | 42% | False | False | 0 |
| 60 | 956.23 | 826.83 | 129.40 | 14.3% | 18.01 | 2.0% | 61% | False | False | 0 |
| 80 | 956.23 | 766.20 | 190.03 | 21.0% | 19.10 | 2.1% | 73% | False | False | 0 |
| 100 | 956.23 | 666.79 | 289.44 | 32.0% | 20.71 | 2.3% | 83% | False | False | 0 |
| 120 | 956.23 | 666.79 | 289.44 | 32.0% | 21.31 | 2.4% | 83% | False | False | 0 |