S&P500 Cash Index

Trading Metrics calculated at close of trading on 16-Jul-2009

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.32)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

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)

	Previous	Current
Metric	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	910.15	930.17	20.02	2.2%	894.27
High	933.95	943.96	10.01	1.1%	898.72
Low	910.15	927.45	17.30	1.9%	869.32
Close	932.68	940.74	8.06	0.9%	879.13
Range	23.80	16.51	-7.29	-30.6%	29.40
ATR(14)	17.35	17.29	-0.06	-0.3%	16.40
Volume

Multi-Period Performance

1-Month (21d)

3.2%

3-Month (63d)

8.7%

6-Month (126d)

11.6%

1-Year (252d)

-24.5%

Year-To-Date (YTD)

1.0%

52-Week Range

52W Low: 666.79 (41.1%)

Position (42%)

52W High: 1,313.15 (28.4%)

Daily Pivots for day following 16-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	986.91	980.34	949.82
R3	970.40	963.83	945.28
R2	953.89	953.89	943.77
R1	947.32	947.32	942.25	950.61
PP	937.38	937.38	937.38	939.03
S1	930.81	930.81	939.23	934.10
S2	920.87	920.87	937.71
S3	904.36	914.30	936.20
S4	887.85	897.79	931.66

Weekly Pivots for week ending 10-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	970.59	954.26	895.30
R3	941.19	924.86	887.22
R2	911.79	911.79	884.52
R1	895.46	895.46	881.83	888.93
PP	882.39	882.39	882.39	879.12
S1	866.06	866.06	876.44	859.53
S2	852.99	852.99	873.74
S3	823.59	836.66	871.05
S4	794.19	807.26	862.96

Fisher Pivots for day following 16-Jul-2009

Pivot	1 Day	3 Day
R1	939.06	933.90
PP	937.38	927.07
S1	935.71	920.23

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,014.13
2.618	987.18
1.618	970.67
1.000	960.47
0.618	954.16
HIGH	943.96
0.618	937.65
0.500	935.71
0.382	933.76
LOW	927.45
0.618	917.25
1.000	910.94
1.618	900.74
2.618	884.23
4.250	857.28

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	911.89	28.85	3.2%	Above
10-Day SMA	899.79	40.96	4.6%	Above
20-Day SMA	906.78	33.96	3.7%	Above
50-Day SMA	913.11	27.63	3.0%	Above
100-Day SMA	858.38	82.36	9.6%	Above
200-Day SMA	874.76	65.98	7.5%	Above

Bollinger Bands (20, 2):

Upper: 943.28

Middle: 906.78

Lower: 870.28

Bandwidth: 8.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 906.64

Kijun-sen: 912.78

Span A: 909.71

Span B: 912.78

Chikou Span: 942.43

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

61.70

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

0.63

Signal: -2.72 · Hist: 3.36

Stochastic (14, 3)

Neutral

%K: 95.69

%D: 84.02

StochRSI (14)

Neutral

%K: 90.77

%D: 71.23

ADX (14) & Trend

Neutral

18.23

+DI: 33.16 · -DI: 23.65

CCI (20)

Neutral

142.45

Range -100 to +100

Williams %R (14)

Bearish

-4.31

Range -100 to 0

Ultimate Oscillator

Bullish

71.58

Periods: 7, 14, 28

ROC (12)

Bearish

1.46%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

34.49

Bull: 34.49 · Bear: 17.98

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.70
Narrowest 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	943.96	872.81	71.15	7.6%	17.23	1.8%	95%	True	False
10	943.96	869.32	74.64	7.9%	16.89	1.8%	96%	True	False
20	943.96	869.32	74.64	7.9%	15.89	1.7%	96%	True	False
40	956.23	869.32	86.91	9.2%	17.11	1.8%	82%	False	False
60	956.23	835.45	120.78	12.8%	17.70	1.9%	87%	False	False
80	956.23	779.81	176.42	18.8%	18.69	2.0%	91%	False	False
100	956.23	666.79	289.44	30.8%	20.51	2.2%	95%	False	False
120	956.23	666.79	289.44	30.8%	21.14	2.2%	95%	False	False

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