S&P500 Cash Index

Trading Metrics calculated at close of trading on 31-Jul-2009

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.21)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.33

Price Levels

Neutral

0.00

Trend

Buy

+0.50

Relative Volume (20d): —

ATR(14) %: 1.6%

20-Day Historical Volatility: 0.2%

Day Change Summary (OHLC)

	Previous	Current
Metric	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	976.01	986.80	10.79	1.1%	978.63
High	996.68	993.18	-3.50	-0.4%	996.68
Low	976.01	982.85	6.84	0.7%	968.65
Close	986.75	987.48	0.73	0.1%	987.48
Range	20.67	10.33	-10.34	-50.0%	28.03
ATR(14)	15.74	15.35	-0.39	-2.5%	15.35
Volume

Multi-Period Performance

1-Month (21d)

6.9%

3-Month (63d)

12.5%

6-Month (126d)

19.6%

1-Year (252d)

-22.1%

Year-To-Date (YTD)

6.0%

52-Week Range

52W Low: 666.79 (48.1%)

Position (50%)

52W High: 1,313.15 (24.8%)

Daily Pivots for day following 31-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,018.83	1,013.48	993.16
R3	1,008.50	1,003.15	990.32
R2	998.17	998.17	989.37
R1	992.82	992.82	988.43	995.50
PP	987.84	987.84	987.84	989.17
S1	982.49	982.49	986.53	985.17
S2	977.51	977.51	985.59
S3	967.18	972.16	984.64
S4	956.85	961.83	981.80

Weekly Pivots for week ending 31-Jul-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,068.36	1,055.95	1,002.90
R3	1,040.33	1,027.92	995.19
R2	1,012.30	1,012.30	992.62
R1	999.89	999.89	990.05	1,006.09
PP	984.27	984.27	984.27	987.37
S1	971.86	971.86	984.91	978.07
S2	956.24	956.24	982.34
S3	928.21	943.83	979.77
S4	900.18	915.80	972.06

Fisher Pivots for day following 31-Jul-2009

Pivot	1 Day	3 Day
R1	988.02	985.88
PP	987.84	984.27
S1	987.66	982.67

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	1,037.08
2.618	1,020.22
1.618	1,009.89
1.000	1,003.51
0.618	999.56
HIGH	993.18
0.618	989.23
0.500	988.02
0.382	986.80
LOW	982.85
0.618	976.47
1.000	972.52
1.618	966.14
2.618	955.81
4.250	938.95

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	982.24	5.24	0.5%	Above
10-Day SMA	972.65	14.83	1.5%	Above
20-Day SMA	938.42	49.06	5.2%	Above
50-Day SMA	927.35	60.13	6.5%	Above
100-Day SMA	886.07	101.41	11.4%	Above
200-Day SMA	871.15	116.33	13.4%	Above

Bollinger Bands (20, 2):

Upper: 1,017.07

Middle: 938.42

Lower: 859.76

Bandwidth: 16.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 969.95

Kijun-sen: 933.00

Span A: 951.48

Span B: 933.00

Chikou Span: 900.94

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

71.27

Neutral 30–70

MACD (12, 26, 9)

Bullish Cross

20.18

Signal: 15.16 · Hist: 5.02

Stochastic (14, 3)

Bearish

%K: 90.82

%D: 91.98

StochRSI (14)

Bearish

%K: 92.41

%D: 92.93

ADX (14) & Trend

Strong Trend

28.33

+DI: 36.09 · -DI: 13.16

CCI (20)

Neutral

99.77

Range -100 to +100

Williams %R (14)

Bearish

-9.18

Range -100 to 0

Ultimate Oscillator

Bullish

75.11

Periods: 7, 14, 28

ROC (12)

Bearish

5.88%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

29.42

Bull: 29.42 · Bear: 19.09

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.71
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	996.68	968.65	28.03	2.8%	12.66	1.3%	67%	False	False
10	996.68	940.99	55.69	5.6%	13.93	1.4%	83%	False	False
20	996.68	869.32	127.36	12.9%	14.53	1.5%	93%	False	False
40	996.68	869.32	127.36	12.9%	15.40	1.6%	93%	False	False
60	996.68	869.32	127.36	12.9%	16.75	1.7%	93%	False	False
80	996.68	814.84	181.84	18.4%	17.50	1.8%	95%	False	False
100	996.68	713.85	282.83	28.6%	18.95	1.9%	97%	False	False
120	996.68	666.79	329.89	33.4%	20.22	2.0%	97%	False	False

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API