S&P500 Cash Index
Trading Metrics calculated at close of trading on 24-Aug-2009
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.26)
Moving Averages
Strong Buy
+1.00
Oscillators
Sell
-0.22
Price Levels
Neutral
0.00
Trend
Buy
+0.50
Relative Volume (20d): —
ATR(14) %: 1.5%
20-Day Historical Volatility: 0.2%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
4.7%
3-Month (63d)
12.7%
6-Month (126d)
32.7%
1-Year (252d)
-20.6%
Year-To-Date (YTD)
10.1%
52-Week Range
52W Low: 666.79 (53.8%)
Position (56%)
52W High: 1,303.04 (21.3%)
Daily Pivots for day following 24-Aug-2009
Weekly Pivots for week ending 21-Aug-2009
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,092.51 |
| 2.618 | 1,070.74 |
| 1.618 | 1,057.40 |
| 1.000 | 1,049.16 |
| 0.618 | 1,044.06 |
| HIGH | 1,035.82 |
| 0.618 | 1,030.72 |
| 0.500 | 1,029.15 |
| 0.382 | 1,027.58 |
| LOW | 1,022.48 |
| 0.618 | 1,014.24 |
| 1.000 | 1,009.14 |
| 1.618 | 1,000.90 |
| 2.618 | 987.56 |
| 4.250 | 965.79 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,152.88 |
| 38.2% | 1,059.99 |
| 50.0% | 984.92 |
| 61.8% | 909.84 |
| 78.6% | 802.95 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,009.04 | 16.53 | 1.6% | Above |
| 10-Day SMA | 1,004.19 | 21.38 | 2.1% | Above |
| 20-Day SMA | 999.83 | 25.74 | 2.6% | Above |
| 50-Day SMA | 952.33 | 73.24 | 7.7% | Above |
| 100-Day SMA | 920.78 | 104.79 | 11.4% | Above |
| 200-Day SMA | 876.57 | 149.00 | 17.0% | Above |
Bollinger Bands (20, 2):
Upper: 1,027.20
Middle: 999.83
Lower: 972.46
Bandwidth: 5.5%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,007.16
Kijun-sen: 988.41
Span A: 997.79
Span B: 952.57
Chikou Span: 940.38
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral66.06
Neutral 30–70MACD (12, 26, 9)
Bearish Cross16.72
Signal: 17.18 · Hist: -0.46Stochastic (14, 3)
Bearish%K: 82.11
%D: 84.07StochRSI (14)
Neutral%K: 55.74
%D: 41.52ADX (14) & Trend
Strong Trend33.40
+DI: 34.93 · -DI: 13.48CCI (20)
Neutral189.93
Range -100 to +100Williams %R (14)
Bearish-17.89
Range -100 to 0Ultimate Oscillator
Neutral58.75
Periods: 7, 14, 28ROC (12)
Bullish2.86%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral32.23
Bull: 32.23 · Bear: 18.89High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,035.82 | 980.62 | 55.20 | 5.4% | 14.79 | 1.4% | 81% | True | False | 0 |
| 10 | 1,035.82 | 978.51 | 57.31 | 5.6% | 15.68 | 1.5% | 82% | True | False | 0 |
| 20 | 1,035.82 | 968.65 | 67.17 | 6.5% | 14.44 | 1.4% | 85% | True | False | 0 |
| 40 | 1,035.82 | 869.32 | 166.50 | 16.2% | 14.78 | 1.4% | 94% | True | False | 0 |
| 60 | 1,035.82 | 869.32 | 166.50 | 16.2% | 15.32 | 1.5% | 94% | True | False | 0 |
| 80 | 1,035.82 | 866.10 | 169.72 | 16.5% | 16.38 | 1.6% | 94% | True | False | 0 |
| 100 | 1,035.82 | 814.53 | 221.29 | 21.6% | 17.10 | 1.7% | 95% | True | False | 0 |
| 120 | 1,035.82 | 666.79 | 369.03 | 36.0% | 18.80 | 1.8% | 97% | True | False | 0 |