S&P500 Cash Index
Trading Metrics calculated at close of trading on 04-Jan-2010
Technical Consensus
Composite multi-indicator directional consensus and volatility profile
BUY(+0.47)
Moving Averages
Strong Buy
+1.00
Oscillators
Buy
+0.22
Price Levels
Buy
+0.50
Trend
Neutral
0.00
Relative Volume (20d): —
ATR(14) %: 1.0%
20-Day Historical Volatility: 0.1%
Day Change Summary (OHLC)
Multi-Period Performance
1-Month (21d)
2.1%
3-Month (63d)
10.5%
6-Month (126d)
26.1%
1-Year (252d)
21.6%
Year-To-Date (YTD)
0.0%
52-Week Range
52W Low: 666.79 (69.9%)
Position (100%)
52W High: 1,133.87 (0.1%)
Daily Pivots for day following 04-Jan-2010
Weekly Pivots for week ending 01-Jan-2010
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 1,207.44 |
| 2.618 | 1,179.19 |
| 1.618 | 1,161.88 |
| 1.000 | 1,151.18 |
| 0.618 | 1,144.57 |
| HIGH | 1,133.87 |
| 0.618 | 1,127.26 |
| 0.500 | 1,125.21 |
| 0.382 | 1,123.17 |
| LOW | 1,116.56 |
| 0.618 | 1,105.86 |
| 1.000 | 1,099.25 |
| 1.618 | 1,088.55 |
| 2.618 | 1,071.24 |
| 4.250 | 1,042.99 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price Level |
|---|---|
| 23.6% | 1,023.64 |
| 38.2% | 955.45 |
| 50.0% | 900.33 |
| 61.8% | 845.22 |
| 78.6% | 766.75 |
Moving Averages & Trend
Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 1,125.70 | 7.29 | 0.6% | Above |
| 10-Day SMA | 1,121.01 | 11.98 | 1.1% | Above |
| 20-Day SMA | 1,112.16 | 20.83 | 1.9% | Above |
| 50-Day SMA | 1,095.41 | 37.58 | 3.4% | Above |
| 100-Day SMA | 1,069.31 | 63.68 | 6.0% | Above |
| 200-Day SMA | 986.09 | 146.90 | 14.9% | Above |
Bollinger Bands (20, 2):
Upper: 1,135.41
Middle: 1,112.16
Lower: 1,088.92
Bandwidth: 4.2%
Ichimoku Kinko Hyo:
Tenkan-sen: 1,119.59
Kijun-sen: 1,108.80
Span A: 1,114.20
Span B: 1,081.63
Chikou Span: 1,105.65
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
RSI (14)
Neutral62.32
Neutral 30–70MACD (12, 26, 9)
Bullish Cross8.64
Signal: 7.80 · Hist: 0.84Stochastic (14, 3)
Neutral%K: 97.80
%D: 81.70StochRSI (14)
Neutral%K: 73.63
%D: 80.36ADX (14) & Trend
Neutral14.04
+DI: 27.92 · -DI: 21.45CCI (20)
Neutral113.42
Range -100 to +100Williams %R (14)
Neutral-2.20
Range -100 to 0Ultimate Oscillator
Neutral60.47
Periods: 7, 14, 28ROC (12)
Bullish2.26%
12-period Rate of ChangeElder Bull/Bear (13)
Neutral14.94
Bull: 14.94 · Bear: -2.37High/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 1,133.87 | 1,114.81 | 19.06 | 1.7% | 9.16 | 0.8% | 95% | True | False | 0 |
| 10 | 1,133.87 | 1,093.88 | 39.99 | 3.5% | 8.48 | 0.7% | 98% | True | False | 0 |
| 20 | 1,133.87 | 1,085.89 | 47.98 | 4.2% | 9.60 | 0.8% | 98% | True | False | 0 |
| 40 | 1,133.87 | 1,047.30 | 86.57 | 7.6% | 11.64 | 1.0% | 99% | True | False | 0 |
| 60 | 1,133.87 | 1,029.38 | 104.49 | 9.2% | 13.21 | 1.2% | 99% | True | False | 0 |
| 80 | 1,133.87 | 1,019.95 | 113.92 | 10.1% | 13.50 | 1.2% | 99% | True | False | 0 |
| 100 | 1,133.87 | 978.51 | 155.36 | 13.7% | 13.76 | 1.2% | 99% | True | False | 0 |
| 120 | 1,133.87 | 910.15 | 223.72 | 19.7% | 13.79 | 1.2% | 100% | True | False | 0 |